Market Risk Analyst
Há 4 dias
**Job Overview**
Natixis in Portugal is seeking a highly skilled Market Risk Analyst to join our team in Market Risk Division. As a key member of our team, you will be responsible for ensuring the accuracy and integrity of market risk metrics and performance indicators.
About the Role:
- Produce and report quantitative risk indicators such as sensitivities, Specific Stress-Tests, Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, IRC, daily.
- Consolidate risk indicators for Risk Mandate production, daily.
- Control, analyze, and certify all indicators mentioned above focusing on daily variations as well as intraday moves in respect of the corresponding set of limits.
- Produce P&Ls such as economic P&L, actual P&L, hypothetical P&L, P&L Explain, Risk Theoretical P&L, Accrued.
- Produce and control Client Contribution on MARPL scope of action.
- Report economic P&L to relevant departments and stakeholders within Natixis and BPCE.
Requirements:
- Masters degree in Finance, Economics, Engineering, or Mathematics.
- At least 3 years of experience dealing with derivatives products.
- Advanced knowledge of SQL, Excel, and VBA.
- Knowledge of Python is preferred.
- English fluency is mandatory, and good level of French is preferred.
- Good communication skills (oral/written) and assertiveness.
- Ability to work under stress and take initiatives.
What We Offer:
- Estimated salary: €60,000 - €80,000 per year, depending on qualifications and experience.
- Ongoing training and professional development opportunities.
- A dynamic and collaborative work environment.
About Us:
Natixis in Portugal is committed to fostering a working environment where each employee is treated with dignity and respect. We believe that diversity, equity, and inclusion are essential for success and innovation.
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