I sds business Analyst Data Lake Sr Analyst Iii

  • Boadilla del Monte
  • Santander

I_SDS_Business Analyst Data Lake SR Analyst III

Country: Spain

WHAT YOU WILL BE DOING

WHAT YOU WILL BE DOING

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)

Your objective will be to gather, document, analyze business requirements, processes and workflows with the ultimate goal of defining the regulatory sourcing perimeter for the advanced method engine.

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.

You will work closely with the technical developers to make sure that there are no data inconsistencies between systems.