Senior Market Risk Analyst

Overview

Market Risk Analyst position at Natixis in Portugal. Part of Groupe BPCE’s international division, Natixis in Portugal designs and delivers solutions for Corporate & Investment Banking and Asset & Wealth Management, supporting all entities across the Group. The workplace reflects a vibrant spirit with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. The company is committed to ESG and DEI strategies to be inclusive, caring, and fair, ensuring every voice is heard and valued.

We will only consider English CVs.

Responsibilities

• Monitors, analyzes and certifies quantitative risk indicators (e. g. , Specific/Global Stress-Tests, Reverse Stress-Tests, Va
  R, s
  Va
  R, SRAB, Volcker, etc. ).
• Follows up on daily variations and intraday movement to guarantee limit consumption control, ensure daily and monthly reporting and consolidation, and alert Business Lines and Risk Mandates on limit breaches and losses.
• Computes and develops the organization's different types of P&L (e. g. , economical, actual, hypothetical, explain, risk theoretical and accrued) and reports economic P&L to relevant departments and stakeholders.
• Conducts daily analyses and audits of the economic, actual, hypothetical and risk theoretical P&Ls to monitor and understand daily/weekly P&Ls variations.
• Computes Prudent Value Adjustment on Market Price Uncertainty, Close-Out Costs, and some Model Risk Components on a quarterly basis.
• Computes market risk reserves to report their variation and level on a monthly basis.
• Performs consistency checks between
  -
  - day processes and controls/referential, and maintains date referential mapping (e. g. , Homologated vs
  - homologated books).
• Consolidates the organization's risk reports daily, weekly and monthly, and produces Regulatory Risk reports (ACPR, JST, etc. ) quarterly.
• Prepares reports and all necessary support documents for Market Risk Committees.
• Identifies improvement opportunities based on information analysis and reporting, contributing to continuous improvements.
• Acts as a mentor to less experienced staff, explaining procedures and providing technical skills development and sharing best practices.
• Supports team leader or team manager in coordinating resources to ensure successful project execution, alignment with organizational goals, and timely delivery of
  - quality solutions.

Qualifications

• Higher education (Master's degree or equivalent) in finance and/or mathematics applied to finance;
• Over 5 years’ experience in finance/market risk;
• Good knowledge of financial products, financial risk indicators, and banking regulations;
• Proficiency in office tools, particularly Excel and Power BI;
• English Fluency (mandatory).
• Rigorous, with strong analytical skills and the ability to make proposals;
• Communication skills;
• Teamwork orientation and quality in communication.

We will only consider English CVs.

Additional Information

Our workplace reflects the vibrant spirit of our locations, with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club, a Prayer Room, a Lactation Room, and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance and Sales
• Industries
• Banking