Quantitative Risk Analyst - ERM
Quantitative Risk Analyst - ERM
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Job Description
Team presentation and main goal:
Within the Risk Management department the Enterprise Risk Management (ERM) team is responsible for defining and developing all risk models including:
- Market Credit Counterparty and Operational Risks
- IFRS9 Provisions
- Fair Value Adjustments and AVA
- Stress Tests
- Economic Capital
Main tasks and goals:
As a Quantitative Risk Analyst you will be tasked with monitoring the performance of risk measurement methodologies and models (Credit Market and Counterparty) in a dynamic international environment fostering constant exchanges with Risk Experts and the Front Office.
In your daily responsibilities you will be required to:
- Monitor the performance of internal models in compliance with procedures established by ERM Paris and supervisory guidelines.
- Optimize analysis tools and methods to ensure increased efficiency in model monitoring particularly through regular backtesting exercises.
- Present performance monitoring results during model oversight committees (Model Ongoing Monitoring) both within GFS and at the BPCE Group level.
- Ensure the updating of procedures and coordinate the review of backtesting results with Validation teams in collaboration with quantitative analysts based in Paris.
- Perform necessary calibrations following the conclusions of backtesting exercises.
You will work in an international environment within a community of experts who prioritize excellence impact and collective action in everything they undertake.
Qualifications :
- Higher education degree (Masters/PhD or equivalent) in statistics and mathematics; engineering school or equivalent university with a specialization in Data Science)
- 2 of Experience in Risk ( focusing on technical and regulatory aspects in the banking sector preferably in Investment Banking) and/or consulting.
- Advanced knowledge of Mathematics statistics and econometrics complemented by excellent knowledge of SAS Python and C (will be a plus)
- Fluency in English (mandatory)
- Knowledge of banking operations (such as financing products or market products)
- Knowledge of Regulatory requirements (EBA guidelines CRR3 CRR4 etc.)
- Advanced knowledge of Excel; Power BI; Pivot
- Strong analytical skills rigor excellent written and oral presentation abilities and autonomy
- Great interpersonal skills that facilitate communication and presentation of work results to decisionmakers along with strong listening abilities
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 :
Fulltime
Employment Type
Full-time
