Application Development XVA
Core
Software developer building and maintaining XVA (X-Value Adjustment) simulations, applications, and tools for the Sales & Trading Team.
Role type
Senior IC application developer (financial engineering)
Builds
XVA simulation suite and analysis tools for trading desks
Domain
Financial services / Mathematical finance / Derivatives
Deliverable
production ML models
Required skills
C/C++, Python, mathematical finance, XVA modeling, Credit Risk analysis, system architecture, message/data transfer processing
Preferred skills
C#, Agile/Scrum, DevOps, high availability architectures, recovery solutions
Technologies
C/C++, Python, C#
Responsibilities
Compile business requirements into technical specifications, support in-house and external software solutions for daily XVA analysis, troubleshoot production environment issues, assist with Credit Risk analysis enquiries, improve software performance and operational efficiency, provide technical support for development environment and operations
Seniority
Senior, hands-on IC