Company Description Natixis is the international corporate, investment, insurance and financial services arm of Groupe BPCE, the 2nd-largest banking group in France with 35 million clients spread over two retail banking networks, Banque Populaire and Caisse d'Epargne. With more than 16,000 employees, Natixis has a number of areas of expertise that are organized into three main business lines: Corporate & Investment Banking, Investment Solutions & Insurance, and Specialized Financial Services. A global player, Natixis has its own client base of companies, financial institutions and institutional investors as well as the client base of individuals, professionals and small and medium-size businesses of Groupe BPCE's banking networks.
Job Description Main responsibilities and duties of the role:
Designing and circulating the operational application of the Risk Appetite Framework in compliance with current regulation (CRR,...) and Market, Counterparty and Valuation Policies through the risk mandates, and including (without limitation) Market risk, Basis risk, Global Interest Rate risk, Model risk, Liquidity risk, Concentration risk;
Monitoring on a proactive basis potential impacts of macro-eco events (Brexit, North Korea crises, etc...)
Reviewing Risk Mandates at least annually and upon demands from BLs (amendments proposals of the set of quantitative and qualitative limits);
Analysing and validating (depending on delegation level) BLs one-off requests, non-standard transactions, and more generally all processes driving the authorisation of a new transaction along the existing governance;
Analysing and validating (depending on delegation level) structural limits modification requests;
Analysing and advising on market risks or valuation impacts/issues of new products and activities and ensuring a proper Risk management framework is setup.
Preparing Ad Hoc Market Risk studies for Senior Management or BLs.
Provide regular top-down and bottom-up risk assessments, ensuring on-going transparency in key risk exposures and their evolution.
Preparing content and participate to several Market Risk related committees;
Providing expertise around the evolution of internal and regulatory risk measures and keeping track of new technical and regulatory quantitative and non-quantitative subjects;
Oversight the risk monitoring - traded risk sub department for commodity with close collaboration work with 2 analysts
Oversight the data piloting center department for Equity/Hybrids
As expert leader, be the point of entry for all topics related to Equity/Hybrids activities for the head of Marpl UK