Alternance - 1 year - Quantitative analyst of market stress tests F/H

Descrizione del lavoro:

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 join our Market Stress Tests team in charge of developing models and methodologies for market stress tests (in particular specific, global, reverse, EBA/ ECB regulatory, budgetary, quarterly and ad hoc stress tests...) who is looking for a Quantitative market stress test analyst, for an alternation of 1 year from September 2026.
In collaboration with your tutor, your main tasks will be:
* Propose methodologies applicable to the stress testing scheme for market, liquidity and IRRBB risks, including in particular specific, historical, hypothetical, reverse stress tests
* Integrate stress test review or recalibration exercises into the internal Python library in order to propose more regular recalibration exercises (Ongoing Model Monitoring).
* Synchronize stakeholders for the implementation of Stress models, their testing and validation.
* Formalize these methodologies while respecting good governance formats

#FinanceTransformative
This position is based in Paris with the possibility to work from home.
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 an inclusive work environment, promoting collaboration with concrete missions and a real impact. We will accompany you throughout your experience with us so that you can learn and develop your skills by working alongside experienced professionals.
You also have the opportunity to commit yourself in favor of society and causes that are dear to your heart through our corporate foundation.

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Required Skills/Qualifications/Experience

Student at the BAC+5 level, you are preparing a university degree, from a business school or engineering, with a specialization in finance. You have knowledge of regulatory culture in the field of market risk management. You master statistics and financial mathematics, as well as machine learning/data mining, Python and programming.
You have excellent interpersonal skills, a very good ability to listen, and you are able to adapt, organize, and prioritize tasks.
And last but not least, you are perfectly fluent in English.

For a better treatment of your application, we thank you for indicating on your CV the type of contract (apprenticeship or professionalization) that your school offers, as well as the pace of work-study. You will be contacted by one of our recruiters before meeting our business experts. It is an ideal moment of exchange to highlight your personality as well as your project.

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