Job Description Risk Framework The Risk Framework team is a unit within the larger Market Risk US team. The position is within the IPV (Independent Price Verification) team developing and executing market data controls and analysis. The position will also work with the local and global market risk units as well as trading desks, Finance and Mgmt.
Essential duties and responsibilities Manage daily request from trading desks teams to define financial instruments in our pricing and risk systems. Model fixed income bond and loan cashflows to ensure our positions accurately reflect their risk exposure Coordinate the annual trading book review with trading desks, risk and finance to ensure all obsolete items are closed in a timely fashion Support market data requests from trading, particularly bond and loan pricing. Produce daily IPV reporting on US Rates for review and distribution Validate regulatory portfolio margin market data inputs and all variation exceptions Review results of daily control reports for security master maintenance Supervise our outsourcing partner performing daily bond and loan creation in our systems.
Qualifications +5 years of experience in trading environment with knowledge of financial instruments Strong desire to learn and improve existing framework Knowledge of interest rate, credit, fx, equity and commodity products and risk factors Programming skills, VBA, Sequel, C+, python preferred but not required Experience with Bloomberg/Reuters/MarkIT valuation data and services Proficient in MS Excel (including data APIs)/Office Knowledge on Natixis valuation systems: Summit, Polypaths, Sophis, Murex, among others is a plus Excellent communication skills and ability to collaborate in a high-stress environment Some ability to speak/understand French is preferred but not required Additional Information At Natixis, we are committed to fostering a working environment where each and every one of our people is treated with dignity and respect and where every voice is heard.
Our differences make us collectively stronger and are a source of fulfilment, innovation and performance.
In the framework of its Diversity, Equity & Inclusion policy, Natixis in Portugal has implemented a Blind CV Screening process, with the purpose of reducing hiring bias.
A blind CV excludes any personal details which refer to the applicant's gender , age or ethnicity. When applying for our positions, please submit a blind CV, that is, with no picture, name, gender, age, nationality, ethnicity and address.
Your personal statement, work experience, courses and certifications, education, skills and contact information is what matters to us.
#MuchMoreThanJustAJob Early morning.
Campo 24 de Agosto.
In 4 minutes, you are clocking in at the office.
Start your day having breakfast with the Team and grab fresh fruit on the way to your seat, in one of Porto's most typical neighborhoods.
This Purple Day is going to be a busy one: daily meeting ensuring all team members are on the same page regarding work status, priorities and blockers, language class and, just after, a Talent Management meeting with your manager, discussing your career path. Lunch break.
Today, your Team is onboarding newcomers, but also welcoming French colleagues: the perfect excuse to walk downtown and bond over a francesinha .
When returning, inhale nature and peace of mind in Natixis Urban Garden (look at the crops; ready to harvest!
). Back inside.
Brainstorming session on a new, exciting project in our disruptive and immersive Manaus Village.
The afternoon went flying (tasks, meetings, some jokes with your teammates).
End it on a high note: celebrating cultural diversity with a Diwali, the Indian festival of lights. Tomorrow, you attend a conference led by influential speakers in your industry and, the day after, you will work from home, benefitting from some focus time to complete that report and soft skills course on LinkedIn Learning.
Once you are done with your work for the day, strike the right note playing with Natixis band or be part of a board games session.
If that is too steady for you, meet your colleagues to catch some waves or sail the Douro river during golden hour. Videos to Watch
