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

Natixis · Charenton-le-Pont, Île-de-France, France

Location

Charenton-le-Pont

Job Type

[Permanent]

Posted

June 30, 2026

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...
        

Ready to Apply?

Submit your application for Valuation Risk Analyst – Credit and XVA (F/H) at Natixis

Apply Now