As part of the Counterparty Credit Risk (CCR) Internal Model, one of the lines where the focus will be put on are the definition, development and implementation of an Exploitation Tool based on Atoti technology: Active Viam.
This new exploitation tool should cover the CCR, CVA Desk, and Structuring and Sales Requirements. The implementation consists in different blocks: […]
2. Development new necessary reports to CCR Internal Model (Backtesting, stress test…).
This mission required a Technical Specialist Developer in XVT, who will be collaborate closely within the XVA stakeholders (Quants Team...