Senior Solvency Metrics Analyst

3 semanas atrás


Porto, Porto, Portugal Natixis in Portugal Tempo inteiro

Solvency Metrics Risk Management Expertise

The role of Solvency Metrics Risk Management Specialist at Natixis in Portugal involves overseeing the calculation and analysis of regulatory capital requirements on the scope of Natixis group activities. The successful candidate will be in charge of the Solvency Metrics team at Porto, working closely with the head of Solvency Metrics.

Main Responsibilities:

  • Managing the 1st level of certification and control process for capital requirements (RWA) and Large Exposures
  • Calculation and analysis of credit, counterparty, CVA, and market risks RWA, using standard approaches and internal models
  • Control and review of capital requirement calculations, on a Daily, Monthly, and Quaterly basis in accordance with the regulations in force and the normative opinions issued by the prudential standards Department
  • Producing analysis and reporting
  • Answering questions asked by the Paris Team on the calculations performed
  • Updating operating procedures and controls

Requirements:

  • Degree from a Business School or University closely related to the Finance industry with high knowledge in Market Risk, Credit, and Counterparty Risk
  • Management
  • Banking Regulatory Calculation
  • Banking accounting
  • Market Risk and/or Credit & Counterparty Risk
  • Office Pack (advanced knowledge)
  • Fluent in English (mandatory), French is a plus


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