Solvency Metrics Analyst
Solvency Metrics Analyst
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Job Description
Metrics Calculation & Reporting (MC&R) is a new department within Natixis Financial Department which is responsible for the calculation and the related internal & external reporting of metrics on solvency (Risk Weighted Assets) ALM & liquidity and granular reportings (e.g. Loan tapes).
The department is organized by area of expertise with a team in charge of the computation of solvency metrics an other for ALM & Liquidity metrics a team in charge of external reporting and a last team in charge of projects.
As part of the development of Natixis in Portugal almost 50% of the department workforce will be located in Porto as an extension of the Paris organization: the organization in Porto mirrors the one in Paris.
Reporting to the head of Solvency Metrics you will be in charge of market risk metrics calculation at Porto. The team will be responsible for auditing the calculation of regulatory capital requirements on the scope of Natixis group activities.
Solvency Calculation team covers various functional areas: Market risk Credit and counterparty Risks CVA Operational Risk and Large Exposures.
Main tasks and goals:
As a member of Solvency Calculation team in Porto you will be in charge of auditing market risk indicators calculated under the current framework (standardized and internal model approach) and the target FRTB framework.
Your daytoday tasks includes:
The production process of market risk regulatory indicators:
- Production of Own funds requirements under the current Basel framework on a monthly and quarterly basis);
- Production of Own funds requirements under the target FRTB framework on a quarterly basis;
- Control and review of capital requirement calculations on a Monthly and Quarterly basis in accordance with the regulations in force and the normative opinions issued by the prudential.
Production of some ad hoc reportings and Analysis;
The administration and enhancement of the inhouse calculation tools;
The reinforcement of the reporting environment by using new technologies and new tools (BI or controls tools);
Answers to questions asked by internal and external stakeholders on the calculations performed;
Updating of operating procedures and controls.
Qualifications :
Qualifications
- Masters Degree from a Business School or University closely related to the Finance industry with high knowledge in Market Risk;
- Fluent English (mandatory);
- Banking Regulatory Calculation and Market Risk experience (3 years);
- Knowledge of MS Office (Excel) Power BI Regulation or norms;
- Knowledge of Banking Accounting (preferred);
- Result oriented;
- Team spirit & transversally;
- Proactive and Rigorous;
- Curiosity and autonomous thinking;
- Kindness & consideration.
We will only consider English cvs.
Additional Information :
Early morning. Campo 24 de Agosto. In 4 minutes you are clocking in at the office. After grabbing a cup of coffee and fresh fruit pick up your laptop and choose your spot for the day. Its going to be a busy one: French class before lunch and just after quick medical appointment at Natixis doctors office. Lunch break. Outside in the big terrace (look at your crops at the Urban Garden; ready to harvest!) or if you feel like stretching your legs walk downtown to grab lunch.
Back inside. Quick sprint review (working together anywhere means virtual happy birthday to that colleague in Paris that just turned 35). The afternoon went flying (tasks reports calls some jokes with your teammates). End it on a high note: just one PlayStation game or the final match for that pingpong tournament.
Tomorrow you complete that certified technical training and the day after you will work from home taking advantage to finally do that online course on Udemy. Once you are done with your tasks for the day you can visit the office for a board games session or show up at the rehearsal of one of Natixis bands. If that is too steady for you meet your colleagues to surf some waves or join them in a football match.
Remote Work :
No
Employment Type
Full Time
