Senior Software Engineer

Hace 2 días

Valencia, Comunidad Valenciana, España Virtusa Corporation Jornada completa 60.000 € - 100.000 € Por obra

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.