Credit Risk Quantitative Analyst
il y a 2 semaines
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+).
Job DescriptionYou will join the "Expert Models & Advisory" (EMA) team as a Credit Risk Quantitative Analyst focused on LGD models for the Banking, Sovereign, and Specialized Financing sectors.
The team operates in a very stimulating environment where exchanges with Risk experts and the Front Office are frequent and ongoing to develop and monitor the methodologies/models for measuring credit risk developed on an expert basis or requiring strong business/sector expertise.
On a daily basis, your responsibilities include:
- Participating in the redesign/reviews/recalibrations of the relevant LGD models, in accordance with internal modeling guidelines and those of the supervisor;
- Engaging with Risk and Front experts in the development and monitoring of the relevant LGD models, as well as addressing questions related to the scope of application of these models;
- Drafting summary documents for users and internal/external supervisory bodies;
- Contributing to the update of procedures related to the rating system.
You work in an international environment, within a community of experts that places excellence, impact, and collective action at the heart of everything it undertakes.
#TransformativeFinance
This position is based in Paris with the possibility of remote work.
As a Top Employer, we place our employees at the center of our attention. Internal mobility, career development, and training programs allow you to grow and thrive throughout your journey.
You will work in a hybrid, inclusive environment that promotes collaboration.
You also have the opportunity to engage for society and causes that are important to you 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 member of the business line).
Required Skills/Qualifications/ExperienceAbout you: If you recognize yourself in the following description, you are made to work with us
With a higher education in statistics and mathematics, you have at least 3 years of experience in a similar position.
You master:
- Mathematical and statistical models applied to finance;
- Credit risk in Corporate and Investment Banking;
- Programming on SAS, Python and/or R and skills in VBA and SQL would be a plus;
- The regulatory requirements regarding credit risks and economic capital (ECB/EBA guidelines).
You have a spirit of synthesis, great relational ease, you are:
- Rigorous and autonomous;
- Motivated by teamwork.
You master English with a C1 level.
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