Job Description
1. Experience with OTC Derivatives pricing, P&L Reporting & Attribution, XVA and Risk, and Counterparty credit risk (CCR) &
2. Credit Valuation Adjustment (CVA) capital is strongly preferred.
3. Experience in Business requirement Gathering, Analysis, Business process modeling and documentation within the financial industry.
4. Strong Analytical and data mining skills.
5. Conduct UAT including designing tests, develop detailed test cases and test plans, documenting and sharing results.
6. Experience with capital markets and strong understanding of financial markets and credit risk is an asset.
7. Knowledge on PFE (Potential Future Exposure)
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