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CCR / XVA Functional Senior Consultant (CIB Market Risk)

Remote, Madrid·Added 3 days ago (last checked 13 Oct)

UST

117 open roles

Overview

Payments
12 or 14 salary payments a year
Work mode
Remote (Madrid)
Experience
3+ years
Benefits
Private health insurance, life insurance, flexible pay plan

Visa options

  • The ad doesn’t mention sponsorship

    Not a refusal, but not a yes. Worth asking in your first message.

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Skills

This job advert was originally written in Spanish.

Requirements

What we're looking for

  • More than 3 years of experience in CIB Markets, Market Risk, Counterparty Risk, or XVA projects.
  • Solid experience in Counterparty Credit Risk (CCR).
  • Advanced knowledge of XVA, especially:
  • CVA (Credit Valuation Adjustment).
  • DVA (Debt Valuation Adjustment).
  • Experience in SA-CCR.
  • Knowledge of regulatory capital for credit risk.
  • Advanced knowledge of financial and structured products.
  • Experience working with Trading Desk, Risk, and Quant teams.
  • Experience in:
  • Functional requirements definition.
  • GAP Analysis.
  • Functional testing.
  • UAT.
  • Data validation and reconciliation.
  • Risk reporting.
  • SQL knowledge for information analysis, querying, and validation.
  • Analytical capacity, attention to detail, and problem-solving skills.
  • Data Analytics: Advanced (5-7 years).
  • CVA (Credit Valuation Adjustment): Advanced (5-7 years).
  • DVA (Debt Valuation Adjustment): Advanced (5-7 years).
  • SA-CCR: Advanced (5-7 years).
  • Structured products: Advanced (5-7 years).
  • Regulatory capital for credit risk: Advanced (5-7 years).
  • SQL Server: Intermediate (3-4 years).

Nice to have

  • Experience with Atoti / ActiveViam.
  • Data Lake knowledge.
  • Experience with Databricks.
  • Knowledge of REST APIs.
  • Experience with microservices architectures.
  • Experience in transformation or modernization initiatives for risk platforms.

Languages

Language: English B1.

Pay & benefits

What you'll get

  • 23 vacation days plus December 24th and 31st.
  • Benefits such as medical insurance, teleworking compensation, and life and accident insurance.
  • Flexible compensation program: meals, childcare, transport, online English training, and other services.
  • Free access to training platforms.
  • Professional stability and career plan.
  • Referral program with incentives.
  • Possibility to choose between 12 or 14 annual payments.
  • Work-life balance, flexibility, and teleworking measures.
  • Discounts through UST Club and agreements with gyms.

The role

We are looking for the best talent... and we would love for you to join our team!

We are looking for a CCR / XVA Functional Senior Consultant to join our team and participate in strategic projects within the CIB Market Risk area, focusing on Counterparty Credit Risk (CCR), XVA, and regulatory capital for credit risk.

The selected person will collaborate closely with Trading Desk, Risk, Quants, and Technology teams, acting as a liaison between business areas and technical teams. They will participate in requirements definition, evolution of XVA metrics, data validation, risk reporting, and execution of functional testing.

How you'll work

Location: 100% remote (only candidates in Spain).

Hiring process

3 steps3 interviews1–2 weeks in all
  1. Learning about who you are

    With recruitment team

    Conversation about your background and experience; for some roles, a sense of your technical proficiency.

  2. Understanding what makes you tick

    What motivates you, your working style and personality, and whether you would thrive in UST and client team dynamics.

  3. Final interview

    With future peers, sometimes leadership or the client

    Informal chat with your future peers about team fit; depending on the role, members of the leadership team or the client may join.

  • UST replies within 24 hours of the final interview.
  • Timing depends on everyone's availability.

Hiring process

If you want to continue developing your career in Counterparty Credit Risk and XVA projects within the CIB Market Risk field, apply and we will contact you.

About UST

UST is a global digital transformation and IT services company headquartered in Aliso Viejo, California, USA. With over 30,000 employees worldwide, UST partners with major corporations across industries such as banking, healthcare, retail, and manufacturing to deliver technology solutions, including cloud, data analytics, and application development. The company has a strong global footprint with delivery centers across North America, Europe, Asia, and Latin America.

In Spain, UST has a significant presence in Málaga, where it operates a technology and innovation hub. The Málaga office is a key delivery center for European clients, offering roles in software engineering, data, and digital services. UST is known for its collaborative culture and investment in employee development, making it an attractive option for international professionals seeking to work in Spain's growing tech ecosystem.

Industry
Technology
Founded
1999
Employees
30,000
Headquarters
Alameda, USA
In Spain
Málaga
Website
ust.com

Good to know if you are moving

  • UST's Málaga office is part of a growing tech hub in southern Spain, offering a Mediterranean lifestyle with lower cost of living compared to Madrid or Barcelona.
  • The company provides visa and relocation support for international hires, as part of its global mobility programs.
  • UST emphasizes continuous learning and offers certifications and training in cloud, data, and engineering.
  • Málaga has a growing international community and is well-connected by air to major European cities, making it easy for expats to travel.
  • UST has a diverse workforce with employees from many nationalities, and English is commonly used in the Málaga office.

In their own words

About the company & team

UST is a multinational company based in North America, certified as a Top Employer, with more than 35,000 professionals worldwide and a presence in more than 30 countries. We are leaders in digital technology services and offer large-scale technological solutions to major companies.

Additional information

Commitment to diversity: At UST we promote equal opportunities and do not discriminate based on race, gender, disability, age, religion, sexual orientation, or nationality. We have a special commitment to inclusion and encourage the hiring of people with disabilities.

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