| BU XVA Sigma Data Expert
As a Data Technical Specialist in XVT your mission will be collaborate closely within the XVA Product Team (Quants Team, Credit Risk, Market Risk, Methodology, Admission, Internal Model Validation, the XVA Trading Desk and Sales)
You will be in charge of the definition and surveillance of the process for provisioning of data that will be consumed by the in-house engine, following a new process to move to a modular process computation. Coordinate dumping of double runs (base scenario and stress) for the different layers of the data lake.
You will collaborate with the XVA developers to execute the technical developments that support XVA's calculation and provisioning engines (CVA, DVA, FVA), ensuring consistency and accuracy of valuations, as well as involvement in regulatory projects related to Regulatory Capital.
Your daily tasks will be:
· Daily production support for the provisioning of the XVA advanced engine and daily reporting
· Resolution of incidents related to the data meshes necessary for the operation of the engine
· Regulatory executions
· Improvements in processes and automations
· BAU Developments
· BAU team support
We need somebody like you to help us in different fronts:
- Providing all support to the teams with criteria and determination.
- Work closely with business stakeholders to understand their needs, objectives and challenges.
- Elicit, document and analyze business requirements, processes and workflows.
- Facilitating the effectiveness and continuous improvement of the process being followed by the team.
WHAT WE ARE LOOKING FOR
· Required qualifications
- Competence and proven experience of +3 years in:
o CIB Markets area projects
o Risks Projects and In-house engines
Financial products
o Trading Desk & Risk metrics: ideally knowledge in CVA, DVA, FVA
o Credit Risk Engines and metrics
- Advanced knowledge in:
o interfaces, microservices and rest APIs
o Big Data and Data Base Management: Spark, Scala and Data Lake, Data bricks, Cloud, SQL, QlikSense
o C++
o Java
o Phyton
- Software development frameworks:
o agile environments: Scrum, Kanban; and tools: Jira, Confluence
o Service Now, Control M, Control M web, Hue, etc
· Soft Skills:
- Communication.
- Teamwork,
- Adaptability.
- High level of proactivity and anticipation.
- Orientation to results.
- High analytical capacity
- Collaborative attitude
- Business Oriented
Axiom is a global information technology, consulting and outsourcing company and services provider. Our IT solutions empower organizations and individuals throughout the world to maximize value and quality to succeed in today's challenging business environment. As a fast-growing new economy company, we focus our strengths to offer world-class solutions and services through the convergence of technology, innovation, expertise and experience. We provide software consulting, development and IT-enabled services to clients across the globe. We work towards delivering sustained value creation for customers, employees, industries and society at large. Core offerings include data warehousing, middleware development, product development and web-enablement of legacy applications in verticals like telecom, finance, healthcare, manufacturing, energy & utilities, retail & distribution, enablement of legacy Relentless exploration of technology horizons and a Global Delivery Model that is a judicious combination of onsite, offsite and offshore development, offer a complete range of high-ROI business solutions spanning the consulting, technology, operations and process outsourcing value chain.
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