Senior Software Engineer
Hace 2 días
valencia, comunidad valenciana, España
Virtusa Corporation
Jornada completa
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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.