Econometry Team Leader

Publicado 22-05-2021

Natixis in Portugal

Porto Porto (Contabilidade / Finanças)


Company Description


Natixis is a French multinational financial services firm specialized in asset & wealth management, corporate & investment banking, insurance and payments. A subsidiary of Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque Populaire and Caisse d?Epargne, Natixis counts nearly 16,000 employees across 38 countries.

As Natixis Innovation Hub, Natixis in Portugal mission is to transform traditional banking by developing innovative solutions for the bank?s business, operations and work culture, being a key driver of the company?s culture of agility and innovation. Teams of IT and Banking Support Activities work in an integrated, inclusive and transversal way, supporting all the business lines and country platforms.


Job Description


We are looking for a IT Release/Support Manager to join our Econometry team in Porto
.

The IT RPA department brings together, within the Risk IT Department, the skills for monitoring market operations and measuring market and counterparty risks. The service combines all the project management and development work for:
  • the production of market risk indicators
  • the econometrics for market and counterparty risks
  • the supply of risk systems by the trading floor management systems.

The Econometrics team constitutes a pole ensuring the management of market data within the IT RPA Department, in particular the management of risk factor benchmarks and the generation of MonteCarlo scenarios of data diffused for the calculations of VaR, IRC, CVA and EEPE.

The econometrics team, which is currently based in Paris, wishes to strengthen its development capacity by creating a new technical pole in Porto.

This position is set for a Team/Expert Leader profile mastering technical and functional aspect of the Econometry application. As leader of the team, the applicant must be autonomous and present himself as a coordinator and problem-solving referent. He will be responsible for coordinating the local Econometrics team in order to ensure software and all technological deployments. Working in project mode - Agile environment, he must also be able to respond quickly to requests in the event of specific requests / issues / PROD support.


This is a maintenance and project driven position in operational conditions for the calculation engines for market risk & counterparty risk indicators.
Many 2021 projects will evolve around workflows processing, traceability of transformations and business reporting. This will include implementation of model reviews under the TRIM framework (regulatory project - BCE driven).


Main Tasks & Responsibilities:

  • Mastering release process and DevOps tools;
  • Coordinating software and technological deployments for the Econometrics team;
  • Analyze technical and functional logs of our process;
  • Participate in the different DevOps / Infra projects (optimization Jenkins, gradually switch to Hadoop some of our requests);
  • Coordinate communication between team BAs, prod team and helpdesk to coordinate issues resolutions for the Econometry perimeter.

Qualifications


Main Requirements:

  • Knowledge of Windows, LINUX / UNIX;
  • Knowledge of Matlab and Python;
  • Knowledge of Jira, Confluence, Git, Jenkins, Control-M;
  • Experience of application support, release management, or big data;
  • Experience with XL Deploy and XL Release.


Optional Requirements (not mandatory):

  • Knowledge of R;
  • Knowledge of the Risk and Finance business (Counterparty risk, Market risk,
    Vanilla product pricing, Market Data, Mathematical Statistics).


Other Requirements:

  • Good level of English - minimum B2 (mandatory);
  • Strong communication skills;
  • Dynamic attitude and positive mindset;
  • Interest in Investment Banking activities and motivation to understand the business;
  • Ability to work collaboratively as part of a team;
  • High professional ethics and humility.

Additional Information


#MuchMoreThanJustAJob

Early morning. Campo 24 de Agosto. In 4 minutes, you are clocking in at the office. After grabbing a cup of coffee and fresh fruit, pick up your laptop and choose your spot for the day. It's going to be a busy one: French class before lunch and, just after, quick medical appointment at Natixis doctor's office.

Lunch break. Outside in the big terrace (look at your crops at the Urban Garden; ready to harvest!) or, if you feel like stretching your legs, walk downtown to grab lunch.

Back inside. Quick sprint review (working together anywhere means virtual happy birthday to that colleague in Paris that just turned 35). The afternoon went flying (tasks, reports, calls, some jokes with your teammates). End it on a high note: just one PlayStation game or the final match for that ping-pong tournament.

Tomorrow, you complete that certified technical training and the day after, you will work from home, taking advantage to finally do that online course on Udemy. Once you are done with your tasks for the day, you can visit the office for a board games session or show up at the rehearsal of one of Natixis bands. If that is too steady for you, meet your colleagues to surf some waves or join them in a football match.