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
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