Data Quality Scientist (DQRS)

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

Team presentation and main goal

Within Natixis Risk Division, you will join Market Risk department and more specifically the Data Quality and Repositories Supervision team (DQRS) in Porto. DQRS is organized around 2 main missions: - Develop and supervise the Data Quality & Governance Framework of Market Risk in compliance with BCBS 239 regulation, - Develop and supervise the Data Repositories of Market Risk.

Main tasks and goals

1) Run of the Data Quality Indicators of Market Risk You will be responsible for the run of the Data Quality Indicators production on the Market Risk ecosystem which are the cornerstone of the Data Quality Framework. The indicators cover the Market Risk Metrics (mainly Stress Test, VAR, P&L Profit & Loss) and the involved data (sensitivity, market data, trade characteristics, econometry, book tree). The current package is composed of 42 Data Quality Indicators based on four criteria:

- Timeliness : data availability after IT batch or report availability after certification (SLA compliance)

- Completeness : Freeze VAR, Stress Test, economic P&L…

-  Accuracy : Manual corrections performed by data managers

- Consistency : Data Reconciliation between different reports / golden sources

2) Contribution to the supervision of the VAR, P&L and FRTB SA sensitivities data quality You will contribute to the supervision of the data quality for the Value at Risk (VAR), P&L (Profit and Loss) and FRTB SA sensitivities in cooperation with the data producers and customers both on business side and IT side. 

3) Reinforcement of the Data Quality Framework tools You will contribute to the development of new Data Quality Indicators for covering new market risk metrics or data (reserves, IPV data…) or addressing new areas of poor data quality. Your expertise will be required to leverage on data science state of the art techniques (machine learning, robotics…) and tools (Alteryx, Python, PowerBI…) to improve our Supervision processes and the global operational efficiency.

Qualifications

What you need to succeed in this role:

• Strong experience in IT/data science, ideally in a market environment.
• Experience in Business Intelligence and Data Visualization tools.
• Expertise in data manipulation languages (SQL, HIVE…) in Hadoop or database environment, data mining and statistics techniques as well as Office tools (Excel, Access).
• Knowledge in Machine Learning techniques on a Hadoop cluster (Python language, Scikit Learn, MLLIB….).
• English is mandatory; French is a plus
• Proactive and curious;
• You are autonomous, you have a proactive and curious temperament and particularly appreciate getting involved in a wide variety of topics.
• You benefit from a good relationship which will allow you to exchange with the various interlocutors.
• Your sense of detail, your rigor, your critical thinking and your analytical / synthesis skills are recognized.
• You are passionate about the Data Science / IA subject for which you want to take advantage of the Natixis Market Risk ecosystem to develop your expertise and experience.

Additional Information

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.