Functional Profile | Ccr / Xva

Infinity Quest Uk; Málaga; On-site; EUR 70,000 - 110,000; Full time

Job summary

Infinity Quest Uk is seeking an experienced risk specialist focused on Counterparty Credit Risk and XVA. You will shape requirements, define metrics and drive data-driven solutions across risk platforms.

The role emphasizes defining end-to-end functional solutions, validating data, and collaborating with risk, trading, quants and tech teams to ensure robust production validation.

Qualifications

• Must be a Counterparty Credit Risk expert with experience in XVA.
• Strong knowledge of risk analytics, metrics and reporting.
• Experience with financial products and derivatives and data validation.
• Proficient in SQL and data architectures for risk platforms.
• Familiar with DataLake architectures and analytical tooling.

Responsibilities

• 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.

Skills

Counterparty Credit Risk

XVA concepts

Financial products and derivatives

Risk analytics

Data analysis

SQL

Data architectures

Tools

JIRA

Atoti

ActiveViam

DataLake

Databricks

REST APIs

Microservices

Job description

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

Risk analytics and reporting

Data analysis and validation

SQL

Data & reporting architectures

DESIRABLE:

Atoti / ActiveViam

DataLake / Databricks

REST APIs / Microservices

RESPONSIBILITIES:

• 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

Skill

Level

Need Type

SQL Server

Advanced

Mandatory

Data Analytics

Advanced

Mandatory

JIRA

Advanced

Mandatory

Data Modeling

Intermediate

Mandatory

Regulatory Capital for Credit Risk

Expert

Mandatory

CVA Credit Valuation Adjustments

Expert

Mandatory

DVA Debt Valuation Adjustments

Expert

Mandatory

Structured Products

Expert

Mandatory

SA-CCR

Expert

Mandatory