Credit Stress Test Quantitative Analyst

Job Description:

Company Description

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+).

Job Description

You are joining the Forward Looking & Stress Test Modelling (FLSTM) team as an Analyst Quantitative Stress Test Credit (IFRS9). The team evolves in a very stimulating environment. You are required to exchange with experts (Risks, Finance, Front Office), in Paris and internationally, in order to identify new risk situations, or to understand the characteristics and risk factors of our portfolio.
The team's work is of a strategic nature for the needs of the Bank's management, where the Senior Management expects an insight into the quality of the portfolio in different scenarios of the economic context.
On a daily basis, your missions are to:
* Conduct the redesign work, for monitoring and improving internal models for projecting risk parameters in compliance with internal modeling guidelines and those of the supervisor;
* Present the methodological reviews to the validation committees within both Natixis and Groupe BPCE, and where applicable to the supervisory bodies;
* Participate in the operational integration of the developed models and calibrations;
* Manage relationships with the Finance or IT departments in the context of internal model evolutions;
* Develop more efficient and effective analytical tools and methods as part of the monitoring of models, and conduct ad-hoc quantitative studies related to internal models.
You work in an international environment, within a community of experts that places excellence, impact and collective action at the heart of everything it undertakes.

#TransformationFinance

This position is based in Paris with the possibility of telecommuting.

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 process

You will be contacted by one of our recruiters before meeting with our business experts (manager, team member or business line).

Required Skills/Qualifications/Experience

About you: If you recognize yourself in the following description, you are made to work with us!

With a higher education in statistics and mathematics, you have proven experience in the field of risk on technical and regulatory aspects in banking (ideally in BFI) and/or in consulting.

You master:

* Statistics and econometrics, complemented by excellent knowledge of SAS and Python;
* The professions of structured and corporate financing;
* The regulatory requirements (EBA Guidelines, CRR3, CRR4, etc.) and IFRS 9 standards.

You have excellent interpersonal skills, a very good ability to listen, you are:

* Rigorous and autonomous;
* Appreciated for your summarizing spirit as well as for your writing and communication skills in order to present the work to the Senior Management.

You master English with a C1 level