Asset-liability manager - IRRBB and stress tests - CDD 6 months

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 the ALM team as a collaborator intervening on rate risk topics (IRRBB) and contributions to stress exercises (STE/STI/STEBA).
On a daily basis, your missions are:
* The analysis and interpretation of economic measures of interest rate exposures,
* Monitoring the sensitivity measurements of the EVE and the NII under different scenarios for changing limit rates and consumption,
* The contribution to GAP Committee files and ICAAP reports
* Coordination with the different departments and platforms on measuring, managing, and controlling rate positions (Treasury, FDI& MC&R, SBSR).
* The contribution to NPNA process (new products, new activities).

#TransformativeFinance

This position is based in Paris with the possibility to work from home.
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 close 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). Automatic translation

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 finance, economics or financial mathematics, you have solid experience in a financial or banking environment, preferably in asset-liability management

You master:
* Financial products and markets;
* Managing several projects and missions simultaneously, with constrained schedules;
* Ideally, ALM software and simulation tools.

You have excellent interpersonal skills, a very good ability to listen, you are:
* Able to work independently and in a team;
* Endowed with a good sense of organization, a spirit of analysis and synthesis to solve complex problems.

You master English with a B2 level.

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