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. #J-18808-Ljbffr