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

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Natixis
📍 Charenton-le-Pont, France
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Location Charenton-le-Pont
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Posted June 30, 2026
🚗
Commute Local Area
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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...

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    📍 Location Details

    🌆
    City
    Charenton-le-Pont
    🗺️
    Country
    France
    🚗
    Commute
    Local Area

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