Solvency Metrics Analyst - Finance

Natixisinportugal; Porto; Hybrid; EUR 45,000 - 65,000; Full time

Benefits offered by this job

Hybrid work policy

Green Transportation Budget

Wellbeing initiatives (Honolulu Club)

Prayer Room

Lactation Room

Job summary

Natixis in Portugal is seeking a qualified professional to audit market and solvency indicators in Porto, covering Credit Risk, Counterparty Risk, Market Risk, CVA and Large Exposures. You will support regulatory reporting, ensure data quality, and collaborate with Risk, LOD2, and Groupe BPCE teams.

The role requires fluent English, experience in Banking Regulatory Calculation, and strong MS Office / Power BI skills. A hybrid work policy and ESG/DEI initiatives are part of the workplace culture.

Qualifications

• Academic background in Economics, Finance, or Management.
• Fluent English is mandatory.
• Experience in Banking Regulatory Calculation is required.
• Knowledge of Regulation/norms and Banking Accounting is beneficial.

Responsibilities

• Calculate and analyse solvency metrics across Credit Risk, Counterparty Risk, Market Risk, CVA and Large Exposures.
• Perform first-level controls during production cycles and formalise the control framework.
• Conduct case-by-case analyses for internal stakeholders and explain variations and trends.
• Enhance in-house calculation tools and streamline processes with automation where possible.
• Draft and maintain operating procedures to reflect evolving regulations.

Skills

Fluent English

Banking Regulatory Calculation

Power BI

MS Excel

Regulation knowledge

Education

Economics/Finance/Management

Tools

Excel

Power BI

Job description

As a member of Solvency Calculation team in Porto you will be in charge of auditing market risk indicators calculated under the current framework (standardized and internal model approach) and the target FRTB framework.

Key Responsibilities

• Calculate and analyse solvency metrics across all relevant perimeters, including Credit Risk, Counterparty Risk, Market Risk, CVA and Large Exposures. Contribute to the production process, financial communications and ad hoc reporting, ensuring compliance with regulatory requirements and internal policies while providing insights to support decision-making.
• Perform first-level controls during production cycles and formalise the control framework for monthly and quarter-end closings to ensure the accuracy and reliability of regulatory indicators. Identify and elevate issues and risks to the appropriate stakeholders.
• Conduct case‑by‑case analyses for internal and external stakeholders, including the Risk Department, the LOD2 team and Groupe BPCE. Explain variations and trends, and propose action plans to mitigate risks and improve performance.
• Enhance in‑house calculation tools, ensuring they remain reliable and aligned with evolving business and regulatory requirements. Identify opportunities to simplify and improve the calculation environment by streamlining processes, automating recurring tasks and strengthening data quality and controls. Work with relevant stakeholders to define and implement enhancements, support testing and deployment, and promote the efficient and consistent use of the tools.
• Draft and maintain operating procedures and control documentation to reflect evolving regulations and internal policies, and to improve the efficiency and effectiveness of regulatory reporting processes.

Qualifications

• Academic background in Economics, Finance, and Management;
• Fluent English (mandatory);
• Banking Regulatory Calculation experience;
• Knowledge of MS Office (Excel), Power BI, Regulation or norms;
• Knowledge of Banking Accounting;
• Result oriented;
• Team spirit & transversally;
• Proactive and Rigorous;
• Curiosity and autonomous thinking.

We will only consider English cv's.

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.