Technical Business Analyst & Product Owner

The Fundamental Review of the Trading Book (FRTB) regulations

Basel regulations

finance

strong excel exp

XVA

Key XVA Components & Definitions

CVA (Credit Valuation Adjustment): Accounts for potential losses if a counterparty defaults.

DVA (Debit Valuation Adjustment): Reflects the bank’s own default risk.

FVA (Funding Valuation Adjustment): Covers the cost of funding collateral for derivatives.

KVA (Capital Valuation Adjustment): Represents the cost of holding capital against regulatory requirements

MVA (Margin Valuation Adjustment): Costs associated with funding initial margin

Technical Skills

• Proficiency in SQL (complex queries, joins, performance tuning)
• Experience with MongoDB (document data modeling, querying, aggregation pipelines)
• Understanding of data structures, ETL processes, and system integrations
• Exposure to APIs, microservices architecture, or cloud platforms is a plus

Business Analysis

• Strong skills in requirements gathering, stakeholder management, and documentation
• Experience with Agile/Scrum methodologies
• Ability to translate business problems into technical solutions

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