Quantitative Valuation Risk Analyst

Natixis; Charenton-le-Pont; Hybride; EUR 60 000 - 80 000; Plein temps

Résumé du poste

A leading global financial institution is seeking a Valuation Risk Analyst in Charenton-le-Pont. This role involves monitoring market parameters, producing financial instrument valuations, and working collaboratively within the Market Risk department. The ideal candidate has at least 6 years of experience in risk or valuation functions, is proficient with financial products and tools, and is fluent in English. A hybrid working model is offered.

Prestations

Internal mobility opportunities

Career development and training

Corporate social responsibility initiatives

Qualifications

• At least 6 years of experience in risk or valuation functions.
• Fluency in English at B2 level.
• Excellent relationship and listening skills.

Responsabilités

• Monitor and analyze market parameters for Trading desks.
• Produce bi-monthly valuation adjustments for financial instruments.
• Calibrate shocks for market reserves and AVAs.

Connaissances

Financial products expertise

Valuation techniques proficiency

Programming in Python

Financial software packages (Sophis, Murex, Summit)

Formation

Higher education degree

Description du poste

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: A1, Fitch Ratings: A+, R&I: A+).

Job Description

You join the Valuation Risk – Rates, FX & Inflation team within the Market Risk department as a Valuation Risk Analyst.

Your daily tasks are:

• Monitor and analyze market parameters for the Trading desks, focusing on rates, exchange rates and inflation;
• Produce a bi-monthly valuation adjustment of financial instruments (IPV) in the areas of rates, FX and inflation;
• Calibrate the shocks necessary for the calculation of market reserves and MPU and COC AVAs;
• Improve the production process of the IPV Fair Value adjustment through analysis tools and incident management;
• Analyse transactions on the Rates markets, FX and Inflation via backtests on the Totem service and provide elements of observability of input parameters.

As a Valuation Risk Analyst, you play a key role in setting up and updating the bank’s valuation risk framework. This role requires regular interaction with various departments within Market Risk, such as ERM, MRM, Econometrics, P&L, and Trading, requiring a sophisticated technical approach and the ability to rise to the occasion in order to support the evolution of our mandate and the strategic ambitions of the division.

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.

#TransformativeFinance

This position is based in Charenton-le-Pont with the opportunity to work remotely.

As a Top Employer, we place our employees at the centre of our attention. Internal mobility, career development and training 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 commit yourself to society and causes that are close to your heart through our corporate foundation.

About the recruitment process

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

Required Skills/Qualifications/Experience

About you: If you recognize yourself in the following description, you are made to work with us!

With a higher education, you have at least 6 years of experience in risk or valuation functions.

You are proficient:

• Financial products, in particular exotic products on Rates and FX;
• The techniques for valuing these products and the models used;
• Office tools, with excellent command of a programming language, preferably Python;
• Financial software packages such as Sophis, Murex or Summit.

You have an excellent relationship, a very good listening ability, you are:

• Dynamic and autonomous;
• Rigorous;
• Attention to detail.

You are fluent in English with a B2 level.