Market Risk Analyst

Posted Yesterday
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Porto
Senior level
Information Technology
The Role
The analyst will manage and control market data across various asset classes, assist with internal presentations, and support team objectives focusing on quantitative challenges and client needs.
Summary Generated by Built In

Company Description

Natixis is a French multinational financial services firm specialized in asset & wealth management, corporate & investment banking, insurance and payments. A subsidiary of Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d’Epargne, Natixis counts nearly 16,000 employees across 38 countries.

As Natixis Innovation Hub, Natixis in Portugal mission is to transform traditional banking by developing innovative solutions for the bank’s business, operations and work culture, being a key driver of the company’s culture of agility and innovation. Teams of IT and Banking Support Activities work in an integrated, inclusive and transversal way, supporting all the business lines and country platforms.

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.

Essential duties and responsibilities

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
  • +5 years 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, 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

We will only consider English Cv's.

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. It's going to be a busy one: French class before lunch and, just after, quick medical appointment at Natixis doctor's 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.

Top Skills

Java
Python
SQL
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The Company
HQ: Porto
2,007 Employees
On-site Workplace
Year Founded: 2016

What We Do

Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide.

Natixis in Portugal is part of the Global Financial Services division, where it applies technology for the development of financial expertise in its two global business lines – Corporate & Investment Banking and Asset & Wealth Management – and, transversally, for the entities of Groupe BPCE.

The Centre of Expertise, based in Porto, currently has more than 2,400 employees from over 30 nationalities, organised in three main departments: Information Technology, Banking Support Activities and Compliance. These teams work in an integrated, inclusive and transversal way, supporting and creating value for all the business lines and platforms of the group.

For recruitment: [email protected]
For other questions: [email protected]

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