Market and liquidity Risk Analyst

As the leading European Union bank, and one of the world’s largest financial institutions with an uninterrupted presence in the region since 1860, BNP Paribas offers a wide range of financial services for corporate, institutional and private investors spanning corporate and institutional banking, wealth management, asset management and insurance. 

We passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued and encourage applicants of all backgrounds, including diversity of origin, age, gender, sexual orientation, gender identity, religion applicants who may be living with a disability. We have a number of internal employee networks in place to empower our staff to act and challenge the status quo.

BNP Paribas PRIDE is highly active in favour of the LGBTQIA+ community
BNP Paribas MixCity which fosters better representation of women at all levels of the organization
Ability, the mutual aid network for employees with a disability or a disabling or chronic illness
BNP Paribas CulturAll which celebrates diverse backgrounds

BNP is committed to financing a carbon-neutral economy by 2050. The Group is a founding member of the Net-Zero Banking Alliance and has set up its own Low Carbon Transition Group to support its clients through their energy transitions.

https://careers.apac.bnpparibas/

More information 

Award Obtained
BNPP has won Top employer Europe award in a 10th consecutive year

Position Purpose

The mission of RISK MFI Market & Liquidity Risk is to provide Senior Management of the Group, of BNPP Securities Japan and BNPP SA Tokyo Branch, and of RISK with full transparency and dynamic analysis of the risks managed by CIB’s Global Markets Units (GM). Specifically, the mandate is to provide Senior Management with a consolidated and dynamic view of the market, counterparty and liquidity risk profile of GM activities.

Responsibilities

Direct Responsibilities

- Within RISK MFI team in Japan, 

• Monitoring and analysis of the market and liquidity risk taken in Japan
• To help out, when needed, counterparty risk against Japanese counterparties
• Focus on portfolio and transaction analysis across the products and dimensions.
• Be a key point of contact for Front Office.

- Anticipation, detection, monitoring, analysis, and opinion on market and liquidity risks taken in Japan:  

• Early identification and in-depth review of hidden risks and potential threats, concluding with a clear view and recommendation for risk mitigating actions.
• Escalation to the management when relevant.
• Contribution to the analysis of risk topics for the exceptional transactions or the stress test.

- Contribute to the operational control framework of the Bank.

Contributing Responsibilities

• Work closely with other Market and Counterparty Risk teams in APAC to ensure strong collaboration on market risk and counterparty risk topics.
• Contribute to the new transaction/activity approval process through market risk analysis of complex / structured transactions.
• To support the review and approval process of the valuation models developed by Business Units
• To contribute to the local regulatory topics relevant to Global Market as RISK; to contribute to the handling of regulatory inspection, a resolution of the recommendations, the regulatory reporting, and regulatory watch process. 

Technical & Behavioral Competencies

• Master’s level in Science and Engineering
• Bachelor degree in Finance, Economics with a mathematical skill

Other/Specific Qualifications (if required)

• English communication skill (reading, writing, speaking)
• Japanese communication skill is a plus.
• The skill with excel, Phython is a plus.