XVA Trader Interview

[OpenTheDoor]

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.

 

[bfm.my]

The book “The xVA Challenge” by Jon Gregory might be useful.

 

[OpenTheDoor]

The book “The xVA Challenge” by Jon Gregory might be useful.

Thank you for the recommendation!