Quantitative Valuation Risk Analyst

Job title:

Quantitative Valuation Risk Analyst

Company:

Natixis

Job description

Job Category: FINANCEJob Description:You join the Valuation Risk – Rates, FX& Inflation team within the Market Risk department as a Valuation Risk Analyst.Your daily tasks are:

• Monitor and analyze market parameters for the Trading desks, focusing on rates, exchange rates and inflation;
• Produce a bi-monthly valuation adjustment of financial instruments (IPV) in the areas of rates, FX and inflation;
• Calibrate the shocks necessary for the calculation of market reserves and MPU and COC AVAs;
• Improve the production process of the IPV Fair Value adjustment through analysis tools and incident management;
• Analyse transactions on the Rates markets, FX and Inflation via backtests on the Totem service and provide elements of observability of input parameters.

As a Valuation Risk Analyst, you play a key role in setting up and updating the bank’s valuation risk framework. This role requires regular interaction with various departments within Market Risk, such as ERM, MRM, Econometrics, P&L, and Trading, requiring a sophisticated technical approach and the ability to rise to the occasion in order to support the evolution of our mandate and the strategic ambitions of the division.You work in an international environment, within a community of experts who place excellence, impact and collective action at the heart of everything they do.#TransformativeFinanceThis position is based in Charenton-le-Pont with the opportunity to work remotely.As a Top Employer, we place our employees at the centre of our attention. Internal mobility, career development and training allow you to grow and flourish throughout your journey.You work in a hybrid, inclusive and collaborative working environment.You also have the opportunity to commit yourself to society and causes that are close to your heart through our corporate foundation.About the recruitment processYou will be contacted by one of our recruiters before meeting with our business experts (manager, team member or business line).About Us: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+).

Expected salary

Location

Charenton-le-Pont, Val-de-Marne

Job date

Fri, 15 Aug 2025 02:40:12 GMT

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