Junior Liquidity Metrics Analyst

Team presentation and main goal:

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 such as Risk Weighted Assets (RWA) Assets and Liabilities Management (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 a team for ALM & Liquidity metrics and a team in charge of external reporting.

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.

Main tasks and goals:

As a member of the Liquidity Metrics team in Porto you will be working on liquidity regulatory metrics (Liquidity Coverage Ratio (LCR) Net Stable Funding Ratio (NSFR) and Asset Encumbrance Ratio (AER).

Your daytoday tasks could include:

• The production process of regulatory reporting:
  • Liquidity Coverage Ratio (monthly);
  • Net Stable Funding Ratio (quarterly);
  • Asset encumbrance (quarterly);
  • Financial communication material (yearly);
  • Other ad hoc reporting requirements.
• The completion of the first level controls during production periods.
• Attribution analysis on relevant product monthly variations that contribute to changes on the liquidity ratios of the bank
• The completion of the control framework during quarterend closings as well as monthly closings.
• The casebycase analysis required by internal and external stakeholders (Risk Department Joint Supervisory Team Groupe BPCE etc.)
• The administration and enhancement of the inhouse calculation tool.
• The reinforcement of the reporting environment by using new technologies and new tools (BI or controls tools).

Regular interactions with your Paris colleagues.

Additional informatio:

The position may involve travelling to Paris to facilitate the training and meet with the other colleagues of Metrics Calculation & Reporting (MC&R).

The achievement of the role will require to work tightly with the other teams of the department. Other partners are BPCE (headquarter) Risks Financial Control Financial Communication and Front Office.

To succeed in this position the applicant will need to have a good understanding of data analysis banking products and a strong commitment to meet regulatory deadlines.

Qualifications :

• Masters Degree from a Business School Economics Engineering School or University closely related to the Finance industry;
• Certified auditor or accountant (as a plus);
• Banking Regulatory environment; 
• Banking risks or ALM functions;
• Data set manipulation;
• Knowledge of Liquidity Regulatory Metrics
• Knowledge of tools as MS Office and Power BI. 
• Fluent English (mandatory) and French is a plus.

Soft Skils:

•   Result oriented;
• Team spirit & transversality;
• Proactive;
• Curiosity and autonomous thinking;
• Kindness & humanity.

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