Senior Market Risk Analyst

Natixis in Portugal; Portugal; Híbrido; EUR 50 000 - 70 000; Tempo integral

Resumo da oferta

A financial services company in Portugal is seeking an experienced professional to monitor and analyze quantitative Risk indicators and manage various types of P&L. The ideal candidate will have over 5 years of experience in finance and a Master's degree in finance or mathematics. Proficiency in Excel and Power BI is required, along with strong analytical and communication skills. This role includes mentoring less experienced staff and ensuring compliance with banking regulations.

Serviços

Green Transportation Budget

Flexible Hybrid Work Policy

Wellness initiatives

Qualificações

• Over 5 years' experience in finance or market risk.
• Good knowledge of financial products and banking regulations.
• Strong analytical skills and ability to propose solutions.

Responsabilidades

• Monitors and analyzes quantitative Risk indicators.
• Calculates organization’s different types of P&L.
• Conducts audits of economic and risk theoretical P&Ls.
• Prepares reports for Market Risk Committees.
• Acts as a mentor to less experienced staff.

Conhecimentos

Analytical skills

Communication skills

Teamwork orientation

Fluency in English

Proficiency in Excel

Proficiency in Power BI

Formação académica

Master's degree in finance or mathematics

Descrição da oferta de emprego

Overview

Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide. As part of Groupe BPCE's international division, Natixis in Portugal designs and delivers solutions for its two core areas - Corporate & Investment Banking and Asset & Wealth Management - as well as transversal services that support all entities across the Group. With more than 3,000 employees representing 46 nationalities, the teams work across Information Technology, Banking Support Activities, and Compliance, in an integrated, inclusive, and cross-functional way, supporting all business lines and platforms of the Group. A disruptive mindset and a culture of proximity and agility identify Natixis in Portugal Team and reflect the company\'s mission to transform traditional banking at a global scale: a perfect match in the Portuguese dynamics and entrepreneurial ecosystem.

Responsibilities

Generic responsibilities:

• Monitors, analyzes and certifies quantitative Risk indicators (e.g.: Specific/Global Stress-Tests, Reverse Stress-Tests, VaR, sVaR, SRAB, Volcker, etc.) following-up on daily variations as well as intraday movement, to guarantee limit consumption control, ensure daily as well as monthly reporting and consolidation as well as alert Business Lines and to Risk Mandates limit breaches and loss.
• Computes and develops the organization\'s different types of P&L (e.g.: economical, actual hypothetical, explain, risk theoretical and accrued) as well reporting economic P&L to the relevant departments and stakeholders within the organization and the group.
• Conducts daily analyzes and audits of the economic, actual, hypothetical and risk theoretical P&Ls certifying them in order to monitor them and understand their daily/weekly P&Ls variations.
• Computes Prudent Value Adjustment on Market Price Uncertainty, Close-Out Costs, Some Model Risk Components (such as Mean Reversion, Unearned Credit Spreads and Investing and Funding Costs) on a quarterly basis.
• Computes market risk reserves in order to report their variation and level on a monthly basis.
• Performs consistency checks between day to day processes and the controls/referential as well as maintaining the date referential mapping (e.g. Homologated books / non-homologated books) up to date.
• Consolidates the organization\'s Risk Reports on a daily, weekly and monthly basis as well as producing Regulatory Risk reports (ACPR, JST,...) on a quarterly basis.
• Prepares reports and all the necessary support document for the Market Risk Committees.
• Identifies improvement opportunities based on information analysis and reporting, in order to make recommendations and contribute for continuous improvements.

Specific Responsibilities

• Acts as a mentor to less experienced staff, explaining relevant procedures and providing technical skills development and spread best practices.
• May support the team leader or team manager coordinating resources effectively to ensure successful project execution, alignment with organizational goals, and timely delivery of high-quality solutions.

Qualifications

• Higher education (Master\'s degree or equivalent) in finance and/or mathematics applied to finance;
• Over 5 years\' experience in finance/market risk;
• Good knowledge of financial products, financial risk indicators, and banking regulations;
• Proficiency in office tools, particularly Excel and Power BI;
• English Fluency (mandatory).
• Rigorous, with strong analytical skills and the ability to make proposals;
• Communication skills;
• Teamwork orientation and quality in communication.

We will only consider English Cv\'s.

Additional Information

Our workplace reflects the vibrant spirit of our locations, with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club, a Prayer Room, a Lactation Room, and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.