
David Relkin
XVA trader. We adjust the price of derivatives to account for all sorts of second order effects:... | London, London, United Kingdom
*50 free lookup(s) per month.
No credit card required.
David Relkin’s Emails da****@po****.org
David Relkin’s Phone Numbers No phone number available.
Social Media
David Relkin’s Location London, London, United Kingdom
David Relkin’s Expertise XVA trader. We adjust the price of derivatives to account for all sorts of second order effects: amount of capital the bank needs to hold (kva), cost of posting and receiving collateral (fva), counterparty risk (cva), cost of funding margin requirment (mva). We price xva impact of all derivatives, we centralize and hedge the risk arising from xva, we do xva driven deals, we follow and anticipate regulations, we build systems.
David Relkin’s Current Industry Bank of America
David
Relkin’s Prior Industry
reech capital
|
Sungard Reech
|
Merrill Lynch
|
Bank of America
Not the David Relkin you were looking for?
Find accurate emails & phone numbers for over 700M professionals.
Work Experience

Bank of America
fva trader
Mon Dec 01 2014 00:00:00 GMT+0000 (Coordinated Universal Time) — Present
Bank of America
fva trader
Sat Jun 01 2013 00:00:00 GMT+0000 (Coordinated Universal Time) — Mon Dec 01 2014 00:00:00 GMT+0000 (Coordinated Universal Time)
Merrill Lynch
Fixed Income Trader
Mon Oct 01 2012 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Jun 01 2013 00:00:00 GMT+0000 (Coordinated Universal Time)
Merrill Lynch
Fixed Income Trader
Thu Feb 01 2007 00:00:00 GMT+0000 (Coordinated Universal Time) — Mon Oct 01 2012 00:00:00 GMT+0000 (Coordinated Universal Time)
Merrill Lynch
quant
Wed Dec 01 2004 00:00:00 GMT+0000 (Coordinated Universal Time) — Mon Jan 01 2007 00:00:00 GMT+0000 (Coordinated Universal Time)
reech capital
quant
Wed Jan 01 2003 00:00:00 GMT+0000 (Coordinated Universal Time) — Thu Jan 01 2004 00:00:00 GMT+0000 (Coordinated Universal Time)
Sungard Reech
quant
Wed Jan 01 2003 00:00:00 GMT+0000 (Coordinated Universal Time) — Thu Jan 01 2004 00:00:00 GMT+0000 (Coordinated Universal Time)