Market Risk mandates cover Valuation, Risks and Economic performance for the capital market activities of Natixis on all its business lines (mainly Fixed Income, Equity, FX, Credit, Commodities). Within Market Risk, Risk Monitoring of traded Risk has the mandate to control, certify, analyze, and report the market risk metrics and performance indicators
your role:
Business Analys - projet Sanity Check
Reinforce the market risk analyst team in their capacity to setup and supervise sanity checks on stress tests and sensitivities, Supervise the implementation, the testing / UAT of the tools to be implemented covering Global Markets scope:
Identify and document impacts of sanity checks raised by IT teams;
Reinforce the market risk analyst capacity to analyse the sanity checks results;
Coordinate with analyst in the definition of dashboards and reportings;
Documentation : business requirements and procedures;
ests / UAT on IT deliveries;
Documentation : in charge of the required documentation to request audit point closure;
Participation to functional workshops with IT and project stakeholders;
Preparation of Committee support documentation;
Onboard analyst to new toold and procedure and switch to run mode.