Job Description
POSITION AND MISSIONS Within the Enterprise Risk Management (ERM) department of Natixis' Risk Department, the market & counterparty risk modelling (MCRM) division is responsible for all measurement and assessment methodologies for market and counterparty risks and valuation.
Integrated into the Market & Counterparty Risk Modelling division, you will have the opportunity to transform and optimize our approach to risk management. On a daily basis, you will be required to:
Build : design and propose innovative methodologies to measure market and counterparty risks, as well as for the pricing of structured products. Participate in the improvement of methodologies within the framework of market reserves and adjustments related to Prudent Valuation. In addition, you will have the opportunity to contribute to the creation of Economic Capital models, both for market risks, distribution, risk model and for alternative as...