Hybrid on-site, NYC
contract, potentially to hire
W2 only, No 3rd Parties please
Role Overview
Work as part of the XVA development team to build and maintain XVA simulation applications, tools, and functions for the XVA desk, trading desk, research department, and middle/back office teams across global offices. Compile business requirements and translate them into technical specifications. Provide technical vision and strategic oversight across all aspects of software solutions development and support.
Role Objectives
Delivery
- Support both in-house and external software solutions for daily XVA analysis; troubleshoot production issues to ensure SLA compliance.
- Design and implement robust application architecture for new products or functionalities across front and middle office specifications.
- Assist with Credit Risk analysis inquiries in collaboration with business teams.
- Continuously improve software performance, business processes, and operational efficiency.
- Conduct research into new technologies and maintain a cutting-edge development environment.
- Own mission-critical projects; provide technical support across architecture, implementation, and operations.
Interpersonal
- Partner with business teams, product managers, and stakeholders to gather requirements and identify process gaps.
- Articulate and translate complex technical concepts clearly for cross-functional audiences.
- Collaborate across global offices; solve problems independently and proactively.
- Participate in development meetings; align priorities and share knowledge with teammates.
- Mentor junior team members and engage effectively with technology vendors.
Expertise
- Hands-on experience with system architecture, software applications, and data transfer/processing.
- Proficient in C/C++ and Python; able to automate processes via scripting.
- Solid background in mathematical finance, XVA, and credit risk business logic.
- Functional understanding of Agile, Scrum, DevOps, and change management processes.
- Strong analytical skills for diagnosing system issues; advanced knowledge of HA architectures.
Key Skills & Technologies
C / C++ Python XVA Credit Risk Mathematical Finance Quantitative Analysis ETL / Data Processing System Architecture Agile / Scrum DevOps High Availability Scripting / Automation Financial Products Front Office Systems