Responsable Modélisation Stress-tests

**Company Description**:
Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.

Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.

As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d’Epargne retail networks, Natixis CIB benefits from the Group’s financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A1, Fitch Ratings: A+, R&I: A+).

You join the stress tests team of the Financial Performance and Capital Steering department, in the Finance Department, as Head of Modelling Stress-Tests. This team coordinates, conducts the internal and regulatory stress testing exercises of Natixis and develops projection models, notably for revenues, expenses, balance sheets, etc.

On a daily basis, your missions are to:

- Develop and maintain P&L projection models (trading revenues, finance business income, expenses, among others) and ensure their lifecycle;
- Be in frequent interactions with the MRM (Model Risk Management) management of BPCE in charge of validating internal models, as well as with the different business lines of the bank as part of the development of models;
- Contribute to the stress test exercises of Groupe BPCE through the use of the developed models and work closely with the coordination teams of BPCE;
- Lead and coordinate the stress test exercises (climate stress tests, place stress tests,...) for all Natixis entities (animation of about ten contributing modules);
- Accompany the relationship between the Natixis contributors and BPCE.

As a quantitative analyst, you build, with the help of the bank’s professions, models used in the context of stress tests, but also as part of the definition of medium and long-term financial forecasts or any other simulation request. You are also solicited for different strategic projects requiring your quantitative skills.

As a facilitator and coordinator of the stress test exercises, you participate in the project committees, steering committees, and the preparation of the bank’s senior management committees. You are also an important partner of the BPCE Group. You participate in the various methodological workshops and are a facilitator and a source of proposals.

**#TransformativeFinance**

This position is based in Paris with the possibility to work from home.

As a Top Employer, we place our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and flourish throughout your journey.

You evolve in a hybrid, inclusive and collaborative work environment.

You also have the opportunity to commit yourself in favor of society and causes that are close to your heart through our corporate foundation.

**About the recruitment process**

You will be contacted by one of our recruiters before meeting our business experts (manager, team member or business line).

**Required Skills/Qualifications/Experience**:
About you: If you recognize yourself in the following description, you are made to work with us

With a higher education in statistics, you have at least 3 years of experience in finance and/or risk-related positions.

You master:

- Quantitative analysis;
- Statistics and its languages (R, SAS, Python), the Office pack and calculations on databases;
- The major financial balances of a bank in terms of balance sheet and income statement;
- The management of multi-contributor projects;
- Writing summary notes in English and creating materials to facilitate the committees.

You have excellent interpersonal skills, a very good sense of listening, you are:

- Able to propose solutions to model the challenges of the bank;
- Rigorous and endowed with a good spirit of synthesis;
- Recognized for your ability to analyze complex financial issues.

You master English with a C1 level.