Senior Market Risk Analyst for Asset Management

1 semana atrás


Lisboa, Lisboa, Portugal Natixis In Portugal Tempo inteiro
Job Description

We are seeking a highly skilled Senior Market Risk Analyst to join our team in Portugal. As a key member of the Market Risk Division, you will play a crucial role in analyzing and managing market risk across various asset classes.

About the Role:

  • You will be responsible for producing and reporting quantitative risk indicators, such as sensitivities, stress tests, and Value at Risk (VaR).
  • Consolidating risk indicators for risk mandate production, ensuring accurate and timely analysis.
  • Controlling and certifying risk indicators, focusing on daily variations and intraday moves within established limits.
  • Producing P&L statements, including economic P&L, actual P&L, hypothetical P&L, and P&L Explain.
  • Contributing to Client Contribution on MARPL's scope of action and reporting economic P&L to relevant departments and stakeholders.
  • Certifying daily economic P&L and ensuring its audit trail, certifying actual, hypothetical, and risk theoretical daily P&Ls.
  • Analyzing and explaining daily/weekly P&L variations, producing and analyzing RIM and RIM Back Testing components.
  • Consolidating risk reports from international branches, advising when necessary, computing market risk reserves, and reporting their variation and level.
  • Computing Prudent Value Adjustment on Market Price Uncertainty, Close-Out-Costs, and Model Risk Components quarterly.
  • Producing, controlling SRAB and Volcker indicators under MARPL's responsibility, analyzing and controlling limit consumptions, KPIs on Volcker, Data Quality, and other metrics.
  • Preparing dashboards for Senior Management on a daily, weekly, and monthly basis, consolidating all risk reports on Natixis and consolidated desks levels.
  • Communicating with Business Lines and Risk Managers in case of limits breaches and loss alerts.

Requirements:

  • Master's degree in Finance, Economics, Engineering, or Mathematics.
  • At least 3 years of exposure to one of the asset classes (FI, Equity, Credit, FX) and derivatives products.
  • Advanced knowledge of SQL, Excel, and VBA, with Python preferred.
  • English fluency is mandatory, with a good level of French preferred.
  • Good communication skills, assertiveness, and teamwork capabilities.
  • Ability to work under stress and take initiative.

Estimated Salary: €60,000 - €80,000 per annum, depending on experience.



  • Lisboa, Lisboa, Portugal Adecco Recruitment Tempo inteiro

    Adecco Recruitment is currently recruiting a Markets Trading Book P&L Analyst and an Asset and Liquidity Management Analyst to join a prestigious multinational company in the financial consulting sector, which is launching its operations in Portugal.Requirements:Masters degree in Finance, Management, Applied Mathematics, Economics, Statistics or similar...


  • Lisboa, Lisboa, Portugal Corum Asset Management Tempo inteiro

    Full-time · Confirmed· Partial remoteA dynamic role has become available in our Asset Management Administration department, based in Lisbon. As an Asset Management Accountant, you will be responsible for the financial management of our real estate portfolio.About UsWe are a European company with over 250 dedicated professionals, providing innovative...


  • Lisboa, Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Company OverviewA leading consulting firm is launching its operations in Portugal and seeking an experienced Market Risk Analyst to join their team. This is a fantastic opportunity for a skilled professional to contribute to the growth and success of a prestigious organization.Estimated Salary Range: €80,000 - €120,000 per annum, depending on...


  • Lisboa, Lisboa, Portugal Winning Tempo inteiro

    Overview">The Operations team at Winning bank plays a pivotal role in ensuring the quality of market and counterparty risk systems. Our team in Portugal focuses on resolving data quality issues, implementing meaningful Key Performance Indicators (KPIs), reviewing processes, and preparing material for committees where KPIs are discussed.">Mission">The mission...


  • Lisboa, Lisboa, Portugal Adecco Recruitment Tempo inteiro

    About the RoleWe are seeking a highly skilled Senior Market Risk Analyst to join our team at Adecco Recruitment. This is an exceptional opportunity to contribute to the growth of a prestigious Consulting Company, which is launching its operations in Portugal.


  • Lisboa, Lisboa, Portugal Noesis Portugal Tempo inteiro

    Noesis Portugal is an innovative organization that continuously invests in training its talents. As a Senior Credit Risk Analyst, you will be responsible for analyzing financial market products, their pricing and risk management techniques. We are looking for professionals with a strong knowledge of IFRS9, Basel regulations or Stress Tests.Job DescriptionIn...


  • Lisboa, Lisboa, Portugal Galp Tempo inteiro

    Risk Management and Control in Commodity TradingAs a key member of the Galp team, you will play a pivotal role in safeguarding our trading operations while promoting growth and profitability. In this mission-critical position, you will be responsible for managing the Commodity Risk, Counterparty & Credit Risk, and Reporting & Trade Control teams.Your Key...

