Credit Stress Test Quantitative Analyst (M/F) - 4-Month Fixed-Term Contract

Natixis

  • Paris
  • Contrat
  • Temps-plein
  • Il y a 23 jours
Job Category: RISKS & CONTROLJob Description:You are joining the Forward-Looking & Stress Test Modelling (FLSTM) team as a Quantitative Stress Test Analyst Credit/ IFRS9. The team evolves in a very stimulating environment in which exchanges with risk experts, finance and the Front-Office, based in Paris and within international platforms, are nurtured and permanent to identify new risk situations or to better understand the characteristics and risk factors of our portfolio.The team's work is of a strategic nature for the management needs of the Bank where the Senior Management expects an insight into the quality of the portfolio in different scenarios of evolution of the economic context.On a daily basis, your missions are to:
  • Lead the redesign work, of monitoring and improvement of internal models for projecting risk parameters in accordance with internal modeling guidelines and those of the supervisor;
  • Present the methodological reviews to the validation committees within both Natixis and Groupe BPCE and, if applicable, to the supervisory bodies;
  • Participate in the operational insertion of developed models and calibrations;
  • Manage relationships with business lines, Finance, or IT department as part of internal model evolutions;
  • Develop more efficient and effective analytical tools and methods for model tracking and perform ad hoc quantitative studies related to internal models.
You work in an international environment, within a community of experts who place excellence, impact and collective action at the heart of everything they undertake.#TransformativeFinanceThis position is based in Paris with the possibility to telecommute.As a Top Employer, we place our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and flourish throughout your journey.You evolve in a hybrid, inclusive and collaborative work environment.You also have the opportunity to commit yourself in favor of society and causes that are dear to your heart through our corporate foundation.About the recruitment processYou will be contacted by one of our recruiters before meeting with our business experts (manager, team member or business stream).About Us:Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d'Epargne retail networks, Natixis CIB benefits from the Group's financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A1, Fitch Ratings: A+, R&I: A+).

Natixis