Assistant Vice President Credit Valuation Adjustment RWA Jobs (Hybrid work)

Explore a high-impact career at the intersection of finance and regulation with Assistant Vice President Credit Valuation Adjustment RWA jobs. This senior-level role is a critical function within the risk management and finance divisions of major investment and commercial banks. Professionals in this field are the key architects and guardians of the methodologies used to calculate and report a specific type of capital reserve, ensuring the bank remains solvent and compliant in the face of counterparty credit risk. An Assistant Vice President (AVP) specializing in Credit Valuation Adjustment (CVA) and Risk-Weighted Assets (RWA) operates at a strategic level. The core of the role revolves around the CVA, which is a complex adjustment to the valuation of a derivatives portfolio to account for the risk that a counterparty might default. This CVA calculation directly impacts the bank's RWA figure, a cornerstone of international banking regulation (like Basel III and the Fundamental Review of the Trading Book - FRTB) that determines how much capital a bank must hold. Therefore, individuals in these jobs are not just number crunchers; they are strategic advisors ensuring the bank's safety and soundness while optimizing capital efficiency. Common responsibilities for professionals in these jobs are multifaceted. They typically include designing, implementing, and governing the models and processes used to calculate FRTB-CVA and related RWA figures. This involves rigorous analysis of RWA results to identify key drivers and explain fluctuations to senior management. A significant part of the role is ensuring strict adherence to evolving global regulatory standards, which requires validating implementation approaches against rule texts and proposing solutions to remediate any compliance gaps. These professionals also act as a crucial bridge, partnering closely with trading desks (like the XVA desk) and risk departments to enhance production processes, document methodologies, and support internal governance committees with precise reporting and ad-hoc quantitative analyses. The typical skill set required for these jobs is highly specialized. Employers generally seek candidates with an advanced degree (Master's or PhD preferred) in a quantitative field such as Finance, Mathematics, Physics, or Engineering. Several years of experience in market risk, XVA risk management, or quantitative analytics is a standard prerequisite. Technical proficiency is non-negotiable, with programming skills in Python and SQL being highly desirable for data analysis and process automation. A deep, practical understanding of RWA concepts, derivative products, and the FRTB regulatory framework is essential. Furthermore, successful candidates possess excellent communication and relational skills to articulate complex concepts to non-technical stakeholders. Professional certifications such as the Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) are often considered a significant advantage. If you are a quantitatively-driven professional seeking a challenging role that sits at the heart of financial stability and regulatory compliance, exploring Assistant Vice President Credit Valuation Adjustment RWA jobs could be the next strategic move in your career. These positions offer a unique opportunity to influence a bank's capital management and contribute directly to its financial resilience.