Senior Market Risk Analyst for Asset Management
1 semana atrás
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.
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