About the job
- The
Counterparty Risk Senior Analyst monitors and analyses the counterparty risk
exposure on BNPP CIB's clients, to ensure such risks stays within BNPP’s own
risk appetite. It includes the monitoring of positions, the analysis of the
portfolio of clients, a constant discussion with all risk management
stakeholders, the management of supervisory requests and the animation of some
committees related to the risks
Your Main
Activities Are
- Produce
ad-hoc analysis of which portfolio review related to the counterparty risk of
CIB clients
- Monitor
market risk based metrics applied to counterparties portfolios of which Stress
Testing and participate to the implementation of improvements to the Stress
Test methodologies into the monitoring
- Collaborate
to the issuance of a risk opinion for new transactions or new activities,
support client-facing teams when simulating the impact of new transactions on
existing counterparty risk exposures notably for more complex transactions
- Frequently
evaluate the performance of counterparty risk metrics pricers, identify and
drive improvement needs
- Certify
and regularly communicate about the overall quality of the counterparty risk
metrics data and lead project to improve such quality
- Own
the methodologies used to adjust drawbacks in the counterparty risk metrics
pricers
- Regularly
overview and report the regulatory capital related to counterparty risk,
support what-if analysis of specific portfolio on request
- Propose
and implement improvements into the counterparty risk metrics analysis framework
- Answer
ad-hoc requests from supervisors related to counterparty risk exposure and own
specific reporting
to such supervisors
Profile and
Skills to Success
- Master
Degree in Finance / Applied Mathematics / Science / Engineering or related
- At least
5 years of experience in Market Risk and/or Counterparty Risk Management / Analysis
- Advanced
level of English, both written and oral
- Knowledge
in
- Python
- Financial
and Risk Management concepts / derivatives products
- Attention
to detail / rigor
- Ability
to deliver / results driven
- Analytical
ability
- Communication
skills, both written and oral
- Creativity
and innovation / problem solving
- Critical
thinking
#LI-Hybrid
Why joining BNP Paribas?
· Leading banking institution
BNP Paribas is the European Union’s leading bank, and key player in
international banking. It operates in 63 countries and has nearly 183.000
employees, including more than 146.000 in Europe.
· Our presence in Portugal
In Portugal since 1985, BNP Paribas today has more than 8.700 employees,
distributed across the Group's 10 business entities established in the country.
Its presence also extends to 11 excellence centres providing value-added
services to various countries where the BNP Paribas Group also operates.
· International reach
Thanks to its
international presence and regular and close collaboration among its different
entities, BNP Paribas has the resources to support all clients with financing,
investment, savings and protection solutions that help make their projects a
success. BNP Paribas holds key positions in its three core operating divisions:
- Retail
Banking, a division that brings together all of the Group’s
retail activities and specialised business lines;
- Investment
& Protection Services that include specialised businesses offering a wide
range of savings, investment and protection services;
- Corporate
& Institutional Banking division that offers tailored
financial solutions for corporate and institutional clients.
· Diversity and Inclusion commitment
BNP Paribas is
an equal opportunity employer and proud to provide equal employment opportunity
to all job seekers. We are actively committed to ensuring that no individual is
discriminated against on the grounds of age, disability, gender reassignment,
marriage or civil partnership status, pregnancy and maternity/paternity, race,
religion or belief, sex or sexual orientation. Equity and diversity are at the
core of our recruitment policy because we believe that they foster creativity
and efficiency, which in turn increase performance and productivity. We strive
to reflect the society we live in, while keeping with the image of our clients.
· Commitment towards work/life balance
At BNP Paribas
we care about our employees wellbeing and promote a culture of good integration
between work and rest. We believe our employees have rich personal lives
outside of work, being fundamental to be disconnected from work to recharge
both physically and mentally. Only through this balance we may all be at our
best while working.
· Remote Working Conditions
At BNP Paribas,
we embrace a Smart Working framework based on trust, autonomy and
collaboration. Within this framework, eligible employees can benefit from
flexible remote working modalities adapted to our hybrid working environment.
To guarantee a comfortable and efficient working set-up, eligible employees are
provided with both the office and home equipment, are entitled to an equipment
allowance and can benefit from exclusive partnerships to purchase additional
equipment at reduced prices.
To find out more
on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal
*
Please note that only applications submitted in English will be considered.
*
In case you are selected for this role, further documentation will be requested
to support your hiring process.
