I_Technical System Software Engineering

I_Technical System Software Engineering

Country: Spain

As a Technical Advanced Engine Developer in XVT your mission will be 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 focus 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.