Risk Framework IPV Market Data Analyst

  • Full-time

Company Description

Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries.

The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d’Epargne.

Natixis in Portugal mission is to transform traditional banking services 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

Team presentation and main goal:

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

Preferred background:

  • Engineering, Mathematics, Statistics, Mathematics applied to Finance
  • Previous professional experience in IT for markets, Risk or FO engineering 1-3 years of experience;
  • First experience in Finance / Capital Markets and-or Risk - 1 year of experience;
  • Familiar with at least one of the segments from: Equity, Credit, Rate, Commodities, FX.

Technical knowledge:

  • Oriented object programing (Python, C#, Hadoop, SQL)
  • Mathematics or Mathematics applied to Finance 
  • Derivatives product valuation techniques

    English level is mandatory

Soft Skills:

  • Autonomy and initiative / Curiosity
  • Team player 
  • Strong written and oral communication
  • Ability to be the go-to person on a field of expertise

 

Only CV´s in English will be considered.

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. 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.

Privacy Policy