  • Data Models Risk Analyst

    4 semanas atrás


    Lisboa, Lisboa, Portugal Phiture Tempo inteiro

    Job Summary:We are seeking a Data Models Risk Analyst to join our team in Market Infrastructure. As a key member of our team, you will be responsible for conducting quantitative assessments of margin call algorithms and risk management mechanisms.Main Responsibilities:Conducting annual and interim reviews of margin call algorithms and their risk management...


  • Lisboa, Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Noesis seeks to hire a Senior Financial Risk Consultant in Portugal. This role requires a Bachelor's degree or higher in Mathematics, Information Technology, Computer Science, or a related field. A minimum of 3 years of experience working as a Credit Risk Analyst is necessary.Key qualifications include strong knowledge of financial market products, their...


  • Lisboa, Lisboa, Portugal Nordea Bank Norge Asa Tempo inteiro

    Job OverviewAt Nordea Bank Norge Asa, we are seeking a highly skilled Senior Asset Management Professional to join our Corporate Advisory team in Portugal. This exciting opportunity is perfect for individuals with a passion for asset management and a desire to work in a dynamic environment.


  • Lisboa, Lisboa, Portugal Nordea Asset Management Portugal Tempo inteiro

    **Company Overview**Nordea Asset Management (NAM) is a leading European asset manager with a vision of delivering returns with responsibility. With over 900 employees and more than 475 Nordic and international institutional clients, NAM aims to meet customer demands and provide expert guidance in asset selection while ensuring prudent ESG practices.**Job...


  • Lisboa, Lisboa, Portugal ALTER SOLUTIONS Tempo inteiro

    Job OverviewWe are seeking a skilled Quantitative Risk Analyst to join our team at Alter Solutions.About the RoleThis is an exciting opportunity to work in a dynamic environment, supporting Market & Financial Institutions teams with their risk management responsibilities. Your key focus will be on performing regular calibrations, computations, analyses, and...

  • Quantitative Risk Analyst

    2 meses atrás


    Lisboa, Lisboa, Portugal ALTER SOLUTIONS Tempo inteiro

    Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at ALTER SOLUTIONS. As a key member of our Market Risk and Financial Institutions teams, you will be responsible for supporting the calibration, computation, analysis, and reporting of valuation adjustments for assigned perimeters.Main ResponsibilitiesMonthly calibration,...


  • Lisboa, Lisboa, Portugal Nordea Asset Management Portugal Tempo inteiro

    About Nordea Asset Management PortugalNordea Asset Management Portugal is a leading asset management company that provides innovative financial solutions to its clients. We are committed to delivering exceptional results and creating an agile environment where our employees can grow and thrive.


  • Lisboa, Lisboa, Portugal ALTER SOLUTIONS Tempo inteiro

    Job Title: Senior Software Asset Management SpecialistJob Summary:We are seeking a highly skilled Senior Software Asset Management Specialist to join our team at ALTER SOLUTIONS. The ideal candidate will have expertise in software asset management, ITIL certification, and excellent coordination skills.Main Responsibilities:Ensure software compliance and...

  • Senior Market Risk Modeller

    4 semanas atrás


    Lisboa, Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    Company OverviewGALP ENERGIA ESPAÑA SAU is a leading player in the energy sector, committed to creating a more sustainable future. Our organization values agility, continuous improvement, internal alignment, and external focus, enabling our employees to reach their full potential.Job DescriptionThe Quantitative Risk Specialist will play a pivotal role in...


  • Lisboa, Lisboa, Portugal Corum Asset Management Tempo inteiro

    About the RoleWe are seeking a highly motivated Senior Real Estate Accountant to join our dynamic team in Lisbon. As a key member of our asset management team, you will play a pivotal role in the financial management of our real estate portfolio.Key Responsibilities:Develop effective working relationships with operational departments, asset and property...


  • Lisboa, Lisboa, Portugal Phiture Tempo inteiro

    Company OverviewNordea Asset Management is a leading European Asset Manager with a vision of delivering returns with responsibility. We have around 900 employees and serve more than 475 Nordic and international institutional clients.About the RoleWe are seeking an experienced IT Governance and Risk Management Specialist to join our Sourcing, Security &...


  • Lisboa, Lisboa, Portugal Alter Solutions Group Tempo inteiro

    At Alter Solutions Group, we're committed to delivering exceptional risk management solutions. We're seeking a highly skilled Quantitative Risk Analyst to join our team and play a pivotal role in ensuring the success of our clients.Job Summary:We're looking for an experienced risk analyst with a strong background in financial markets and data manipulation...

  • Risk Data Analyst

    Há 1 mês


    Lisboa, Lisboa, Portugal Inetum Tempo inteiro

    Job MissionWe are seeking a highly skilled Credit & Regulatory Reporting Analyst to join our Inetum Team and contribute to a culture of innovation.Main ResponsibilitiesProduction, collection, and control of risk data (credit, counterparty, market, equity, other assets);Participation in new projects, especially related to new regulatory frameworks, such as...