About BNP Paribas India Solutions:
Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and Institutional Banking, Investment Solutions and Retail Banking for BNP Paribas across the Group. Driving innovation and growth, we are harnessing the potential of over 10000 employees, to provide support and develop best-in-class solutions.
About BNP Paribas Group:
BNP Paribas is the European Union’s leading bank and key player in international banking. It operates in 65 countries and has nearly 185,000 employees, including more than 145,000 in Europe. The Group has key positions in its three main fields of activity: Commercial, Personal Banking & Services for the Group’s commercial & personal banking and several specialised businesses including BNP Paribas Personal Finance and Arval; Investment & Protection Services for savings, investment, and protection solutions; and Corporate & Institutional Banking, focused on corporate and institutional clients. Based on its strong diversified and integrated model, the Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporates and institutional clients) to realize their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, BNP Paribas has four domestic markets: Belgium, France, Italy, and Luxembourg. The Group is rolling out its integrated commercial & personal banking model across several Mediterranean countries, Turkey, and Eastern Europe. As a key player in international banking, the Group has leading platforms and business lines in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific. BNP Paribas has implemented a Corporate Social Responsibility approach in all its activities, enabling it to contribute to the construction of a sustainable future, while ensuring the Group's performance and stability
Commitment to Diversity and Inclusion
At BNP Paribas, we passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued, respected and can bring their authentic selves to work. We prohibit Discrimination and Harassment of any kind and our policies promote equal employment opportunity for all employees and applicants, irrespective of, but not limited to their gender, gender identity, sex, sexual orientation, ethnicity, race, colour, national origin, age, religion, social status, mental or physical disabilities, veteran status etc. As a global Bank, we truly believe that inclusion and diversity of our teams is key to our success in serving our clients and the communities we operate in.
About Business line/Function:
Job Title:
AVP
Date:
12/5/25
Department:
RISK MFI
Location:
Mumbai
Business Line / Function:
RISK
Reports to:
(Direct)
Srinidhi V
Grade:
(if applicable)
(Functional)
Number of Direct Reports:
Directorship / Registration:
NA
Position Purpose
As part of the RISK function, the mission of RISK MFI A&D
Market & Liquidity Risk (“MLR”)
is to provide Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) with full transparency and dynamic analysis with respect to the market and liquidity risks originated and managed by CIB GM, to assist them in their risk decision making.
RISK MFI MLR is responsible for monitoring and analyzing all market, liquidity and contribute to the counterparty risks analyzes on the trading book. Furthermore, they contribute to the approval of transactions from market and counterparty risk perspectives and are responsible for the review of valuations and reserves.
The successful candidate will join the RISK MFI MLR APAC team, which covers the Global Market business in the region. Within Global Markets business, the activities covered include Developed Market Rates, Equities & Derivatives, Credit structured products.
The market risk analyst sitting at territory level will be naturally the first point of contact and leader for any topic specific to the perimeter, while contributing and being exposed to everything that the team does across the region.
Responsibilities
Direct Responsibilities
· Within RISK MFI team,
- Monitoring and analysis of the market risk and counterparty risk
- Focus on portfolio and transaction analysis across the products and dimensions.
- Monitor and report limit excess and coordinate with trading for actions to rectify the excesses
- Be a key point of contact for Front Office.
· Anticipation, detection, monitoring, analysis, and opinion on market risks and counterparty & collateral risks:
- 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
· Maintain a close working relationship with Regional & Global RISK MFI MLR teams
· Ensure smooth communication between business and RISK at both local and regional level
· Continuously track market dynamics in the region and anticipate the impact from regime change/market event to Global Markets business and entire market
· Maintain strong knowledge of the valuation and VaR models, and their impact on capital, valuation and market risk sensitivities of the Global Markets portfolios. Ensure VaR and stress test figures and their variations are commensurate with the portfolio composition and can be explained
· Contribute to the operational control framework of the Bank.
· Contribute to regulatory risk reporting.
Contributing Responsibilities
· Work closely with other Market Risk teams 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
Technical & Behavioral Competencies
· Good knowledge of Risk and Fixed Income / Equity products, VaR and Stress testing measures
· Good analytical abilities
· Good interpersonal & Communication skills
· Timeliness & accuracy
Specific Qualifications (if required)
B.Com, MBA or equivalent / 10-15 years of relevant work experience
