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Market Risk Specialist Risk Audit

Horaires Temps plein
Marque BNP Paribas
Niveau d'expérience 3 à 5 ans
Niveau d'études Niveau BAC+2/3
Postuler REF: 1908RSK3157

About the job

  • Within RISK, the Global Practice RISK IRC is in charge of the independent review of the credit, market, counterparty, insurance and operational risks as well as the RISK ORC function of RISK. Risk Independent Review (RISK IR) is the team responsible for the independent review of the risk measurement systems for the risks covered by RISK IRC. These reviews can take different forms (ex-ante / ex-post, driven by a regulatory objective or not, methodology / implementation) and are more or less exhaustive according to the subjects treated
  • Within RISK IRC, the team Framework, Processes & Systems (FPS) is in charge of, among other things, the review of all the BNP Paribas Group's processes and information systems (central and local) contributing to the measurement of credit, market or counterparty risks. The topics covered are as follows
    • Information systems and data quality: data supporting the modelling and run of credit risk models (e.g. PD, LGD and EAD), market (VaR, IRC) and counterparty (EEPE)
    • Systems and processes dedicated to the production of the risk indicators and the computation of the Risk weighted assets
    • Internal and regulatory reporting: collection of risk data and production of reports, local and central processing during the reporting process
    • Reconciliation of accounting and risk data locally and centrally
    • Good application of the regulatory definitions and internal standards
    • Use of the internal rating systems
    • Governance and risk management

Your Main Activities Are

  • You will integrate the RISK Platform in Lisbon to contribute to the Framework, Processes & Systems (FPS) team deliverables with the following responsibilities
    • Guarantee applicability of regulatory standards, internal procedures, internal systems and compliance
    • Performing review and analysis works, assessing risks for all types of risk measurement systems on the reviewed perimeter
    • Issuing reports and proposing action plans or recommendations to the concerned RISK departments and beyond
    • Performing in-depth independent reviews, in accordance with the following points
      • Doing independent reviews of the risk measurement systems of the BNP Paribas group (any country)
      • Producing analyses related to the laws, regulations, procedures and existing practices
      • Controlling the quality of the monitoring systems of the main risk families
    • Writing reports and proposing action plans
      • Writing final reports
      • Presenting the objectives of the review and its conclusions to the management
      • Proposing remediation plans on the specific areas where weaknesses have been identified
    • Controlling recommendations and justifications supporting their closure

Profile and Skills to Success

  • Engineering and Mathematical academic backgrounds desired
  • 3+Y of experience in Banking / Audit Firms or Consultancy Firms with knowledge of Banking Prudential Regulation
  • At least, 3 years of experience in a Risk / Business department as Market Risk Analyst and/or Audit firm / Finance department as Auditor
  • Experience in Capital Markets Activity desired
  • Knowledge of Python, R or SAS valued
  • Fluent in English
  • High quality of deliverables in tight deadlines
  • Capacity of analysis and synthesis
  • Rigorous and curious 
  • Client’s oriented 
  • Capacity of innovation and adaptation in a transversal environment

Why joining BNP Paribas?

· Leading banking institution

BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history. It has a presence in 65 countries, with around 190 000 Employees – including more than 145 000 in Europe.

· Our presence in Portugal

Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

· 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.

Primary Location: PT-11-LisbonJob Type: Standard / PermanentJob: RISKSEducation Level: Bachelor Degree or equivalent (>= 3 years)Experience Level: At least 3 yearsSchedule: Full-time Behavioural competency: Critical thinkingTransversal competency: Analytical AbilityReference: 1908RSK3157