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Risk Global Markets – Risk / Quantitative Analyst

Postuler REF: 1808RSK0895

BNP Paribas is a leading European bank with an international reach. It has a presence in 73 countries, with more than 192,000 employees – including more than 146,000 in Europe and over 4,000 in Portugal alone.

BNP Paribas is present in Portugal since 1985, having been the first foreign bank to operate in the country. Today, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

Worldwide, the Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realize their projects through solutions spanning financing, investment, savings and protection insurance.

Within the Counterparty and Financing Risk Stream (CFR), focused on the counterparty risks generated by any corporate, financial (incl. market infrastructure) or sovereign counterparty; market risks generated in the GBL Prime Solutions & Financing (including Prime Brokerage), in XVA activities and in BP2S MFS activities; and, liquidity, Funding and Collateral risks generated by Global Markets.


  • Contributing to the continuous improvement of the tools in use by the team
  • Participate in analysis projects with a main focus on the analysis of the corresponding data and the visualisation of the results
  • Help drive new approaches to presenting the risks to senior management, such as the use of dynamic dashboards to replace static reports
  • Investigate the use of machine learning approaches to get a better understanding of the risks, improve methodologies, or help identifying data quality issues automatically
  • Contribute to ad-hoc projects, such as ad-hoc stress testing or investigating the impact of new regulation for the bank



  • Experience between 1 to 5 years in relevant areas (Data Science, Quantitative and Risk Analysis)
  • Knowledge of derivatives instruments and associated risk drivers is a must and experience with simulation models (Monte-Carlo, interest rate, FX models, among others)
  • Strong programming skills in R and / or Python
  • Solid Excel / VBA
  • Programming languages, such as javROLE data sascript, jQuery are a plus
  • Knowledge in Machine Learning
  • Ability to react quickly but precisely in high pressure trading situations with Front Office interactions, requiring a structured approach and resourcefulness
  • Deadline oriented

Please note that only applications submitted in English will be considered.

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, 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.

Primary Location: PT-11-LisbonJob Type: Standard / PermanentJob: INFORMATION TECHNOLOGYEducation Level: Bachelor Degree or equivalent (>= 3 years)Experience Level: At least 1 yearSchedule: Full-time Behavioural competency: Ability to collaborate / TeamworkTransversal competency: Analytical Ability