Nous recherchons un

Vice President – Senior Market Risk Analyst

Horaires Temps plein
Marque BNP Paribas Corporate & Institutional Banking
Niveau d'expérience 3 à 5 ans
Niveau d'études Niveau BAC+2/3
Postuler REF: RIS001428

Business Overview:

RISK Global Markets (“RISK GM”) core mission is to provide a dynamic analysis of the market, counterparty, valuation and liquidity risks managed by the Global Markets (“GM”) division of the Corporate & Institutional Bank. This includes in particular to proactively identify, analyze and review market and counterparty risk exposures, to contribute to the definition of the risk measurement framework and to assist all levels of management on risk-taking decisions.

 
Within RISK GM New-York, the Market Risk GBL team is responsible for:
  • Risk anticipation and detection

Anticipation, detection, monitoring, analysis, and opinion on all market and issuer 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 RISK and business management.
  • Risk control framework

Design and continuous improvement of the market risk control framework including risk analysis tools, limits and stress testing. Holistic vision on valuation and capital metrics, escalating issues or concerns in these areas.

  • Business line leadership

Centre of expertise and point of contact for the business line, able to provide a holistic view of risks and activities, escalating issues as appropriate. Understanding the application of processes under the responsibility of other RISK GM teams to the business line.

 

Candidate Success Factors:

Candidates will be measured on the following four performance drivers that will dictate how individual impact is considered on the Americas platform:

  • Results and Impact
  • Leadership and Collaboration
  • Client, Customer and Stakeholder Focus
  • Compliance Culture and Conduct

Scope:

The successful candidate will primarily focus on covering the more complex and exotic activities across the whole Americas platform (Interest Rate Structured desk, MBS desk, EQD Exotic desks …)    


Responsibilities:


The available position includes the following responsibilities:
 
Risk Analysis:
  • Measure and Monitor market and liquidity risks inherent to the trading desks or activities in the direct scope of the RISK analyst.
  • Development of monitoring tools and reporting to the Business and Senior Management.
  • Be pro‐active in day‐to‐day assessment of positions, analyze large P/L, provide independent analysis and quantification of existing and new risks
  • Develop and maintain a continuous and sound dialogue with the business line. Review and provide opinion on information and risk views expressed by the Business.
  • Provide accurate and appropriate risk information and opinion to senior management and escalating risk topics as needed.
  • Performing in-depth, ad hoc analysis, formulating an opinion and escalating as needed, while judging priority, on any and all market risk topics affecting the business line.
 
Risk Limits:
  • Setting and ensuring timely review of market risk limits in line with RAF.
  • Analysis, review and escalation of limit excesses.
 
New Risks:
  • Review and approval of large or complex transactions.
  • Participate in the definition and assessment of the risk management framework for new trades/products/activities through contribution and/or attendance to decision making process, in particular Exceptional Transactions, Transaction Approval Committees, New Activity Committees.
 
Review the impact of new models on the book and analyze the results.
  • An understanding of the model assumption and their economical purpose,
  • Tests and analysis of the impact on the valuation and risks of the books
  • Such changes coincide in general with system release requiring discussion with Risk‐GM Quantitative team, FO Research Team, Trading and IT.
 
Stress Testing:
  • Develop and compute Stress‐test scenarios and analyze the results.
  • Contribute to the improvement of stress testing within Global Market perimeter
 
Contribution to the IPV, Reserves and Prudent Valuation Framework:
  • Opine on the end of month valuations reviews (market parameters review, reserves and Prudent Valuations)
  • Ensure processes remain exhaustive and the process run by the IPV team is robust and well documented.


Minimum Required Qualifications

  • Master’s degree in Finance or Economics or Engineering;
  • 5 years+ in Risk Management areas (Market Risk / Counterparty Risk) or Front-Office roles;
  • Experience in exotics and structured activity.
  • In-depth understanding of market risk and counterparty risks originated from traded products.
  • Strong knowledge of capital market instruments.
  • Understanding quantitative risk measures and related modeling / methodology.

Preferred Qualifications:

  • Ability to understand, identify, and communicate key risks associated with complex/exotic products (including valuation and modelling).
  • Excellent verbal and written communication skills. 
  • Ability to work effectively in a team environment.
  • Languages: English mandatory.
  • Skills: Python/Excel/VBA.

FINRA Registrations Required:

  • Not Applicable

CFTC Swap Dealer Associated Person (if yes, NFA Swaps Proficiency Program is required):

  • Not Applicable

SEC Security-Based Swap Dealer Associated Person

  • Not Applicable

BNP Paribas is committed to providing a work environment that fosters diversity, inclusion, and equal employment opportunity without regard to race, color, gender, age, creed, sex, religion, national origin, disability (physical or mental), marital status, citizenship, ancestry, sexual orientation, gender identity and gender expression, or any other legally protected status.


Primary Location: US-NY-New YorkJob Type: Standard / PermanentJob: RISKSEducation Level: Bachelor Degree or equivalent (>= 3 years)Experience Level: At least 5 yearsSchedule: Full-time Reference: RIS001428