




**Company Description** Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide. As part of Groupe BPCE’s international division, Natixis in Portugal designs and delivers solutions for its two core areas – Corporate \& Investment Banking and Asset \& Wealth Management – as well as transversal services that support all entities across the Group. With more than 3,000 employees representing 46 nationalities, the teams work across Information Technology, Banking Support Activities, and Compliance, in an integrated, inclusive, and cross\-functional way, supporting all business lines and platforms of the Group. A disruptive mindset and a culture of proximity and agility identify Natixis in Portugal Team and reflect the company's mission to transform traditional banking at a global scale: a perfect match in the Portuguese dynamics and entrepreneurial ecosystem. **Job Description** Market Risk Department supervises all Market Risk and P\&L indicators of Natixis Global Markets activities. Valuation Risk team mandate is centered around the accurate and independent assessment of the Fair Value of financial instruments and the uncertainty surrounding this valuation, ensuring their compliance with market values and regulatory standards. The Cross Asset Valuation Risk Analyst role focuses on the global analysis of critical Valuation Risk processes across various asset classes (Equity, Rates, FX, Credit and Commodities). The analyst contributes to enhancing the Valuation Risk global framework through the development of tools and execution of projects that improve the coverage and consistency of the department’s valuation chain, as well as the compliance to the regulatory landscape. As Cross Asset Valuation Risk analyst, you will share the responsibility for (not limited to): * Analyse and monitor key Valuation Risk processes (market data certification, IPV, calibration of Fair Value Adjustments, Backtesting, Observability) across asset classes * Build a global understanding of the team’s valuation chain and contribute to reviews / enhancement initiatives on the full Valuation Risk framework * Create tools and dashboards displaying the key dependencies and indicators within Valuation Risk activity * Deliver adaptations on global projects impacting our Valuation Risk framework (for example on new activities) * Communicate analysis and monitoring to Valuation Risk business line teams and to key stakeholders such as Front Office and Finance * Industrialize and document our processes, methodologies and tools The analyst will work in close collaboration with multiple departments, from Front Office / FO Quants to various Market Risk teams (on all platforms), Risk IT teams and risk quantitative methodologies teams. **Qualifications** * Advanced degree in computer science, data science or finance is a must * Proficiency in programming languages such as Python, SQL, and Java, as well as experience with data manipulation and visualization libraries * Knowledge of interest rate, credit, fx, equity and commodity products and risk factors * Experience working in the financial services industry or a related field is a plus * Strong desire to learn and eager to make a meaningful impact in a dynamic and innovative environment **Training/ skills required:** * Programming skills, python, SQL, java * Proficient in data APIs * Knowledge on Natixis valuation systems: Summit, Polypaths, Sophis, Murex, among others is a plus * Excellent communication and collaboration skills, with the ability to effectively convey complex technical concepts to non\-technical stakeholders * Knowledge in financial products and financial market is required * English speaker is mandatory, good level of French (preferred) **Additional Information** Our workplace reflects the vibrant spirit of our locations, with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club, a Prayer Room, a Lactation Room, and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.


