As a Data Technical Developer in XVT your mission will be to collaborate closely within the XVA Product Team (Quants Team, Credit Risk, Market Risk, Methodology, Admission, Internal Model Validation, the XVA Trading Desk and Sales).
Your objective will be to contribute to the development of a PnL, sensitivies and PLEX metrics through the visualization tool for the advanced method engine.
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.
You will work closely with other technical developers to make sure that there are no data inconsistencies between systems.
You will be in charge of the development of a visualization tool that allows: All non-linear metrics can be decomposed and analyzed, identify xVA numbers at any aggregation level.
We need somebody like you to help us in different fronts:
- 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.
- GAP analysis from users and definition to developers.
- Manage multiple projects and requests concurrently, each in diverse phases and with its own actors and technologies, being able to successfully keep up with their requirements and deadlines.
- Communicate complex technical concepts to non-technical stakeholder.
- Strong analytical skills with the ability to interpret complex data and translate it into actionable insights.
Required qualifications:
- Competence and proven experience of +3 years in:
- Advanced analytical knowledge in:
- Software development frameworks:
What do we offer you?
