Social network you want to login/join with:
Econometrics Business Analyst | CIB, Porto
Client: Natixis in Portugal
Location:
Porto, Portugal
Job Category:
Other
EU work permit required:
Yes
Job Reference:
69bd029bc5b0
Expiry Date:
28.05.2025
Job Description:
The candidate will integrate the service of « Calculator and Monitoring » in the CIB IT GMR that works within the market risk department – Matrisk. Matrisk is one of the applications that contribute to:
1. The production of market risk indicators
2. The treatment of econometric data for market and counterparty risks
3. Support for the risk management systems of the trading desks
The Matrisk team ensures the management of market data within the "metric processing" department, and in particular the management of risk factor repositories and the generation of Monte-Carlo scenarios of disseminated data for the computation of risk metrics such as VaR, IRC, EEPE & CVA.
As an integrated part of the team, the Business Analyst (BA) must be autonomous and present himself as a reference of the IT Econometrics team for market and counterparty risk metrics.
Working in project mode - Agile environment, the BA must also be able to respond quickly and work on ad hoc requests from within and across teams regarding evolutionary maintenance tasks and production support.
In terms of the technical environment, IT Econometrics oversees several Java, Matlab and Python batch programs running in a Unix environment with a Big Data storage system (Hadoop). Willingness to learn new IT tools and knowledge of file manipulation under Unix is expected.
Job Responsibilities:
1. Gather and analyze Business Requirements for new and ongoing projects;
2. Manage and respond to support requests;
3. Write specifications and user stories according to project requirements;
4. Define the plan for implementation of requests/projects;
5. Track and report project progress.
Qualifications:
1. Solid knowledge in financial products and market data;
2. Proven experience in IT Business Analysis or Analytics;
3. Knowledge in mathematics and statistics;
4. Good knowledge of Microsoft Excel (Python and R are a plus, but not mandatory);
5. Good level of English – minimum B2 (mandatory);
6. Knowledge of Agile methodologies;
7. Knowledge of project management tools such as Jira and Confluence;
8. Good communication skills;
9. Ability to work in a team;
10. Ability to organize, prioritize and handle multiple projects.
Additional Information:
At Natixis, we are committed to fostering a working environment where each and every one of our people is treated with dignity and respect and where every voice is heard. Our differences make us collectively stronger and are a source of fulfilment, innovation and performance.
In the framework of its Diversity, Equity & Inclusion policy, Natixis in Portugal has implemented a Blind CV Screening process, with the purpose of reducing hiring bias. A blind CV excludes any personal details which refer to the applicant’s gender, age or ethnicity. When applying for our positions, please submit a blind CV, that is, with no picture, name, gender, age, nationality, ethnicity and address.Your personal statement, work experience, courses and certifications, education, skills and contact information is what matters to us.
#J-18808-Ljbffr