Senior Risk Management Specialist
Há 1 mês
Job Description
Natixis in Portugal is a Centre of Expertise that aims to transform traditional banking by developing innovative solutions for the business, operations, and work culture of Groupe BPCE worldwide.
The Centre of Expertise, based in Porto, currently has over 2,400 employees from more than 30 nationalities, organised in three main departments: Information Technology, Banking Support Activities, and Compliance.
As a Solvency Metrics Analyst, you will be part of the Metrics Calculation & Reporting (MC&R) department, responsible for the calculation and related internal & external reporting of metrics on solvency (Risk Weighted Assets), ALM & liquidity, and granular reporting.
Main tasks and goals:
- Management of 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 Quarterly basis in accordance with the regulations in force;
- Produce analysis and reporting;
- Answer questions asked by the Paris Team on the calculations performed;
- Update 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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