Risk Framework IPV Market Data Analyst

  • Full-time

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.

IPV Market data 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, credit 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, NY and London).

Besides the daily production the analyst will be responsible to perform daily and monthly tasks related to IPV controls on different asset classes (equity, rates, credit and FX).

Main tasks and goals:

The analyst will intervene on risk factors and market data across all asset classes (Equity, Rates, FX, Credit) 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 IPV Market data team in creating daily certifications tasks
  • Support IPV Market data team in performing IPV controls on a monthly basis
  • Help replying to clients needs ( CCA, Front office, Econometrics, MRM, etc) on daily basis

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

You must have: 

  • A degree in Engineering, Mathematics / Statistics, Mathematics applied to Finance;
  • A Strong quantitative background / IT-coding capacity;
  • Previous professional experience in IT for markets, Risk or FO engineering;
  • First experience in Finance / Capital Markets and-or Risk;
  • Familiarity with at least one of the segments from: Equity, Credit, Rate, Commodities, FX;
  • Knowledge on oriented object programing (Python, C#, Hadoop, SQL);
  • Knowledge on Mathematics or Mathematics applied to Finance;
  • Knowledge on Derivatives product valuation techniques;
  • Fluent english level;
  • Autonomy, initiative and curiosity;
  • Team player spirit;
  • Strong written and oral communication;
  • Ability to be the go-to person on a field of expertise.

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.

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