Tasks/Requirements
Funcional Profile | CCR / XVA
Experience: +3 years in CIB Markets / Risk projects, with proven knowledge of Counterparty Risk and XVA.
MANDATORY SKILLS:
Counterparty Credit Risk advanced
XVA concepts and metrics advanced
Financial products
Trading Desk & Risk metrics
Requirements definition & GAP analysis
Functional testing and data validation
Risk reporting & analytical solutions
SQL
Jira / Confluence
DESIRABLE:
Atoti / ActiveViam
DataLake / Databricks
REST APIs / Microservices
RESPONSABILITIES:
- Gather, analyze and define business requirements related to Counterparty Risk and XVA.
- Translate business needs into functional specifications for technical teams.
- Define and validate XVA and Counterparty Risk metrics, calculations and reporting requirements.
- Perform GAP analysis and define as-is / to-be processes and functionalities.
- Analyze and validate financial products, exposures and risk data.
- Perform data analysis, reconciliation and validation across different sources and systems.
- Define and coordinate functional testing and UAT,



including test scenarios and acceptance criteria.
- Identify and follow up on functional, calculation and data quality issues.
- Collaborate closely with Trading Desks, Risk, Quants and other business stakeholders.
- Work with Atoti Developers and Data Engineers to ensure correct implementation of functional requirements.
- Support the definition of new reports, dashboards and analytical capabilities.
- Coordinate requirements and deliveries across different stakeholders and technical teams.
- Support certification, production releases and post-production validation.
- Maintain functional documentation and ensure traceability between requirements, developments and testing.

Skill Matrix
Skill
Level
Need Type
SQL Server
Intermediate
Mandatory
Data Analytics
Advance
Mandatory
DVA Debt Valuation Adjustments
Advance
Mandatory
SA-CCR
Advance
Mandatory
Structured Products
Advance
Mandatory
CVA Credit Valuation Adj

📌 Functional Profile | CCR (España)
🏢 Infinity Quest - UK
📍 España