28 oct
|
INSIGHT INTERNATIONAL (UK
|
Madrid
28 oct
INSIGHT INTERNATIONAL (UK
Madrid
Job Summary (List Format):
- Lead the definition and analysis of complex business requirements for Counterparty Credit Risk and XVA (Credit/Debt Valuation Adjustments).
- Provide expert-level functional expertise in XVA, Counterparty Risk metrics, financial products, derivatives, and risk processes.
- Define, validate, and reconcile risk metrics, calculation methodologies, analytical requirements, and reporting solutions across multiple systems and data sources.
- Design end-to-end functional and data solutions, ensuring alignment with business, data, and technology requirements.
- Conduct complex data analysis (exposure, valuation, risk metrics), identify inconsistencies, and propose solutions.
- Define functional rules, data requirements, and calculation logic, particularly for DataLake and Atoti layers.
- Lead functional testing strategy, set acceptance criteria, and develop validation frameworks for new risk and XVA capabilities.
- Act as senior functional liaison for Risk, Trading Desks, Quants, and Technology teams.
- Provide guidance and mentorship to Functional Specialists and Junior Analysts.
- Challenge and review proposed solutions to ensure compliance with business, risk, and analytical requirements.
- Prioritize and support resolution of complex functional, calculation, and data quality issues.
- Ensure end-to-end traceability from requirement gathering through implementation, testing, and production validation.
- Support production releases, critical certification, and post-production validation.
- Utilize advanced skills in SQL, Data Analytics, JIRA, Data Modeling, and regulatory capital requirements (including SA-CCR, CVA, DVA, Structured Products).
- (Desirable) Experience with Atoti/ActiveViam, DataLake/Databricks, REST APIs, and microservices.
- Maintain English proficiency at B2 level or higher.
📌 FUNCTIONAL PROFILES ANALYST (Madrid)
🏢 INSIGHT INTERNATIONAL (UK
📍 Madrid