Senior Software Engineer
Hace 2 días
Valencia, Comunidad Valenciana, España
Virtusa Corporation
Jornada completa
60.000 € - 100.000 € Por obra
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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.