IT Quant - Market Risk Var

Descripción del puesto:

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 team of market risk calculators, which is made up of professionals spread between Paris and Porto. In this team, we are working to develop and maintain a set of distributed market risk indicators calculation tools used in our marketplaces in Europe, Asia and the Americas, including producing Value At Risk (VaR) and the Incremental Risk Charge (IRC).
On a daily basis, your mission is to:
* Participate in projects and functional evolutions by modeling and implementing financial product descriptions (development mainly in Java and Scala) ;
* Improve and extend the pricing library Scénarisk to other financial products;
* Investigate differences in price and performance in computation time;
* Implement visualization and analysis tools for various functionalities;
* Test, validate and assist with delivery in production environment.
The technical stack used is Java, Scala, data visualization tools.
Our work methodology is agile and you are integrated into our IT community.

#TransformativeFinance
The position is based in Paris and at home it's 10 days of teleworking per month, 15 to 17 days of RTT per year, on-site services such as catering, gym or corporate concierge. Our remuneration consists of a fixed amount, an annual bonus, a corporate savings scheme including profit-sharing, participation and contributions.
As a top employer, we put our people first. Internal mobility, career development and training programs allow you to grow and thrive throughout your career.
You work in a hybrid, inclusive and collaborative 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 process
You will be contacted by one of our recruiters before meeting with our business experts (manager, team member or business line).
You are joining the team of market risk calculators, which is made up of professionals spread between Paris and Porto. In this team, we are working to develop and maintain a set of distributed market risk indicators calculation tools used in our marketplaces in Europe, Asia and the Americas, including producing Value At Risk (VaR) and the Incremental Risk Charge (IRC).
On a daily basis, your mission is to:
* Participate in projects and functional evolutions by modeling and implementing financial product descriptions (development mainly in Java and Scala) ;
* Improve and extend the pricing library Scénarisk to other financial products;
* Investigate differences in price and performance in computation time;
* Implement visualization and analysis tools for various functionalities;
* Test, validate and assist with delivery in production environment.
The technical stack used is Java, Scala, data visualization tools.
Our work methodology is agile and you are integrated into our IT community.

#TransformativeFinance
The position is based in Paris and at home it's 10 days of teleworking per month, 15 to 17 days of RTT per year, on-site services such as catering, gym or corporate concierge. Our remuneration consists of a fixed amount, an annual bonus, a corporate savings scheme including profit-sharing, participation and contributions.
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Required Skills/Qualifications/Experience

About you: If you recognize yourself in the following description you are made to work with us!
You have at least 2 years of experience as a Quant IT professional.

You are familiar with:
- Project management of tool development, support and maintenance.
- Financial modelling and knowledge of financial markets.

You are:
- Passionate about challenging projects, with a strong impact, in a multicultural environment and in direct interaction with the different professions;
- Known for your ability to analyze complex data;
- Rigorous approach, able to quickly identify problems and develop effective solutions even under pressure.

You master English with a B2 level.
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