Experience : +2 years of experience in Counterparty Risk, XVA and CIB Markets environments.MANDATORY SKILLS:Counterparty Credit Risk expertXVA concepts, metrics and processes expertFinancial products and derivativesRisk analytics and reportingData analysis and validationSQLData & reporting architecturesDESIRABLE:Atoti / ActiveViamDataLake / DatabricksREST APIs / MicroservicesRESPONSIBILITIES:Lead the definition of complex business requirements related to Counterparty Risk and XVA.Provide functional expertise on XVA, Counterparty Risk metrics, financial products and risk processes.Define and validate risk metrics, calculation methodologies, analytical requirements and reporting solutions.Lead GAP analysis and definition of as-is / to-be functional solutions.Design end-to-end functional solutions, ensuring alignment between business requirements, data and technology.Analyze complex exposure, valuation and risk data, identifying inconsistencies and proposing solutions.Define functional rules,



data requirements and calculation logic to be implemented across DataLake and Atoti layers.Lead the validation and reconciliation of XVA and Counterparty Risk metrics across systems and data sources.Define the functional testing strategy, acceptance criteria and validation framework for new capabilities.Act as a senior functional point of contact for Risk, Trading Desks, Quants and technology teams.Provide functional guidance to Functional Specialists and Junior Analysts.Challenge proposed solutions and ensure they meet business, risk and analytical requirements.Support prioritization and resolution of complex functional, calculation and data quality issues.Ensure end-to-end traceability from business requirements through implementation, testing and production validation.Support critical certification, production releases and post-production validation.Skill MatrixSkillLevelNeed TypeSQL ServerAdvancedMandatoryData AnalyticsAdvancedMandatoryJIRAAdvancedMandatoryData ModelingIntermediateMandatoryRegulatory Capital for Credit RiskExpertMandatoryCVA Credit Valuation AdjustmentsExpertMandatoryDVA Debt Valuation AdjustmentsExpertMandatoryStructured ProductsExpertMandatorySA-CCRExpertMandatory#J-18808-Ljbffr

📌 Functional Profile | Ccr / Xva (Madrid)
🏢 Infinity Quest - UK
📍 Madrid