Hybrid Solvency Risk Metrics Analyst

Natixis; Porto; Hybrid; EUR 60,000 - 90,000; Full time

Benefits offered by this job

Green Transportation Budget

Honolulu Wellness Club

Lactation Room

Job summary

Natixis in Portugal invites applications for a role in the Solvency Calculation team in Porto. You will audit market risk indicators under the current framework and the target FRTB framework, contributing to accuracy, reporting and regulatory compliance.

The role requires experience in Banking Regulatory Calculation, plus proficiency in Excel and Power BI. You will work cross-functionally with risk and other teams, improving tools, processes and data quality in a hybrid work environment.

Qualifications

• Academic background in economics, finance and management.
• Banking Regulatory Calculation experience.
• Knowledge of Excel and Power BI; Regulation or norms.
• Knowledge of Banking Accounting.
• Results oriented.
• Team spirit & cross-functional collaboration.
• Proactive and rigorous in approach.
• Curiosity and autonomous thinking.

Responsibilities

• Calculate and analyse solvency metrics across perimeters (Credit Risk, Counterparty Risk, Market Risk, CVA, Large Exposures).
• Support production processes, reporting and regulatory compliance with insights for decision-making.
• Perform first-level controls during production and close cycles; formalise control framework.
• Analyze variances and trends for internal/external stakeholders (Risk, LOD2, Groupe BPCE).
• Enhance in-house calculation tools and streamline processes; improve data quality and controls.
• Draft and maintain operating procedures and control documentation to reflect evolving regulations.

Skills

Economics

Finance

Management

Banking Regulatory Calculation

Excel

Power BI

Regulation knowledge

Banking Accounting

Team spirit

Proactive

Rigorous

Autonomous thinking

Education

Economics/Finance/Management degree

Tools

MS Office (Excel)

Power BI

Job description

Natixis in Portugal invites applications for a role in the Solvency Calculation team in Porto. You will audit market risk indicators under the current framework and the target FRTB framework, contributing to accuracy, reporting and regulatory compliance.

The role requires experience in Banking Regulatory Calculation, plus proficiency in Excel and Power BI. You will work cross-functionally with risk and other teams, improving tools, processes and data quality in a hybrid work environment.