BU XVA Sigma Data Expert

Job Description:

Company Description:

Talan is an international advisory group on innovation and transformation through technology, with 5000 employees, and a turnover of 600MEUR.

We offer our customers a continuum of services to support you at each key stage of your organization's transformation, with 4 main activities:
* CONSULTING in management and innovation : supporting business, managerial, cultural, and technological transformations.
* DATA & TECHNOLOGY to implement major transformation projects.
* CLOUD & APPLICATION SERVICES to build or integrate software solutions.
* SERVICE CENTERS of EXCELLENCE to support the latter through technology, innovation, agility, sustainability of skills and cost optimization.
Talan accelerates it's clients' transformation through innovation and technology. By understanding their challenges, with our support, innovation, technology and data, we enable them to be more efficient and resilient.
We believe that only a human oriented-practice of technology will make the new digital age an era of progress for all. Together let's commit!

Job Description:

As a Data Technical Specialist in XVT your mission will be collaborate closely within the XVA Product Team (Quants Team, Credit Risk, Market Risk, Methodology, Admission, Internal Model Validation, the XVA Trading Desk and Sales).
You will be in charge of the definition and surveillance of the process for provisioning of data that will be consumed by the in-house engine, following a new process to move to a modular process computation. Coordinate dumping of double runs (base scenario and stress) for the different layers of the data lake.
You will collaborate with the XVA developers to execute the technical developments that support XVA's calculation and provisioning engines (CVA, DVA, FVA), ensuring consistency and accuracy of valuations, as well as involvement in regulatory projects related to Regulatory Capital.
Your daily tasks will be:
· Daily production support for the provisioning of the XVA advanced engine and daily reporting
· Resolution of incidents related to the data meshes necessary for the operation of the engine
· Regulatory executions
· Improvements in processes and automations
· BAU Developments
· BAU team support
We need somebody like you to help us in different fronts:
- Providing all support to the teams with criteria and determination.
- Work closely with business stakeholders to understand their needs, objectives and challenges.
- Elicit, document and analyze business requirements, processes and workflows.
- Facilitating the effectiveness and continuous improvement of the process being followed by the team.

Qualifications:

Competence and proven experience of +3 years in:
o CIB Markets area projects
o Risks Projects and In-house engines
o Financial products
o Trading Desk & Risk metrics: ideally knowledge in CVA, DVA, FVA
o Credit Risk Engines and metrics

Advanced knowledge in:
o interfaces, microservices and rest APIs
o Big Data and Data Base Management: Spark, Scala and Data Lake, Data bricks, Cloud, SQL, QlikSense
o C++
o Java
o Phyton

Software development frameworks:
o Agile environments: Scrum, Kanban; and tools: Jira, Confluence
o Service Now, Control M, Control M web, Hue, etc.

Additional Information:

What do we offer you?
* Permanent, full-time contract
* Training and career development
* Benefits and perks such as private medical insurance, lunch pass card, MultiSport Plus card
* Possibility to be part of a multicultural team and work on international projects
* Hybrid position based in Warsaw, Poland
* Possibility to manage work permits