Java Back End Developer - Econometrics
- Full-time
Company Description
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. The project in Porto is one of the biggest investments in Human Resources ever made by Groupe BPCE worldwide.
A disruptive mindset and a culture of proximity and agility identify Natixis in Portugal Team and reflect the company's mission to transform traditional banking at a global scale: a perfect match in the Portuguese dynamics and entrepreneurial ecosystem.
In 2024, Top Employers Institute has awarded Natixis in Portugal the Top Employer Portugal accreditation for the second time. This certification recognizes excellence in people practices, following the example of our head office, in France, who was certified Top Employer France for the eight year in a row.
Job Description
The IT RPA department brings together, within the Risk IT Department, the skills for monitoring market operations and measuring market and counterparty risks. The service combines all the project management and development work for:
the production of market risk indicators
the econometrics for market and counterparty risks
the supply of risk systems by the trading floor management systems
The Econometrics team constitutes a pole ensuring the management of market data within the IT RPA Department, in particular the management of risk factor benchmarks and the generation of MonteCarlo scenarios of data diffused for the calculations of VaR, IRC, CVA and EEPE.
Qualifications
This position is set for a programmer mastering the Java language (version 8) and the associated frameworks. The technical skills sought are as follows:
Systems: Windows, LINUX / UNIX
Languages: Java 8 / J2EE, Perl (Python is a plus)
Frameworks: Spring, JUnit
Mathematical languages/tools: Matlab (R is a plus)
Tools and development environment: Jira, Confluence, Git, Maven, Jenkins, Nexus, Control-M, XL Deploy
This is a maintenance and project driven position in operational conditions for the calculation engines for market risk & counterparty risk indicators.
It will therefore be a question of mastering the technologies described in the previous paragraph, but also of having a good knowledge of the Risk and Finance business (Counterparty risk, Market risk, Vanilla product pricing, Market Data, Mathematical Statistics).
Many 2023 projects will evolve around workflows processing, traceability of transformations and business reporting. This will include implementation of model reviews under the TRIM framework (regulatory project - BCE driven)
Integrated into the team, the developer must be autonomous and present himself as a technical referent. He will be responsible for implementing software and technological developments for the Econometrics team.
Working in project mode - Agile environment, he must also be able to respond quickly to requests from his team in the event of a specific request / issue / PROD support.
Additional Information
At Natixis, we are committed to fostering a working environment where each and every one of our people is treated with dignity and respect and where every voice is heard. Our differences make us collectively stronger and are a source of fulfilment, innovation and performance.
In the framework of its Diversity, Equity & Inclusion policy, Natixis in Portugal has implemented a Blind CV Screening process, with the purpose of reducing hiring bias. A blind CV excludes any personal details which refer to the applicant’s gender, age or ethnicity. When applying for our positions, please submit a blind CV, that is, with no picture, name, gender, age, nationality, ethnicity and address. Your personal statement, work experience, courses and certifications, education, skills and contact information is what matters to us.
#MuchMoreThanJustAJob
Early morning. Campo 24 de Agosto. In 4 minutes, you are clocking in at the office. Start your day having breakfast with the Team and grab fresh fruit on the way to your seat, in one of Porto’s most typical neighborhoods. This Purple Day is going to be a busy one: daily meeting ensuring all team members are on the same page regarding work status, priorities and blockers, language class and, just after, a Talent Management meeting with your manager, discussing your career path.
Lunch break. Today, your Team is onboarding newcomers, but also welcoming French colleagues: the perfect excuse to walk downtown and bond over a francesinha. When returning, inhale nature and peace of mind in Natixis Urban Garden (look at the crops; ready to harvest!).
Back inside. Brainstorming session on a new, exciting project in our disruptive and immersive Manaus Village. The afternoon went flying (tasks, meetings, some jokes with your teammates). End it on a high note: celebrating cultural diversity with a Diwali, the Indian festival of lights.
Tomorrow, you attend a conference led by influential speakers in your industry and, the day after, you will work from home, benefitting from some focus time to complete that report and soft skills course on LinkedIn Learning. Once you are done with your work for the day, strike the right note playing with Natixis band or be part of a board games session. If that is too steady for you, meet your colleagues to catch some waves or sail the Douro river during golden hour.