About the job
- The Market Risk Capital Analyst coordinates the production of regulatory capital figures for market risk (Basel 2.5 and the forthcoming Fundamental Review of the Trading Book (FRTB)). Working side by side with the Market Risk Capital Production team, you will help turn raw data into reliable numbers, assist in explaining the drivers of capital changes and support communication of the results to Business Lines, Group Finance and Senior Management
Your Main Activities Are
- Capital Production: Oversee and validate market risk capital calculations under Basel 2.5 and FRTB (Standardised and Internal Model approaches), ensuring accuracy, timeliness and alignment with Business and Finance expectations
- Analysis and Explain: Prepare capital explain analyses that break down the drivers of VaR, SVaR, IRC (Basel 2.5) and IMA/SA metrics (FRTB); collaborate with RISK MFI and Business teams to deliver clear commentary on past capital movements
- Reporting and Communication: Assist in delivering high quality reports and present key findings to Business Lines, Risk Management, Group Finance, rating agencies, regulators, and auditors
- Framework Improvement: Contribute to the design, automation, and continuous enhancement of the market risk capital framework (Information Technology (IT) fixes, methodology updates, FRTB analysis set up)
- Documentation: Keep operational procedures, methodological documents and control plans up to date and in line with governance standards
- Point of contact: Act as a point of contact for market risk capital topics with Business, Risk and Finance
Profile and Skills to Success
- Post graduate or master’s degree in finance, Mathematics, or a related field
- Up to 2 years of experience in Risk and Control / Data Analytics or similar
- Knowledge of Python and advanced MS Excel
- Familiarity with regulatory capital frameworks (Basel 2.5, FRTB) is a plus
- Excellent English, both written and oral
- Strong attention to detail
- Solid analytical ability
- Ability to collaborate / teamwork
- Proactive
#LI-Hybrid
Why joining BNP Paribas?
- Leading banking institution
Leading player in banking and financial services in Europe, BNP Paribas operates in 64 countries and has nearly 178,000 employees, including more than 144,000 in Europe
The Group holds key positions in several areas of banking and financial services that are structured around three operating divisions:
- Corporate & Institutional Banking (CIB) connects companies needing financing and institutional clients looking for investment opportunities division that offers tailored financial solutions for corporate and institutional clients
- Commercial, Personal Banking & Services (CPBS) brings together all our commercial banks and several specialised businesses heard
- Investment & Protection Services (IPS) combines a unique continuum of products and services across protection, saving, investment and real estate including specialised businesses offering a wide range of savings, investment and protection services
In Portugal since 1985, BNP Paribas today has more than 9.220 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 centres of expertise providing value-added services to various countries where the BNP Paribas Group also operates.
- Diversity and Inclusion commitment
BNP Paribas ´ambition is to cultivate an open and responsive environment for all that encourages collaboration and interaction. We demonstrate our commitment by actively contributing to the Group’s Diversity and Inclusion strategy and goals, in line with the United Nations Sustainable Development Goals. As part of our local Corporate and Social Responsibility – Diversity & Inclusion strategy, BNP Paribas Portugal is committed to:
- Promote a fair and unbiased recruitment process and offer professional development opportunities to all employees
- Celebrate diversity and advocate for inclusion, both externally and internally, encouraging employee’s participation, creating space for different voices to be heard.
To foster the effort of BNP Paribas Portugal, multiple initiatives and events take place throughout the year where our people can find out more on the importance of diversity inclusion at the workplace and in our society.
- 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 options adapted to our hybrid working environment. To ensure a comfortable and efficient working setup, eligible employees are provided with both office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional items at reduced prices.
- Commitment towards work/life balance
Supporting employees in a hybrid way of working while providing them with the means to maintain a work-life balance is an essential dimension of our Smart Working program. At BNP Paribas, we care about our employees’ wellbeing and promote a culture of good integration between work and personal life.
To find out more on why you should join BNP Paribas please read our Employee Value Proposition and our Career path page.
* 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.
