BU XVA Sigma Data Expert

Descripción de la oferta de empleo

| BU XVA Sigma Data Expert

As a Data Technical Specialist in XVT, your mission will be to collaborate closely within the XVA Product Team (Quants Team, Credit Risk, Market Risk, Methodology, Admission, Internal Model Validation, the XVA Trading Desk, and Sales). You will be in charge of the definition and surveillance of the process for the provisioning of data that will be consumed by the in-house engine, following a new process to move to a modular process computation. You will coordinate the dumping of double runs (base scenario and stress) for the different layers of the data lake.

You will collaborate with the XVA developers to execute the technical developments that support XVA´s calculation and provisioning engines (CVA, DVA, FVA), ensuring consistency and accuracy of valuations, as well as involvement in regulatory projects related to Regulatory Capital.

Your daily tasks will be:
· Daily production support for the provisioning of the XVA advanced engine and daily reporting
· Resolution of incidents related to the data meshes necessary for the operation of the engine
· Regulatory executions
· Improvements in processes and automations
· BAU Developments
· BAU team support

We need somebody like you to help us in different fronts:
- Providing all support to the teams with criteria and determination.
- Work closely with business stakeholders to understand their needs, objectives, and challenges.
- Elicit, document, and analyze business requirements, processes, and workflows.
- Facilitate the effectiveness and continuous improvement of the process being followed by the team.

WHAT WE ARE LOOKING FOR
· Required qualifications
- Competence and proven experience of +3 years in:
o CIB Markets area projects
o Risks Projects and In-house engines
o Financial products
o Trading Desk & Risk metrics: ideally knowledge in CVA, DVA, FVA
o Credit Risk Engines and metrics
- Advanced knowledge in:
o Interfaces, microservices, and REST APIs
o Big Data and Database Management: Spark, Scala, Data Lake, Databricks, Cloud, SQL, QlikSense
o C++
o Java
o Python
- Software development frameworks:
o Agile environments: Scrum, Kanban; and tools: Jira, Confluence
o Service Now, Control M, Control M web, Hue, etc.

· Soft Skills:
- Communication
- Teamwork
- Adaptability
- High level of proactivity and anticipation
- Orientation to results
- High analytical capacity
- Collaborative attitude
- Business Oriented

Otros detalles de la oferta

• Polonia - Polonia
• España
  + Países
• Consultor
  Funciones
• Jornada completa
  Jornada
• 3-5 años
  Experiencia
• Indefinido
  Tipo contrato
• Sigma Spark Scala