Senior Software Engineer

Hace 22 horas

valencia, España Virtusa Corporation Jornada completa
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.
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