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Natixis in Portugal

Senior Valuation Analyst | Risk

AI overview

Contribute to the quantitative control of market data across asset classes by developing Python-based solutions and collaborating with multiple departments.

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

Market data Hub team mandate is centered around the quantitative daily control challenge, certifies and feeds FO systems with end of day Market Data across several asset classes (equity, rates, and FX). This process is done using an in-house dedicated application called MDM (Market Data Manager) which is used by the different international platforms (Paris, HK and NY).

Besides the daily production the analyst will be responsible to perform daily and monthly tasks related to market data controls on different asset classes (equity, rates, and FX) and update on the market data framework.

The analyst will intervene on risk factors and market data across FX, Equity, Rates and Credit asset classes, and will actively: 

  • Execute the daily market data certification process, providing expert advice for complex discrepancies and defining the analytical standards for consistency and convergence testing.
  • Develop, maintain, and adapt tactical solutions and scripts (primarily Python) to support new production needs.
  • Define and document functional specifications for new data structures and systems to support the ongoing evolution of the firm's valuation and market data architecture.
  • Collaborate and reply to requests from multiple departments/clients (CCA, Front office, Econometrics, ERM, IT Risk, etc.) on a daily basis.
  • Maintain an efficient and clean market data framework, promoting the continuous improvement of the processes and tools developed by the team.
  • Master’s degree in a highly quantitative field such as Financial Engineering, Computer Science, Physics, or Mathematics.
  • Proficiency in programming languages such as Python and SQL, as well as experience with data manipulation and visualization libraries.
  • Strong knowledge of interest rate, credit, FX, equity and commodity products and risk factors.
  • 3+ years of direct experience working in a quantitative market risk or similar role within the financial services industry.
  • Demonstrated ability to solve complex, unstructured problems and deliver robust, well-documented solutions.
  • Programming skills (python, SQL).
  • Proficient in data APIs.
  • Excellent communication and collaboration skills, with the ability to effectively convey complex technical concepts to non-technical stakeholders.
  • Knowledge in financial products and financial market is required.
  • English speaker is mandatory.

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.

Perks & Benefits Extracted with AI

  • Wellness initiatives including Prayer Room and Lactation Room: Wellbeing initiatives such as the Honolulu Wellness Club, a Prayer Room, and a Lactation Room.
Natixis in Portugal

Natixis in Portugal is fully integrated in the global organization of Natixis, a French multinational financial services firm specialized in Asset & Wealth Management, Corporate & Investment Banking, Insurance and Payments. A subsidiary of Groupe BPCE, Natixis counts nearly 16.000 employees across 38 countries.Based in Porto, Natixis Centre of Expertise mission is to transform traditional banking by developing innovative solutions for the bank’s business, operations and work culture worldwide, 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 transversal way, supporting all the business lines and country platforms.Natixis in Portugal is the best combination of a “start-up mindset” with a large, solid structure. Its unique culture gives true meaning to a “beyond banking” personality: to be a real entrepreneur, self-challenging, ever striving to excel and go that extra mile.

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