Head of Solvency Metrics Analytics and Controls

Within the Financial Department, the Metrics Calculation & Reporting (MC&R) department is responsible for calculating prudential indicators (Solvency and ALM-Liquidity) as well as producing periodic and prudential reports.

Within MC&R and in connection with the Solvency Metrics Calculation team in Porto, you will be responsible for the Solvency Metrics Analytics & Controls team in Paris composed of about 10 people.

On a daily basis, your tasks are to:
Manage the calculations and produce Natixis' capital requirements (RWA), leverage ratio and large exposures;
Manage the production process, certification, and analysis of RWA credit, counterparty, CVA, and market risks, using a standard approach and an internal model;
Participate in the various internal and external stress-test calculations and in the production of the ICAAP (Internal Capital Adequacy Assessment Process);
Participate in the implementation of regulatory developments and transformation projects for the Finance Department and the CIB;
Ensure the support and development of the skills of the team's employees.

You work in an international environment, within a community of experts who place excellence, impact and collective action at the heart of everything they do.

Responsibilities

responsible for the Solvency Metrics Analytics & Controls team in Paris composed of about 10 people; manage the calculations and produce Natixis' capital requirements (RWA), leverage ratio and large exposures; manage the production process, certification, and analysis of RWA credit, counterparty, CVA, and market risks, using a standard approach and an internal model; participate in the various internal and external stress-test calculations and in the production of the ICAAP (Internal Capital Adequacy Assessment Process); participate in the implementation of regulatory developments and transformation projects for the Finance Department and the CIB; ensure the support and development of the skills of the team's employees

Requirements

higher education; at least 7 years of experience; proficient in prudential and regulatory risks (Basel, CRD VI, CRR III...); initial experience in team management; production and analysis of RWA as part of calculating prudential ratios; the field of counterparty credit risks; team management and leadership; support for change management; excellent interpersonal skills; very good ability to listen; recognized for ability to structure, lead, and support teams in demanding environments; ability to challenge and support employees in leading change; proficient in English with a C1 level

Benefits

internal mobility; career development; training programs; hybrid, inclusive and collaborative working environment; possibility to work from home; opportunity to engage in favor of society and causes through the corporate foundation