Senior Solvency Metrics Calculation Officer

<h3>Company Description</h3><p>Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset &amp; Wealth Management and Corporate &amp; Investment Banking and counts nearly 16,000 employees across 38 countries.</p><p>The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d’Epargne.</p><p>Natixis in Portugal mission is to transform traditional banking services by developing innovative solutions for the bank’s business, operations and work culture, being a key driver of the company’s culture of agility and innovation. Teams of IT and Banking Support Activities work in an integrated, inclusive and transversal way, supporting all the business lines and country platforms.</p><h3>Job Description</h3><p>Team presentation and main goal:  </p><p>Metrics Calculation &amp; Reporting (MC&amp;R) is a new department within Natixis Financial Department, which is responsible for the calculation and the related internal &amp; external reporting of metrics on solvency (Risk Weighted Assets), ALM &amp; liquidity and granular reporting's (e.g. Loan tapes). </p><p>The department is organized by area of expertise, with a team in charge of the computation of solvency metrics, an other for ALM &amp; Liquidity metrics, a team in charge of external reporting and a last team in charge of projects. </p><p>As part of the development of Natixis in Portugal, almost 50% of the department workforce will be located in Porto as an extension of the Paris organization: the organization in Porto mirrors the one in Paris. </p><p>Reporting to the head of Solvency Metrics, you will be in charge of the Solvency Metrics team at Porto. The team will be responsible for auditing the calculation of regulatory capital requirements on the scope of Natixis group activities and monitoring Large Exposures. </p><p>Solvency Metrics team covers various functional areas: Market risk, Credit and counterparty Risks, CVA, Operational Risk and Large Exposures. </p><p>Main tasks and goals: </p><ul><li><p>The Management of the 1st level of certification and control process for capital requirements (RWA) and Large Exposures;</p></li><li><p>Calculation and analysis of credit, counterparty, CVA and market risks RWA, using standard approaches and internal models;</p></li><li><p>Control and review of capital requirement calculations, on a Daily, Monthly and Quaterly basis in accordance with the regulations in force and the normative opinions issued by the prudential standards Department;</p></li><li><p>Produce analysis and reporting;</p></li><li><p>Answers to questions asked by Paris Team on the calculations performed;</p></li><li><p>Updating of operating procedures and controls.</p></li></ul><p> </p><h3>Qualifications</h3><ul><li>Degree from a Business School or University closely related to the Finance industry with high knowledge in Market Risk, Credit and Counterparty Risk;</li><li><p>Management;</p></li><li><p>Banking Regulatory Calculation;</p></li><li><p>Banking accounting;</p></li><li><p>Market Risk and/or Credit &amp; Counterparty Risk;</p></li><li><p>Office Pack (advanced knowledge);</p></li><li><strong>Fluent in English (mandatory)</strong>, French is a plus.</li></ul><p><strong>Soft Skills:</strong></p><ul><li>Result oriented;</li><li>Team spirit &amp; transversality;</li><li>Proactive and Rigorous;</li><li>Curiosity and autonomous thinking;</li><li>Kindness &amp; consideration.</li></ul><p><strong>Only English CV's will be consider.</strong></p><h3>Additional Information</h3><p>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.</p><p>In the framework of its Diversity, Equity &amp; 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 <a href="https://factorialhr.co.uk/blog/gender-recruitment/">applicant’s gender</a>, age or ethnicity. <strong>When applying for our positions, please submit a blind CV, that is, with no picture, name, gender, age, nationality, ethnicity and address.</strong> Your personal statement, work experience, courses and certifications, education, skills and contact information is what matters to us.</p><p><strong>#MuchMoreThanJustAJob</strong></p><p>Early morning. Campo 24 de Agosto. In <strong>4 minutes, you are clocking in at the office</strong>. After grabbing a <strong>cup of coffee and fresh fruit</strong>, pick up your <strong>laptop and choose your spot for the day</strong>. It's going to be a busy one: <strong>French class</strong> before lunch and, just after, quick <strong>medical appointment</strong> at Natixis doctor's office.</p><p>Lunch break. Out