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| Quantitative analyst/credit (M/F) |
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You will join a team of quantitative analysts in the risk management/market risk department whose role is to validate models and pricers for credit products.
Your responsibilities will include:
- Validating internally developed models: appropriating models submitted for validation based on their source code, independent reimplementation of the model, numerical testing and countervaluations using alternative models;
- Identifying the limitations of models used, particularly by regularly ensuring that they are appropriate in light of market changes and developments in best practices;
- Documenting all tests carried out;
- Ex post review of pricers and models already validated;
- Helping define market risk calculation methodologies: new risk metrics, calibrating stress tests and estimating exotic parameters, in conjunction with the division's risk controller;
- Documenting processes and drafting procedures on model validation. |
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DESS, DEA, Bac + 5
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5 ans + |
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Français : Courant
Anglais : Courant
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indéterminé |
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non spécifié |
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Union Européenne |
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Ile de France |
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A masters degree or equivalent (5 years post high school) and significant experience in credit quantitative analysis or research.
Good understanding of the functioning and modeling of credit products (securities, CDS, synthetic and cash structured products, ABS, CDO, etc.).
Excellent knowledge of classic numerical methods and ability to manage C++ developments.
Skills in standard office systems plus Matlab and Labtek.
Knowledge of English essential.
You are creative, hard-working and dynamic. You will be working closely with the front office teams and other internal control departments and must therefore possess excellent verbal and written communications skills.
If this opportunity interests you, thank you to send your candidacy by specifying the reference 59271 :
By letter (cover letter, CV and photo) to the attention of DHR to the following address :
NATIXIS –DRH - BP4 - 75060 PARIS Cedex 02 |
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Natixis est la banque de financement, de gestion et de services financiers de BPCE, deuxième groupe bancaire français avec 22% des dépôts bancaires et 37 millions de clients à travers ses deux réseaux, les banques populaires et les caisses d’épargne. |
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Natixis
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