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.
Valuation Risk team mandate is centered around the accurate and independent assessment of the Fair Value of financial instruments and the uncertainty surrounding this valuation ensuring their compliance with market values and regulatory standards.
The Cross Asset Valuation Risk Analyst role focuses on the global analysis of critical Valuation Risk processes across various asset classes (Equity Rates FX Credit and Commodities). The analyst contributes to enhancing the Valuation Risk global framework through the development of tools and execution of projects that improve the coverage and consistency of the departments valuation chain as well as the compliance to the regulatory landscape.
As Cross Asset Valuation Risk analyst you will share the responsibility for (not limited to):
- Analyse and monitor key Valuation Risk processes (market data certification IPV calibration of Fair Value Adjustments Backtesting Observability) across asset classes
- Build a global understanding of the teams valuation chain and contribute to reviews / enhancement initiatives on the full Valuation Risk framework
- Create tools and dashboards displaying the key dependencies and indicators within Valuation Risk activity
- Deliver adaptations on global projects impacting our Valuation Risk framework (for example on new activities)
- Communicate analysis and monitoring to Valuation Risk business line teams and to key stakeholders such as Front Office and Finance
- Industrialize and document our processes methodologies and tools
The analyst will work in close collaboration with multiple departments from Front Office / FO Quants to various Market Risk teams (on all platforms) Risk IT teams and 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 good level of French (preferred)
Additional Information :
#MuchMoreThanJustAJob
Early morning. Campo 24 de 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
