I_Technical System Software Engineering

I_Technical System Software EngineeringJob Location Boadilla del MonteJob Type Full timePosted On Posted 2 Days AgoJob Requisition ID Req1372825Country SpainJob Description As a Data Technical Specialist Developer in XVT, your mission will be to work closely within the XVA Product Team (Quants Team, Credit Risk, Market Risk, Methodology, Admission, Internal Model Validation, the XVA Trading Desk and Sales).Your objective will be to define and implement new technologies that will help the advanced engine to move to a modular process computation.
You will be focused on the definition and execution of the technical developments that support XVA's calculation for reprocessing & incremental capacity at any given level (NS, Deal, entity, etc.
).Your involvement in regulatory projects related to Regulatory Capital (CCR IMM) will be crucial.You will proceed with the development, certification, and productive release.You will need to take decisions regarding the evolution of the technical solution (involving hardware and software) taking into account business needs, IT requirements, and model evolution.#J-18808-Ljbffr