Risk Framework Independent Price Verification Market Data Analyst

Company Description

Natixis is part of the Global Financial Services business unit, the global branch of Groupe BPCE, specializing in Asset & Wealth Management and Corporate & Investment Banking, with nearly 16,000 employees across 38 countries.

Groupe BPCE is the second-largest banking group in France, operating through its two retail banking networks, Banque Populaire and Caisse d’Epargne.

The mission of Natixis in Portugal is to revolutionize traditional banking services by developing innovative solutions for the bank's business, operations, and work culture, acting as a key driver of the company's culture of agility and innovation. Teams of IT and Banking Support Activities work in an integrated, inclusive, and transverse manner, supporting all the business lines and country platforms.

Job Description

Team presentation and main goal:

The Market Risk Department supervises all Market Risk and P&L indicators of Natixis Global Markets activities.

The mandate of the IPV Market data team is based around the daily quantitative control challenge, certifying and feeding FO systems with end of day Market Data across various asset classes (equity, rates, credit, and FX). This process is executed using an in-house dedicated application called MDM (Market Data Manager), used by different international platforms (Paris, HK, NY, and London).

In addition to daily production, the analyst will be responsible for performing daily and monthly tasks related to IPV controls on various asset classes (equity, rates, credit, and FX).

Main tasks and goals:

The analyst will address risk factors and market data across all asset classes (Equity, Rates, FX, Credit) and will actively: 

• Assist in producing presentations of results for internal committees with senior management
• Develop control and certification capacity by establishing and executing proper quantitative and qualitative challenges to the current algorithm used when evaluating market data external providers
• Support the IPV Market data team in creating daily certification tasks
• Support the IPV Market data team in performing IPV controls on a monthly basis
• Assist in responding to clients' needs ( CCA, Front office, Econometrics, MRM, etc.) on a daily basis

The Analyst will closely collaborate with multiple departments from Front Offices / FO Quants to various market risk teams and other risk quantitative methodologies teams. 

Qualifications

Preferred background:

• Engineering, Mathematics, Statistics, Mathematics applied to Finance
• Prior professional experience in IT for markets, Risk or FO engineering, with 1-3 years of experience;
• Initial experience in Finance / Capital Markets and or Risk - a minimum of 1-year experience;
• Familiarity with at least one of the segments from: Equity, Credit, Rate, Commodities, FX.

Technical knowledge:

• Object-oriented programming (Python, C#, Hadoop, SQL)
• Mathematics or Mathematics applied to Finance 
• Techniques for valuing derivatives products
  
  Mandatory level of English

Soft Skills:

• Autonomy and initiative / Curiosity
• Team player 
• Strong written and verbal communication
• Ability to be a go-to person in a field of expertise

Only CV´s in English will be considered.

Additional Information

Early morning. Campo 24 de Agosto. In 4 minutes, you're clocking into the office. After grabbing a coffee and some fresh fruit, pick up your laptop and choose your spot for the day. It's going to be a busy one: French class before lunch, followed by a quick medical appointment at the Natixis doctor's office.
 
Lunch break. Eat outside on the large terrace (check out your plants in the Urban Garden, they're ready to harvest!) or, if you're in the mood for a walk, head downtown for lunch.
 
Back to work. A quick sprint review (wishing a virtual happy birthday to the Paris colleague who just turned 35). Time flies in the afternoon (tasks, reports, calls, and a few jokes with your team). End the day on a high note with a game on the PlayStation or the final match of the ping-pong tournament.
 
Tomorrow, you'll complete that certified technical training, and the day after, you'll work from home, perhaps taking the opportunity to do that online course on Udemy. Once you've completed your tasks for the day, you could visit the office for a board games session or join the rehearsal of one of Natixis bands. If you're looking for something more active, meet your colleagues for some surfing or join them in a football match.