Senior Risk Quantitative Analyst | Risk

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 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.

As part of your daily responsibilities, you will be required to:

• 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? If you recognize yourself in the following description, you are made to work with us:

• 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++.
  • Banking business lines such as financing products or market products.
  • Regulatory requirements (EBA guidelines, CRR3, CRR4, etc.).
• You possess:
  • Synthesizing skills, rigor, strong writing and oral presentation skills, and autonomy.
  • 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. 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.