• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

XVA Trader Interview

Joined
7/30/19
Messages
23
Points
13
Dear Quantnet Community,

I have an incoming entry-level xva trader interview from a top BB bank. Even though it is the first-round interview, the interviewer is the MD. I am from the math-stats background with some exposure to BS model but had little experience in XVA. May I know the expectation of the interviewer and how do I prepare for the interview?

Many thanks and sincerely appreciate the time and help.
 
The book “The xVA Challenge” by Jon Gregory might be useful.
 
Back
Top