💼 Full-Time Position

Valuation Risk Analyst – Credit and XVA (F/H)

🏢
Natixis
📍 Charenton-le-Pont, Île-de-France, France
📍
Location
Charenton-le-Pont, France
📅
Posted
June 25, 2026
⏰
Type
Full-Time
🎯

Full-Time Opportunity: This is a permanent, full-time position with a competitive package and real career growth potential.

Job Description

Job Description


You join the Valuation Risk – Credit & XVA team within the Market Risk department as a Valuation Risk Analyst.

On a daily basis, your missions are to:

  • Follow, analyze and support the Trading desks in marking market parameters related to the Credit and XVA perimeters;
  • Perform market value adjustment (MVA) for the Credit and XVA domains;
  • Calibrate the necessary shocks for the calculation of market reserves and AVA MPU and COC;
  • Participate in the improvement of the IPV Fair Value adjustment production process by implementing analysis support tools, and reviewing incidents to optimize the production of Fair Value adjustments;
  • Analyze transactions on the Credit and XVA perimeters via retrospective tests (backtesting) on the Totem service and market reserves (FairVA).

    • As a risk assessment analyst, you hold an essential position in the creation and review of the bank’s valuation risk management fra...