Senior Risk Quantitative Analyst - Hybrid & Global Impact

Natixis; Porto; Híbrido; EUR 45 000 - 65 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Green Transportation Budget

electric bikes

flexible Hybrid Work Policy

Honolulu Wellness Club

a Prayer Room

a Lactation Room

themed Villages

Resumo da oferta

Natixis in Portugal, part of Groupe BPCE, is seeking a Risk Quantitative Analyst within the ERM department to monitor risk measurement models across credit, market and counterparty risk in an international environment.

You will backtest and calibrate models, optimize monitoring tools, present findings to Model Ongoing Monitoring committees, and coordinate with Validation teams in Paris to ensure governance and regulatory alignment.

Qualificações

• 2–5 years of risk experience in banking or consulting.
• Strong background in mathematics, statistics and econometrics.
• Proficiency in SAS, Python and C++.
• English proficiency; CVs in English only.

Responsabilidades

• Monitor performance of risk measurement models (Credit, Market, Counterparty).
• Optimize analysis tools and backtesting methods for efficiency.
• Present results at Model Ongoing Monitoring committees.
• Coordinate with Validation teams to update procedures.
• Perform calibrations following backtesting conclusions.

Conhecimentos

SAS

Python

C++

Mathematics

Statistics

Econometrics

Quantitative Risk

Formação académica

Master's/PhD in Statistics/Mathematics

Descrição da oferta de emprego

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 ROLE AND MISSIONS

Within the Risk Division, the "Enterprise Risk Management" (ERM) department is notably responsible for the definition and development of all risk models:

• Market, Credit, Counterparty, and Operational Risks.
• IFRS9 Provisions.
• Fair Value Adjustments and AVA (Additional Valuation Adjustments).
• Stress Tests.
• Economic Capital.

As a Risk Quantitative Analyst, you will be responsible for monitoring the performance of risk measurement methodologies and models (Credit, Market, and Counterparty) in a dynamic international environment, fostering constant communication with Risk Experts and the Front Office.

• Monitor the performance of internal models in compliance with the procedures established by ERM Paris and supervisor guidelines.
• Optimize analysis tools and methods to ensure increased efficiency during model monitoring, particularly through regular backtesting exercises.
• Present performance monitoring results at Model Ongoing Monitoring committees both within GFS and at the BPCE Group level.
• Ensure procedures are kept up to date and coordinate the review of backtesting results with the Validation teams, in collaboration with quantitative analysts based in Paris.
• Perform the necessary calibrations following the conclusions of the backtesting exercises.

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

Qualifications Who are you?

Holding a higher education degree (Master's/PhD or equivalent) in statistics and mathematics (engineering school or university equivalent with a specialization in Data Science).

You have a provenexperience (between 2 to 5 years) in the field of risk on technical and regulatory aspects in a banking environment (preferably in Corporate and Investment Banking) and/or in consulting.

• You have a good knowledge of: Mathematics, statistics, and econometrics, supplemented by a good knowledge of SAS, Python, and C++.
• You have a good knowledge of: Banking business lines such as financing products or market products.
• You possess: Synthesizing skills, rigor, strong writing and oral presentation skills, and autonomy.
• You possess: Excellent interpersonal skills, particularly facilitating communication and the presentation of work results to decision-makers, as well as great listening skills.
• Good level of English
• We will only be accepting CV in english.

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.

• Green Transportation Budget
• electric bikes
• flexible Hybrid Work Policy
• Honolulu Wellness Club
• a Prayer Room
• a Lactation Room
• themed Villages

Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.