Job Description

Tasks/Requirements

Funcional Profile | CCR / XVA

Experience : +2 years of experience in Counterparty Risk, XVA and CIB Markets environments.

MANDATORY SKILLS:

Counterparty Credit Risk expert

XVA concepts, metrics and processes expert

Financial products and derivatives

Trading Desk & Risk metrics

Risk analytics and reporting

Complex requirements definition

Functional solution design

Data analysis and validation

SQL

Data & reporting architectures

Jira / Confluence

-English Level B2

DESIRABLE:

Atoti / ActiveViam

DataLake / Databricks

REST APIs / Microservices

RESPONSABILITIES:

• Lead the definition of complex business requirements related to Counterparty Risk and XVA.
• Provide functional expertise on XVA, Counterparty Risk metrics, financial products and risk processes.
• Define and validate risk metrics, calculation methodologies, analytical requirements and reporting solutions.
• Lead GAP analysis and definition of as-is / to-be functional solutions.
• Design end-to-end functional solutions, ensuring alignment between business requirements, data and technology.
• Analyze complex exposure, valuation and risk data, identifying inconsistencies and proposing solutions.
• Define functional rules, data requirements and calculation logic to be implemented across DataLake and Atoti layers.
• Lead the validation and reconciliation of XVA and Counterparty Risk metrics across systems and data sources.
• Define the functional testing strategy, acceptance criteria and validation framework for new capabilities.
• Act as a senior functional point of contact for Risk, Trading Desks, Quants and technology teams.
• Provide functional guidance to Functional Specialists and Junior Analysts.
• Challenge proposed solutions and ensure they meet business, risk and analytical requirements.
• Support prioritization and resolution of complex functional, calculation and data quality issues.
• Ensure end-to-end traceability from business requirements through implementation, testing and production validation.
• Support critical certification, production releases and post-production validation.

Skill Matrix

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