Market Data analyst

2 semanas atrás


Porto, Porto, Portugal TN Portugal Tempo inteiro

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 CVs.

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