Own the XVA reporting lifecycle, serving as the primary liaison for all stored procedures and data extractions.
Responsibilities
Manage Datamart and downstream processes as the single point of contact.
Drive the long-term strategic vision for the XVA data model.
Ensure rigorous attention to detail in managing technical reporting aspects.
Collaborate with stakeholders to maintain data integrity and reporting accuracy.
Required Skills
5-10 years of total professional experience in financial technology or reporting.
Deep proficiency with Murex trading and risk management platform.
Expertise in XVA calculations, including Credit Valuation Adjustment (CVA), Funding Valuation Adjustment (FVA), and Capital Valuation Adjustment (KVA).
Strong understanding of stored procedures and data extraction techniques.
Ability to work hybrid in New York City or remotely.
Preferred Skills
Experience working within foreign banking environments.
Background in strategic data model design and long-term technical planning.