Alternance - 1 year - Quantitative analyst of market stress tests F/H
Natixis Corporate & Investment Banking
Le poste en détail
You join our Market Stress Tests team in charge of developing models and methodologies for market stress tests (in particular specific, global, reverse, EBA/ ECB regulatory, budgetary, quarterly and ad hoc stress tests...) who is looking for a Quantitative market stress test analyst, for an alternation of 1 year from September 2026.
In collaboration with your tutor, your main tasks will be:
Propose methodologies applicable to the stress testing scheme for market, liquidity and IRRBB risks, including in particular specific, historical, hypothetical, reverse stress tests
Integrate stress test review or recalibration exercises into the internal Python library in order to propose more regular recalibration exercises (Ongoing Model Monitoring).
Synchronize stakeholders for the implementation of Stress models, their testing and validation.
Formalize these methodologies while respecting good governance formats
#FinanceTransformative
This position is based in Paris with the possibility to work from home.
We place our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and flourish throughout your journey.
You evolve in an inclusive work environment, promoting collaboration with concrete missions and a real impact. We will accompany you throughout your experience with us so that you can learn and develop your skills by working alongside experienced professionals.
You also have the opportunity to commit yourself in favor of society and causes that are dear to your heart through our corporate foundation.
Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.
Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.
As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d’Epargne retail networks, Natixis CIB benefits from the Group’s financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A1, Fitch Ratings: A+, R&I: A+).