Senior Market Risk Analyst | Risk

Natixis in Portugal; Porto; Hybrid; EUR 40,000 - 65,000; Full time

Benefits offered by this job

Green Transportation Budget

Hybrid Work Policy

Honolulu Wellness Club

Prayer Room

Job summary

Natixis in Portugal, a Centre of Expertise within Groupe BPCE, seeks a Market Risk/PL analyst to monitor risk indicators, certify P&L metrics, and prepare reports for risk committees in a hybrid work setting.

The role emphasizes Python, Power BI, and a solid understanding of risk policies, with collaboration across IT and business lines. This position offers a hybrid schedule in Porto, Portugal.

Qualifications

• Knowledge of risk policies and processes.
• View of the full IT chain, business impact, audit recommendations and remediation.
• Familiarity with FRTB Regulation is a plus.

Responsibilities

• Monitors, analyzes and certifies quantitative risk indicators and reports variations daily and intraday.
• Computes and develops P&L types and reports economic P&L to relevant stakeholders.
• Performs consistency checks and maintains date referential mapping up-to-date.
• Consolidates Risk Reports daily, weekly and monthly and prepares Regulatory Risk reports quarterly.
• Prepares reports for Market Risk Committees and supports continuous improvements.
• Mentors junior analysts by sharing knowledge and providing guidance.

Tools

Python

Power BI

Power Platform

Job description

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.

Job Description

• 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.
• 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 organizations' 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 opportuniteis based on information analysis and reporting, in order to make recommendations and contribute for continuous improvements.
• Supports more junior Analyst by sharing knowledge, providing technical guidance, and providing constructive feedback to foster a collaborative and inclusive environment that promotes learning and growth.

Qualifications

• Python, Power BI, Power Platform.
• View of the full IT chain, business impact, audit recommendations and remediation.
• Company's risk policies and processes.
• Familiarity withFRTBRegulation is a plus.

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.

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