Krzysztof Szułowicz

Xva Trade Support Officer @Societe Generale Corporate and Investment Banking - SGCIB

Executing portfolio compression for IRD (Interest Rate Derivatives) to enhance capital efficiency and reduce risk exposure• Performing IM (Initial Margin), SACCR, and LCR (Liquidity Coverage Ratio) Optimization on FX (Foreign Exchange), and EQD (Equity Derivatives) trades to ensure regulatory compliance and cost efficiency• Carrying out daily quality checks, managing exceptions, and contributing to the development of dashboards and key performance indicators (KPIs) to monitor and improve operational efficiency• Trade Support: Handling trade back-loading, control monitoring, and troubleshooting system and P&L issues• Calculating, inputting and modifying CVA, KVA, FVA and ColVA fees for relevant trades• Liaising with external compression and optimization vendors to manage data submissions, review proposals, and ensure alignment with business objectives• Working closely with FO and BO on portfolio management, trade support and risk management• Reviewing regulatory requirement changes and implementing relevant changes internally