Valuation Risk Analyst
Valuation Risk Analyst
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Job Description
Market Risk Department supervises all Market Risk and P&L indicators of Natixis Global Markets activities.
Market data Hub team mandate is centered around the quantitative daily control challenge certifies and feeds FO systems with end of day Market Data across several asset classes (equity rates and FX). This process is done using an in-house dedicated application called MDM (Market Data Manager) which is used by the different international platforms (Paris HK and NY).
Besides the daily production the analyst will be responsible to perform daily and monthly tasks related to market data controls on different asset classes (equity rates and FX) and update on the market data framework.
The analyst will intervene on risk factors and market data across FX equity and Rates asset classes and will actively:
Help to produce presentations of results for internal committees with the senior management
Develop control and certification capacity by setting up and running proper quantitative and qualitative challenges to the current algorithm used when assessing market data external providers
Support Market data hub team in creating daily certifications tasks
Help replying to clients needs (CCA Front office Econometrics MRM etc) on daily basis
Maintain an efficient and clean market data framework
Analyst will work in close collaboration with multiples departments from Front Offices / FO Quants to various market risk teams and other risk quantitative methodologies teams.
Qualifications :
Advanced degree in computer science data science or finance is a must
Proficiency in programming languages such as Python SQL and Java as well as experience with data manipulation and visualization libraries
Knowledge of interest rate credit fx equity and commodity products and risk factors
Experience working in the financial services industry or a related field is a plus
Strong desire to learn and eager to make a meaningful impact in a dynamic and innovative environment
Training/ skills required:
Programming skills python SQL java
Proficient in data APIs
Knowledge on Natixis valuation systems: Summit Polypaths Sophis Murex among others is a plus
Excellent communication and collaboration skills with the ability to effectively convey complex technical concepts to non-technical stakeholders
Knowledge in financial products and financial market is required
English speaker is mandatory
Additional Information :
#MuchMoreThanJustAJob
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 ping-pong 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
Employment Type
Full-time
