Credit Risk Quantitative Analyst (F/H)

Natixis

Job title:

Credit Risk Quantitative Analyst (F/H)

Company:

Natixis

Job description

Job Description:You are joining the Enterprise Risk Management (ERM) department and more specifically the Quantitative Risks Modelling team. This team works mainly on the exercises of redesign and improvement of risk measurement models in relation to the business line and in compliance with guidelines (internal and supervisory bodies). We also participate in the operational integration of the models developed and calibrations made and we manage relations with the business lines as part of changes to internal models. Finally, we present the methodological reviews to the validation committees both within Natixis and Groupe BPCE as well as, if necessary, to the supervisory bodies.On a daily basis, your job is to:

  • Define methodological principles for modeling credit risk;
  • Implement innovative methodologies to expand scope and/or improve current models;
  • Implement more efficient and effective analysis tools and methods as part of model monitoring;
  • Monitor regulatory developments and integrate them into internal models;
  • Follow and implement the recommendations of the control bodies and associated remediation plans.

#TransformativeFinanceThis position is based in Paris with the ability to work remotely.As a top employer, we put our people first. Internal mobility, career development and training systems allow you to grow and flourish throughout your career.You are operating in a hybrid, inclusive and collaborative work environment.You also have the opportunity to be involved in society and causes that are important to you 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 line). Automatic translationAbout 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 the Global Financial Services division 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+).

Expected salary

Location

Paris

Job date

Fri, 13 Dec 2024 05:46:33 GMT

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