.Company Description Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries.The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d'Epargne.Natixis in Portugal mission is to transform traditional banking services by developing innovative solutions for the bank's business, operations and work culture, being a key driver of the company's culture of agility and innovation. Teams of IT and Banking Support Activities work in an integrated, inclusive and transversal way, supporting all the business lines and country platforms.Job Description Team presentation and main goal: Market Risk US is part of Natixis Risk Division.Market Risk mandates cover Valuation, Risks and Economic performance for the capital market activities of Natixis on all its business lines (mainly Fixed Income, Equity, FX, Credit, Commodities).Within Market Risk, Risk Monitoring US has the mandate to control, certify, analyze, and report the market risk metrics and performance indicators.Main tasks and goals :As a Market Risk Analyst, you will be sharing responsibilities on the following topics:Producing and reporting of quantitative Risk indicators such as sensitivities, Specific Stress-Tests, Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR,... Consolidating Risk indicators for Risk Mandate production, Controlling, analyzing, and certifying all the indicators mentioned above focusing on daily variations as well as intraday moves in respect of the corresponding set of limits, Producing of P&Ls such as economic P&L, actual P&L, hypothetical P&L, P&L Explain, Risk Theoretical P&L, Accrued Producing and controlling the Client Contribution on scope of action, Reporting of the economic P&L to the relevant departments and stakeholders within Natixis, Certifying the daily economic P&L and ensure its audit trail, certifying the actual, hypothetical and risk theoretical daily P&Ls, analyzing and explaining the daily/weekly/Monthly P&Ls variations Computing the market risk reserves and reporting their variation and level, monthly Computing on a quarterly basis the Prudent Value Adjustment on Market Price Uncertainty, Close-Out-Costs, Some Model Risk Components such as Mean Reversion, Unearned Credit Spreads and Investing and Funding Costs, Preparing the relevant portion of support document for the Market Risk Committees, Production of VaR Back testing components and exception reporting, Communicating with BLs and RM in case of limits breaches and loss alerts, Maintaining up to date referential mapping (e.G. Homologated books / non-homologated books), Consistency checks between day-to-day processes and the controls/referential, Producing Regulatory Risk reports (ACPR, JST,..
