Market Risk Analyst

Team presentation and main goal:  

Market Risk is part of Natixis Risk Division.  

Market Risk mandates cover Valuation Risks and Economic performance for the capital market activities of Natixis on all its business lines (mainly Fixed Income Equity FX Credit Commodities).  

Within Market Risk Risk Monitoring of traded Risk has the mandate to control certify analyze and report the market risk metrics and performance indicators

Main tasks and goals:

As a Monitoring of Traded Risk Analyst you will be sharing responsibilities on the following topics: 

Producing and reporting of quantitative Risk indicators such as sensitivities Specific StressTests Global StressTests Reverse StressTests VaR sVaR IRC daily 

Consolidating Risk indicators for Risk Mandate production daily 

Controlling analyzing and certifying all the indicators mentioned above focusing on daily variations as well as intraday moves in respect of the corresponding set of limits 

Producing of P&Ls such as economic P&L actual P&L hypothetical P&L P&L Explain Risk Theoretical P&L Accrued 

Producing and controlling the Client Contribution on MARPL scope of action 

Reporting of the economic P&L to the relevant departments and stakeholders within Natixis and BPCE 

Certifying the daily economic P&L and ensure its audit trail certifying the actual hypothetical and risk theoretical daily P&Ls analyzing and explaining the daily/weekly P&Ls variations 

Producing and analysis of RIM and RIM Back Testing components 

Consolidating Risk Reports sent by international branches (NY UK APAC) and advising them when necessary 

Computing the market risk reserves and reporting their variation and level monthly  

Computing on a quarterly basis the Prudent Value Adjustment on Market Price Uncertainty CloseOutCosts Some Model Risk Components such as Mean Reversion Unearned Credit Spreads and Investing and Funding Costs 

Producing control the SRAB and Volcker indicators under MARPLs responsibility 

Analysis and controlling limit consumptions KPIs on Volcker Data Quality  

Producing dashboards for Senior Management (to be validated by the P&O team) on a daily weekly and monthly basis; 

Consolidating all Risk Reports on Natixis and consolidated desks levels on a daily weekly and monthly basis; 

Preparing the relevant portion of support document for the Market Risk Committees; 

Production of VaR Back testing components and exception reporting 

Communicating with BLs and RM in case of limits breaches and loss alerts 

Maintaining up to date referential mapping (e.g. Homologated books / nonhomologated books); 

Consistency checks between day to day processes and the controls/referential 

Producing Regulatory Risk reports (ACPR JST) on a quarterly basis

Qualifications :

• Masters degree on Finance / Economics / Engineering / Mathematics 
• 3 years of exposure to one of the asset classes (FI and /or Equity and/or Credit and/or FX) 
• 3 years of experience dealing with derivatives products 
• Advanced knowledge of SQL; Excel and VBA 
• Knowledge of Python (preferred)
• English Fluency (mandatory) and a good level of French (preferred)
• Good and structured communication (oral / written) 
• Assertiveness 
• Be a team player 
• Work under stress 
• Initiative taker 

We will only consider English Cvs.

Additional Information :

At Natixis we are committed to fostering a working environment where each and every one of our people is treated with dignity and respect and where every voice is heard. Our differences make us collectively stronger and are a source of fulfilment innovation and performance.

In the framework of its Diversity Equity & Inclusion policy Natixis in Portugal has implemented a Blind CV Screening process with the purpose of reducing hiring bias. A blind CV excludes any personal details which refer to the applicants gender age or ethnicity. When applying for our positions please submit a blind CV that is with no picture name gender age nationality ethnicity and address. Your personal statement work experience courses and certifications education skills and contact information is what matters to us.

#MuchMoreThanJustAJob

Early morning. Campo 24 de Agosto. In 4 minutes you are clocking in at the office. Start your day having breakfast with the Team and grab fresh fruit on the way to your seat in one of Portos most typical neighborhoods. This Purple Day is going to be a busy one: daily meeting ensuring all team members are on the same page regarding work status priorities and blockers language class and just after a Talent Management meeting with your manager discussing your career path. 

Lunch break. Today your Team is onboarding newcomers but also welcoming French colleagues: the perfect excuse to walk downtown and bond over a francesinha. When returning inhale nature and peace of mind in Natixis Urban Garden (look at the crops; ready to harvest!). 

Back inside. Brainstorming session on a new exciting project in our disruptive and immersive Manaus Village. The afternoon went flying (tasks meetings some jokes with your teammates). End it on a high note: celebrating cultural diversity with a Diwali the Indian festival of lights. 

Tomorrow you attend a conference led by influential speakers in your industry and the day after you will work from home benefitting from some focus time to complete that report and soft skills course on LinkedIn Learning. Once you are done with your work for the day strike the right note playing with Natixis band or be part of a board games session. If that is too steady for you meet your colleagues to catch some waves or sail the Douro river during golden hour. 

Remote Work :

No

Employment Type :

Fulltime