Risk and P&L Analyst

Natixis; Paris; Hybride; EUR 45 000 - 60 000; Plein temps

Résumé du poste

Une banque d'investissement à Paris est à la recherche d'un professionnel en analyse des risques pour intégrer l'équipe CCA. Le candidat idéal doit posséder au moins 2 ans d'expérience dans la gestion des risques et maîtriser les risques de marché, ainsi que l'anglais à un niveau C1. Ce poste est hybride et favorise la croissance personnelle au sein d'un environnement collaboratif.

Prestations

Opportunités de développement de carrière

Travail inclusif et collaboratif

Engagement sociétal via une fondation d'entreprise

Qualifications

• Minimum 2 ans d'expérience dans un poste similaire, dont au moins un an dans le domaine du risque ou du contrôle de produit.
• Compétences interpersonnelles excellentes et bonne capacité d'écoute.

Responsabilités

• Valider, contrôler et analyser quotidiennement les indicateurs liés au marché de crédit.
• Contrôler et analyser les tests de résistance hebdomadaires.
• Certifier les mouvements de VaR ainsi que la VaR stressée.
• Analyser et commenter l'évolution hebdomadaire des indicateurs des activités de marché de crédit.

Connaissances

Risques de marché (sensibilités, VaR, tests de résistance)

Risques de contrepartie (calcul de l'exposition, métriques xVA)

Instruments financiers et systèmes Front Office

VBA

Python

Anglais (niveau C1)

Formation

Diplôme de niveau supérieur

Description du poste

Job Description

You integrate the CCA (Control Certification & Analysis) team within the Risk Department, specifically in the Market and Counterparty Risk service. This team is responsible for analyzing and certifying the risk indicators as well as the results (P&L) of the Global Market activities of the Corporate and Investment Bank (CIB).

Within the CCA team dedicated to Credit / XVA, you are responsible for monitoring the activities of Credit Market.

On a daily basis, your tasks are to :

• Validate, control and analyze every day the indicators related to the scope of Credit Market, monitoring possible exceedances of quantitative risk limits;
• Control and analyze weekly stress tests, whether they are specific or global ;
• Certify movements of VaR (Value at Risk) as well as stressed VaR ;
• Analyze and comment on the weekly evolution of indicators of Credit Market activities, while consolidating the information in a report intended for the European Central Bank (ECB).

You work in an international environment, within a community of experts that places excellence, impact and collective action at the heart of everything it undertakes.

#TransformativeFinance

This position is based in Paris with the possibility of teleworking.

As a Top Employer, we place our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and flourish throughout your journey.

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

You also have the opportunity to commit yourself in favor of society and causes that are dear to your heart via 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 2 years of experience in a similar position, including at least one year in the field of risk, product control or risk management.

You master :

• Market risks (sensitivities, VaR, stress tests);
• Counterparty risks (exposure calculation, xVA metrics);
• Financial instruments and Front Office (FO) systems;
• VBA, and a mastery of Python would be a plus.

You have excellent interpersonal skills and a very good listening ability, you are :

• Recognized for your assertiveness;
• Appreciated for your teamwork.

You master English with a C1 level.