XVA IT Developer

Job Title: XVA IT Developer
Location: Hybrid - Île-de-France
Contract: 12 months
Start Date: ASAP

About the role:
We are seeking an experienced developer to join a team responsible for building and maintaining front-office
tools for advanced XVA pricing and counterparty risk management. The role involves developing high performance applications that simulate XVA impacts under portfolio and market changes, as well as
supporting a credit-check application for trading activities.

Key Responsibilities:

• Design, develop, and maintain XVA pricing and simulation tools used by front-office teams.
• Implement advanced algorithms for risk calculations and portfolio impact analysis.
• Collaborate with quantitative analysts to integrate models into production systems.
• Optimize application performance for large-scale simulations and distributed computing environments.
• Ensure code quality, documentation, and adherence to internal development standards.
• Provide technical support for production issues and enhancements.

Technical Skills:

• Strong programming skills in C++ and Python (Java or Scala is a plus).
• Solid understanding of XVA concepts (CVA, DVA, FVA) and counterparty risk.
• Experience with distributed computing and performance optimization.
• Familiarity with SQL and relational databases.
• Ability to work in a hybrid environment and collaborate with global teams.
• Excellent problem-solving and communication skills in English.

General Skills:

• Proven track record in developing financial applications for front-office or risk systems.
• Previous experience in XVA or pricing libraries is highly desirable.
• Exposure to regulatory frameworks (IMM, FRTB-CVA) is a plus