Senior Risk Analyst
Há 1 mês
About the Role
Natixis in Portugal is a Centre of Expertise that aims to transform traditional banking by developing innovative solutions. As a key player in the Global Financial Services division, we apply technology to enhance financial expertise in our two global business lines – Corporate & Investment Banking and Asset & Wealth Management.
The Centre of Expertise, based in Porto, has over 2,400 employees from 30 nationalities, organised in three main departments: Information Technology, Banking Support Activities, and Compliance. These teams work in an integrated, inclusive, and transversal way, supporting and creating value for all business lines and platforms.
As a Solvency Metrics Analyst, you will be responsible for auditing the calculation of regulatory capital requirements on the scope of Natixis group activities and monitoring Large Exposures. Your main tasks will include:
- 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.
Qualifications
We are looking for a Degree holder 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 skills are essential, and fluency in English is mandatory, with French being a plus.
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