Skills

Communication Python Java Scala SQL Risk Management Problem-solving Programming Databases C++

Job Specifications

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

About the Company

Extraordinary technological changes continue to drive the next chapter in human development. The Fourth Industrial Revolution is fundamentally disrupting how we live, work and relate to one another; fusing the physical, digital and biological worlds. There has never been a more significant time to work in technology. At Glocomms, we are proud to be a leading specialist talent partner in this thriving sector. Founded in 2013, we help clients solve the number one challenge: talent. Today, we provide permanent, contract and ... Know more

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