Senior Risk Quantitative Analyst - Hybrid & Global Impact

Natixis in Portugal; Porto; Híbrido; EUR 60 000 - 95 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Hybrid work policy

Green Transportation Budget

Honolulu Wellness Club

Resumo da oferta

Natixis in Portugal is seeking a Risk Quantitative Analyst within the Enterprise Risk Management division. You will monitor internal models used for credit, market, and counterparty risk, driving backtests and calibration under ERM Paris guidelines in a dynamic international setting.

The role requires a Master’s/PhD in statistics or mathematics, 2–5 years in risk, and strong SAS, Python, and C++ skills, with good English. Hybrid work arrangements are offered.

Qualificações

• Master’s/PhD in statistics and mathematics or equivalent with specialization in data science.
• 2–5 years of experience in risk in banking or consulting.
• Solid knowledge of statistics, econometrics, and regulatory guidelines.

Responsabilidades

• Monitor performance of internal risk models (credit, market, counterparty) in an international setting.
• Improve analysis tools and backtesting processes to boost efficiency.
• Present monitoring results to Model Ongoing Monitoring committees at group level.
• Coordinate with Paris-based teams to review backtesting results and calibrate models.

Conhecimentos

Statistical modelling

Risk management

SAS

Python

C++

Regulatory requirements

Communication

Formação académica

Master’s/PhD in statistics or mathematics

Ferramentas

SAS

Python

C++

Descrição da oferta de emprego

Natixis in Portugal is seeking a Risk Quantitative Analyst within the Enterprise Risk Management division. You will monitor internal models used for credit, market, and counterparty risk, driving backtests and calibration under ERM Paris guidelines in a dynamic international setting.

The role requires a Master’s/PhD in statistics or mathematics, 2–5 years in risk, and strong SAS, Python, and C++ skills, with good English. Hybrid work arrangements are offered.