Head of Solvency Metrics Analytics and Controls

Natixis NY Branch; Paris; Sur place; EUR 140 000 - 170 000; Plein temps

Résumé du poste

Natixis Corporate & Investment Banking in Paris is seeking a Head of Solvency Metrics Analytics and Controls to lead the Solvency Metrics Analytics & Controls team, based in Paris with home-working option, reporting to the MC&R department within the Finance function.

You will manage RWA calculations, oversee risk reporting, guide a 10-person team, ensure regulatory compliance Basel/CRD, and drive continuous improvement in stress testing and ICAAP.

Qualifications

• At least 7 years of experience in prudential and regulatory risks (Basel, CRD VI, CRR III...).
• Initial experience in team management.
• Proficient in production and analysis of RWA for prudential ratios.
• Experience with counterparty credit risk and stress testing.

Responsabilités

• Manage calculations and produce Natixis' capital requirements (RWA), leverage ratio and large exposures.
• Oversee production, certification, and analysis of RWA credit, counterparty, CVA, and market risks.
• Participate in internal and external stress-test calculations and ICAAP.
• Contribute to regulatory developments and transformation projects for the Finance Department and the CIB.
• Support and develop the skills of the team’s employees.

Connaissances

RWA calculation

Counterparty risk

Team management

Regulatory risk (Basel CRD/CRR)

Change management

English proficiency

Formation

Higher education

Description du poste

Head of Solvency Metrics Analytics and Controls

• Permanent
• 20590
• Paris

Company Description

Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.

Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.

As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d’Epargne retail networks, Natixis CIB benefits from the Group’s financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A2, Fitch Ratings: A+,R&I: A+).

Job Description

Within the Financial Department, the Metrics Calculation & Reporting (MC&R) department is responsible for calculating prudential indicators (Solvency and ALM-Liquidity) as well as producing periodic and prudential reports.

Within MC&R and in connection with the Solvency Metrics Calculation team in Porto, you will be responsible for the Solvency Metrics Analytics & Controls team in Paris composed of about 10 people.

On a daily basis, your tasks are to:

• Manage the calculations and produce Natixis' capital requirements (RWA), leverage ratio and large exposures;
• Manage the production process, certification, and analysis of RWA credit, counterparty, CVA, and market risks, using a standard approach and an internal model;
• Participate in the various internal and external stress-test calculations and in the production of the ICAAP (Internal Capital Adequacy Assessment Process);
• Participate in the implementation of regulatory developments and transformation projects for the Finance Department and the CIB;
• Ensure the support and development of the skills of the team’s employees.

You work in an international environment, within a community of experts who place excellence, impact and collective action at the heart of everything they do.

This position is based in Paris with the possibility to work from home.

We place our employees at the center of our attention. Internal mobility, career development and training programs allow you to grow and flourish throughout your journey.

You work in a hybrid, inclusive and collaborative working environment.

You also have the opportunity to engage in favor of society and causes that are important to you through our corporate foundation.

About the recruitment process

You will be contacted by one of our recruiters before meeting our business experts (manager, team member or business sector).

Required Skills/Qualifications/Experience

About you: If this is your description, you are made to work with us! With a higher education, you have at least 7 years of experience and are proficient in prudential and regulatory risks (Basel, CRD VI, CRR III...). You also have initial experience in team management.

You master:

• The production and analysis of RWA as part of calculating prudential ratios;
• The field of counterparty credit risks;
• Team management and leadership;
• Support for change management.

You have excellent interpersonal skills, a very good ability to listen; you are:

• Recognized for their ability to structure, lead, and support teams in demanding environments;
• Ability to challenge and support employees in leading change.

You are proficient in English with a C1 level.