Senior Market Risk Analyst

Senior Market Risk Analyst
Empresa:

Natixis In Portugal



Função de trabalho:

Financeiro

Detalhes da Vaga

.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's 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 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 Management. Essential duties and responsibilities Manage daily requests 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, SQL, C+, Python preferred but not required. Experience with Bloomberg/Reuters/MarkIT valuation data and services. Proficient in MS Excel (including data APIs)/Office. Knowledge of 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 fulfillment, innovation, and performance


Fonte: Jobtome_Ppc

Função de trabalho:

Requisitos

Senior Market Risk Analyst
Empresa:

Natixis In Portugal



Função de trabalho:

Financeiro

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