Head of Solvency Metrics Analytics & Controls (Hybrid)

Natixis NY Branch; Paris; Hybride; 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

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.