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
Functional testing and data validation
Risk reporting & analytical solutions
SQL
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.