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 Adjustments

Advance

Mandatory

Regulatory Capital for Credit Risk

Advance

Mandatory

📌 Functional Profile | CCR / XVA (España)
🏢 Infinity Quest
📍 España