Valuation Risk Analyst Porto

Valuation Risk Analyst
Porto
Porto, Porto District, Portugal

Company Description

Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations, and work culture of Groupe BPCE worldwide.

Natixis in Portugal is part of the Global Financial Services division, where it applies technology for the development of financial expertise in its two global business lines – Corporate & Investment Banking and Asset & Wealth Management – and, transversally, for the entities of Groupe BPCE.

The Centre of Expertise, based in Porto, currently has more than 2, 400 employees from over 30 nationalities, organised in three main departments: Information Technology, Banking Support Activities, and Compliance. These teams work in an integrated, inclusive, and transversal way, supporting and creating value for all the business lines and platforms of the group. The project in Porto is one of the biggest investments in Human Resources ever made by Groupe BPCE worldwide.

A disruptive mindset and a culture of proximity and agility identify Natixis in Portugal Team and reflect the company's mission to transform traditional banking at a global scale: a perfect match in the Portuguese dynamics and entrepreneurial ecosystem.

In 2024, Top Employers Institute has awarded Natixis in Portugal the Top Employer Portugal accreditation for the second time. This certification recognizes excellence in people practices, following the example of our head office in France, which was certified Top Employer France for the eighth year in a row.

Job Description

The Market Risk Department supervises all Market Risk and P&L indicators of Natixis Global Markets activities.

The Market Data Hub team focuses on the quantitative daily control challenge, certifies, and feeds Front Office systems with
-
- day Market Data across several asset classes (equity, rates, and FX). This process uses an
- house application called MDM (Market Data Manager), used by international platforms (Paris, HK, NY).

Besides daily production, the analyst will perform daily and monthly tasks related to market data controls on different asset classes and update the market data framework.

The analyst will work on risk factors and market data across FX, equity, and Rates asset classes, and will actively:

1. Help produce presentations of results for internal committees with senior management.
2. Develop control and certification capacity by setting up and running challenges to the current algorithms used when assessing market data external providers.
3. Support the Market Data Hub team in creating daily certification tasks.
4. Assist in responding to client needs (CCA, Front Office, Econometrics, MRM, etc. ) daily.
5. Maintain an efficient and clean market data framework.

The analyst will collaborate closely with departments from Front Offices, FO Quants, market risk teams, and other risk methodologies teams.

Qualifications

• Advanced degree in computer science, data science, or finance.
• Proficiency in Python, SQL, Java, and experience with data manipulation and visualization libraries.
• Knowledge of interest rate, credit, FX, equity, and commodity products and risk factors.
• Experience in financial services or related fields is a plus.
• Strong desire to learn and make a meaningful impact in a dynamic environment.

Training/Skills Required

• Programming skills in Python, SQL, Java.
• Proficient in data APIs.
• Knowledge of Natixis valuation systems (Summit, Polypaths, Sophis, Murex) is a plus.
• Excellent communication and collaboration skills.
• Knowledge of financial products and markets is required.
• English proficiency is mandatory.

Additional Information

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