Valuation Analyst | Risk
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Job Location:
Monthly Salary:
Posted on:
7 hours ago
Vacancies:
1 Vacancy
Job Summary
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 Rates and Credit asset classes and will actively:
- Execute the daily market data certification process performing consistency and convergence analysis on data received from multiple internal and external sources.
- Develop maintain and adapt tactical solutions and scripts (primarily Python) to support new production needs.
- Define and document functional specifications for new data structures and systems to support the ongoing evolution of the firms valuation and market data architecture.
- Collaborate and reply to requests from multiple departments/clients (CCA Front office Econometrics ERM IT Risk etc.) on a daily basis.
- Maintain an efficient and clean market data framework promoting the continuous improvement of the processes and tools developed by the team.
Qualifications :
- Advanced degree in finance computer science data science or mathematics.
- Proficiency in programming languages such as Python and SQL 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.
- Programming skills (python SQL)..
- Proficient in data APIs.
- 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 :
Our workplace reflects the vibrant spirit of our locations with initiatives such as a Green Transportation Budget electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club a Prayer Room a Lactation Room and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies we are committed to being inclusive caring and fair ensuring every voice is heard and valued.
Remote Work :
No
Employment Type :
Full-time
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
About Company
Natixis in Portugal is fully integrated in the global organization of Natixis, a French multinational financial services firm specialized in Asset & Wealth Management, Corporate & Investment Banking, Insurance and Payments. A subsidiary of Groupe BPCE, Natixis counts nearly 16.000 emp ... View more
