Senior Market Risk Analyst XVA

Natixis; Paris; Hybride; EUR 60 000 - 90 000; Plein temps

Résumé du poste

A leading financial services company is seeking a Market Risk Senior Analyst on XVA in Paris. The role involves validating risk indicators, participating in stress tests, and collaborating with cross-functional teams. The ideal candidate will have over 7 years of experience, including expertise in market and counterparty risks, with a strong command of financial instruments and programming skills.

Qualifications

• Minimum 7 years experience in Risks/Product control or Risk Management.
• Proficient in market risks, counterparty risks, financial instruments.
• C1 level English proficiency required.

Responsabilités

• Validate and analyze risk indicators related to XVA on a daily basis.
• Analyze weekly stress tests and certify the movements of VaR.
• Participate in inspections and manage quarterly settlements.

Connaissances

Market risks

Counterparty risks

Financial instruments

VBA

Python

Formation

Higher education

Description du poste

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Within Market Risk (a department of the Risk Division), the CCA (Control Certification & Analysis) team is responsible for analysing and certifying the risk and P&L indicators on CIB’s Global Market activities. Within the CCA Credit/Xva team, the analyst will follow up on the XVA Desk.

On a daily basis, your tasks are to:

• Validate, monitor and analyse indicators related to the XVA scope on a daily basis, by monitoring quantitative risk limit exceedances;
• Monitor and analyze weekly stress tests (specific and global) and certify the movements of VaR and stressed VaR;
• Analyze daily movements of exposures, Monitor the invoicing by the XVA Desk on new customer transactions and follow the monthly FairVA process for hedging portfolios;
• Analyze and comment on the weekly evolution of the indicators of the XVA activities, while consolidating the information in a report intended for the ECB;
• Actively participate in inspections (JST, OSI, IG, permanent control) and manage quarterly settlements by validating with the Finance department and responding to the Statutory Auditors (CAC).

As a Market Risk Senior analyst on XVA, you participate in the validation processes of new products processed by the front office, to projects impacting the XVA business, and interact with other risk divisions on counterparty risk topics. You design and develop tactical tools to facilitate analysis or data retrieval, and ensure validation of impact measures during release upgrades or new implementations on computing systems.

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

#TransformativeFinance

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

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 career.

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 line of business).

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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 7 years of experience in similar functions including 4 minimum in Risks/ Product control or Risk Management.

You are proficient:
- Market risks (sensitivities, VaR, stress test);
- Counterparty risks (exposure calculation, xVA metrics);
- Financial instruments and FO systems;
- VBA and a master of Python would be a plus.

You have an excellent relationship, a very good listening ability, you are:
- Recognized for your assertiveness;
- Appreciated teamwork.

You master English with a C1 level.