IT Quant - Market Risk Econometry

Natixis
41 948 € - 53 116 € par an
Paris, Île-de-France
il y a 1 jour

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 will join the IT Econometrics team, which is composed of professionals located in Paris and Porto. In this team, we work to develop and maintain a set of tools that enable the daily production of risk metrics such as Value At Risk (VaR), Incremental Risk Charge (IRC), and Potential Future Exposure (PFE).

On a daily basis, your mission will be to:

  • Participate in projects and functional developments;
  • Implement visualization and analysis tools for various functionalities;
  • Test, validate, and assist in delivering in a production environment.
The current technical stack used is as follows: Java, Python, data visualization tools, and our working methodology is agile.

Most importantly, you will actively participate in the multi-year transformation project of the MatRisk application towards a clean architecture and cloud infrastructure, addressing the needs and requirements of our business while building a sustainable application on a modern technical foundation.

#TransformativeFinance

The position is based in Paris, and we offer 10 days of remote work per month, 15 to 17 RTT days per year, and on-site services such as dining, a gym, and corporate concierge services. Our compensation package includes a fixed salary, an annual bonus, and an employee savings plan that includes profit-sharing, participation, and company contributions.

As a Top Employer, we place our employees at the center of our attention. Internal mobility programs, career development, and training opportunities allow you to grow and thrive throughout your journey.

You will work in a hybrid, inclusive environment that fosters collaboration.

You also have the opportunity to engage in societal causes that matter 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 unit representative).


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 computer science, you have at least 2 years of experience on a similar role.

You master:
  • Development in Java;
  • Modern software architectures;
  • Agile methodologies and craftmanship;
  • The concepts of applied mathematics commonly used in financial modeling.


You are:
  • Passionate about carrying out stimulating projects, with a strong impact, in a multicultural environment and in direct interaction with the different professions;
  • Recognized for your ability to analyze complex data;
  • Rigorous, you are able to identify and manage problems even under pressure.

You master English with a B2 level.
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