WHAT YOU WILL BE DOING
As a DevOps in XVT your mission will be to collaborate 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 contribute to the reengineering of current XVT processes, transition to Cloud of Quants Libraries, improving computing elasticity, as well as automating regulatory reporting.
You will collaborate with the XVA developers to execute the technical developments that support XVA's calculation and provisioning engines (CVA, DVA, FVA), ensuring efficiency of valuations, as well as involvement in regulatory projects related to Regulatory Capital.
We need somebody like you to help us in different fronts :
WHAT WE ARE LOOKING FOR
Advanced knowledge in :
Agile environments : Scrum, Kanban; and tools : Jira, Confluence
o CIB Markets area projects
o Risk Projects
o Knowledge in financial products : FI+FX, Equity
o Trading Desk & Risk metrics (i.e. CVA, DVA, FVA amongst others)
o Counterparty Credit Risk Engines and metrics
Engineer • Warsaw, Masovian Voivodeship, PL