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.

- Maintain functional documentation and ensure traceability between requirements, developments and testing.

📌 Senior Software Engineer (Valencia)
🏢 Virtusa
📍 Valencia