Senior Software Engineer - Counterparty Risk & XVA Metrics

Virtusa Corporation; Valencia; On-site; EUR 60,000 - 100,000; Full time

Job summary

Virtusa Corporation in Valencia, Spain invites a Senior Risk Analyst to shape Counterparty Risk and XVA metrics, gathering business requirements and translating them into precise specifications for technical teams.

You will collaborate with Trading Desks, Risk, Quants and engineers, perform data validation, define testing strategies, and ensure traceability from requirements to delivery.

Qualifications

• Experience gathering and defining requirements for Counterparty Risk and XVA.
• Translate business needs into functional specifications for technical teams.
• Define and validate XVA and Counterparty Risk metrics, calculations and reporting requirements.
• Perform GAP analysis and define as-is / to-be processes and functionalities.
• Analyze and validate financial products, exposures and risk data.

Responsibilities

• Gather, analyze and define business requirements related to Counterparty Risk and XVA.
• Translate business needs into functional specifications for technical teams.
• Define and validate XVA and Counterparty Risk metrics, calculations and reporting requirements.
• Perform GAP analysis and define as-is / to-be processes and functionalities.
• Analyze and validate financial products, exposures and risk data.
• Perform data analysis, reconciliation and validation across different sources and systems.
• Define and coordinate functional testing and UAT, including test scenarios and acceptance criteria.
• Identify and follow up on functional, calculation and data quality issues.
• Collaborate closely with Trading Desks, Risk, Quants and other business stakeholders.
• Work with Atoti Developers and Data Engineers to ensure correct implementation of functional requirements.
• Maintain functional documentation and ensure traceability between requirements, developments and testing.

Skills

Counterparty Credit Risk

XVA concepts

Financial products

Trading Desk & Risk metrics

Requirements definition & GAP analysis

Functional testing & data validation

Risk reporting & analytical solutions

SQL

Jira / Confluence

Tools

Jira/Confluence

REST APIs / Microservices

Atoti / ActiveViam

DataLake / Databricks

Job description

Virtusa Corporation in Valencia, Spain invites a Senior Risk Analyst to shape Counterparty Risk and XVA metrics, gathering business requirements and translating them into precise specifications for technical teams.

You will collaborate with Trading Desks, Risk, Quants and engineers, perform data validation, define testing strategies, and ensure traceability from requirements to delivery.