Quantitative Risk Analyst - ERM Porto

Quantitative Risk Analyst - ERM
Porto
Porto, Porto District, Portugal

6 days ago Be among the first 25 applicants

Company Description

Natixis is a French multinational financial services firm specialized in asset & wealth management, corporate & investment banking, insurance, and payments. A subsidiary of Groupe BPCE, the
- largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d’Epargne. Natixis has nearly 16, 000 employees across 38 countries.

Company Description

Natixis in Portugal, as part of the Innovation Hub, aims to transform traditional banking by developing innovative solutions, fostering agility and innovation across business, operations, and work culture. Teams work in an integrated, inclusive, and transversal manner supporting all business lines and country platforms.

Job Description

Team presentation and main goal: Within the Risk Management department, the "Enterprise Risk Management" (ERM) team is responsible for defining and developing risk models including Market, Credit, Counterparty, Operational Risks, IFRS9 Provisions, Fair Value Adjustments and AVA, Stress Tests, and Economic Capital.

Main Tasks And Goals

As a Quantitative Risk Analyst, you will monitor the performance of risk measurement methodologies and models (Credit, Market, and Counterparty) in a dynamic international environment, engaging with Risk Experts and the Front Office.

Daily Responsibilities:

• Monitor internal models' performance in compliance with ERM procedures and supervisory guidelines.
• Optimize analysis tools and methods, including backtesting exercises.
• Present results during model oversight committees within GFS and at the BPCE Group level.
• Update procedures and coordinate backtesting reviews with Validation teams.
• Perform calibrations based on backtesting conclusions.

You will work in an international environment with a community of experts emphasizing excellence, impact, and collective action.

Qualifications

• Higher education degree (Master's/Ph
  D) in statistics, mathematics, engineering, or Data Science.
• +2 years of experience in Risk, focusing on technical and regulatory aspects in banking, preferably investment banking, or consulting.
• Advanced knowledge of Mathematics, statistics, econometrics, SAS, Python, and C++ (plus).
• Fluency in English (mandatory).
• Knowledge of banking operations and regulatory requirements (EBA guidelines, CRR3, CRR4).
• Advanced skills in Excel, Power BI, Pivot.
• Strong analytical, presentation, and autonomous working skills.
• Excellent communication and listening skills for engaging
  - makers.

We will only consider English CVs.