Description

Own the XVA reporting lifecycle, managing stored procedures, data extractions, and the long-term strategic vision for the XVA data model as the single point of contact for Datamart and downstream processes.

This role is on-site.

Responsibilities

• Manage Datamart and downstream processes as the primary liaison for technical reporting aspects.
• Drive the long-term strategic vision for the XVA data model and technical planning.
• Ensure rigorous attention to detail in managing data integrity and reporting accuracy.
• Collaborate with stakeholders to maintain precise XVA calculation outputs.

Required Skills

• 5-10 years of total professional experience in financial technology or reporting.
• Deep proficiency with the Murex trading and risk management platform.
• Expertise in XVA calculations: 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 on-site in New York City or remotely.

Preferred Skills

• Experience working within foreign banking environments.
• Background in strategic data model design.

Key Skills

Education

ANY GRADUATE