Quantitative Market Risk Analyst
il y a 4 semaines
Natixis Corporate & Investment Banking is a leading global financial institution that provides a wide range of services to corporations, financial institutions, and sovereign organizations worldwide. Our teams of experts in 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact.
We are committed to supporting the environmental transition by aligning our financing balance sheet with a +1.5°C trajectory by 2050. Our commitment to sustainability is reflected in our business practices and our dedication to creating a positive impact on society.
Job DescriptionYou will join the Market Risk Modelling team, within the Market & Counterpart Risk Modelling division, as a Quantitative Market Analyst. Your daily tasks will include designing and proposing new methodologies, evaluating their impacts, supporting the implementation of different methodologies, and providing quantitative support within the risk department on quantitative market issues.
You will participate in the creation and improvement of methodologies in the Independent Price Verification (IPV) calculation framework, market reserves, and adjustments required for Prudent Valuation. You will also be involved in the design and improvement of risk measurement models such as VaR, Stressed VaR, IRC/DRC, EEPE, Economic Capital, and other Natixis market risk models.
You will work in an international environment, within a community of experts that values excellence, impact, and collective action. This position is based in Paris with the ability to work from home.
We offer a hybrid, inclusive, and collaborative work environment, as well as opportunities for career development and training. You will also have the opportunity to make a commitment to society and the causes that matter to you through our corporate foundation.
Required Skills/Qualifications/ExperienceAbout you: If you recognize yourself in the following description, you are made to work with us:
- You have at least 2 years of experience in the functions of quant risk, front office, or validation, ideally on cross-assets issues.
- You are familiar with financial mathematics, key financial instruments, main risk measures, statistical models, and data processing techniques.
- You have an excellent relationship, a very good listening ability, and are autonomous, organized, and motivated by teamwork.
- You master English with a B2 level.
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