Senior Market Risk Analyst - DRG

The Financial Risks department (40 FTE) is responsible for monitoring market valuation balance sheet investment and counterparty risks. It ensures consolidated oversight of these risks for the BPCE Group. The department defines and monitors the Groups framework.

The Certification and Analysis (C&A) division is responsible for:

• Monitoring the Group framework and producing market risk and investment indicators within the Groups scope (Trading book and banking book portfolio);
• Measuring counterparty risk metrics (XVA PFE) and valuation (PVA);
• Producing regulatory reporting and exercises (ICAAP EBA Stress Tests etc.) for the Financial Risks scope;
• Managing and enhancing the production tools of the department.

Missions:

Within a dedicated risk monitoring team part of the C&A division you will work on risk indicators for the BPCE Group.

• Monitor daily productions on the tools related to the management of financial operations market risk indicators (VaR Stress-Tests and sensitivities) and counterparty risk;
• Analyze the daily indicators produced send the reports to the relevant stakeholders and monitor compliance with the framework limits;
• Daily control of compliance with investment rules adherence to risk mandates and conformity of trades;
• Conduct inventory campaigns of funds with asset management companies using the applications provided.

Qualifications :

• Higher education (Masters degree or equivalent) in finance and/or mathematics applied to finance;
• Over 5 years experience in finance/market risk;
• Good knowledge of financial products financial risk indicators and banking regulations;
• Proficiency in office tools particularly Excel and Power BI;
• English Fluency (mandatory) and a good level of French (preferred);
• Rigorous with strong analytical skills and the ability to make proposals; 
• Communication skills;
• Teamwork orientation and quality in communication.

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 :

Full-time