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+).
Main Responsibilities:
Support the Traded Risk team on Certification, Control and Analysis of the traded risks of Natixis APAC.
The primary focus is on Tokyo activities, but the candidate can be involved in the monitoring of the other activities in APAC.
Consolidate and Certify risks indicators (VaR, SVaR, STS, Main Greeks) & P&LProduce risks indicators and daily P&L reports
Explain the P&L using risk-based attribution
Perform analysis of limits vs. consumptions, breach, warning, loss alerts, VaR back-testing exception, significant moves, stress testing on trading portfolios
Analyze and comment Volker/LBF KPI, Client Contribution and traded positions
Participate in the RIM daily production process
Help the team perform consolidated reporting to Senior Management on a weekly, monthly and ad-hoc basis
Work closely with local trading, forward risks, IPV, Finance & other teams of the firm (Operations, Internal Audit, etc.) on Product Control and Market Risks related matters
Required Skills:
A quantitative background in science, mathematics, or engineering
Prior experience in basic VBA, spreadsheets creation / maintenance, SQL is a plus
Good presentation and synthesis skills
Detailed oriented and ability to work independently
Fluent in English
Strong knowledge of current financial regulations is a plus
Fluent in English
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