The bank for a changing world

We are looking for

Credit Development and Quantitative Solutions Analyst (Wealth Management)

Apply REF: WEA000856
 

About BNP Paribas in Asia Pacific (http://www.apac.bnpparibas/)

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 15,000 employees* and a presence in 14 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.

Worldwide, BNP Paribas has a presence in 74 countries with more than 190,000 employees. It 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. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.  

BNP Paribas offers you an exciting career opportunity in an international, challenging business environment characterized by high pace and diversity with focus on creating valuable relations with our customers. We offer a competitive salary & benefits package and also an excellent work environment where you're valued as part of our team!

* excluding partnerships

 
 
 

Position Purpose:


  • Works closely with local stakeholders and the Global Credit Development and Analytics (CDA) team at Headquarter to perform quantitative and qualitative analysis in support of collateral based lending business in Asia.
  • Assist in production of analysis, reports or presentations related to the team’s scope.
  • Assist team members’ activities with ad hoc analysis and/or development of tools to increase the team’s efficiency.

Direct Responsibilities

  • Proactively conduct rigorous quantitative analysis on marketable securities/ OTC derivatives to inform collateral lending values and required OTC Margin.
    • Cover structured products, discretionary portfolio management, as well as funds, ETFs, fixed income securities and shares.
    • Identify and quantify risk factors (including market risk, credit risk, liquidity risk) relevant to the product/structures 
    • Recommend lending values informed by business requirement and market intelligence, as well as VaR analysis, backtesting and stress testing in line with the Bank's Risk Appetite
  • Represent and promote CRM's Lombard Credit Offering to Advisory and Front Office colleagues.
  • Propose and implement improvement to team processes and methodologies
  • Support of BAU tasks 


Contributing Responsibilities
  • Develop competitiveness of WM's Lombard credit offering in Asia
    • Work with FO to identify and quantify area of business opportunities
    • Ensure compliance of regulatory rules and constraints
    • Liaise with internal and external Legal to ensure the perfection of the Bank's security interest
    • Deliver on system and policies changes to support the lending norm expansion initiatives
  • Contribute to enhancement and automation of Asia CRM's capabilities in collateral and derivatives risk analysis, internal and external exposure reporting, and lending portfolio monitoring
  • Participate in transformation projects undertaken by Credit Wealth Management

Specific Qualifications Required:

  • VBA
  • Python / R
  • Bloomberg

Competencies (Technical / Behavioral):

  • 5+ years of relevant experience with strong knowledge of securities analytics
  • Professional qualification or degree in finance or a quantitative field. 
  • Ability to communicate effectively, both orally and in writing, to both investment and technology professionals with varying degrees of knowledge with respect to securities and modeling.
  • Intellectual curiosity and analytical skills, with drive to translate knowledge / analysis into business results
  • Keen team worker, adaptability and good listening skills
  • Must be fluent in English, Chinese will be an advantage
Primary Location: HK-Hong Kong (HK)Job Type: Standard / PermanentJob: FINANCIAL AND TECHNICAL EXPERTISEEducation Level: Bachelor Degree or equivalent (>= 3 years)Experience Level: At least 5 years Behavioural competency: Ability to collaborate / Teamwork, Communication skills - oral & written, Active listening, AdaptabilityTransversal competency: Analytical AbilityReference: WEA000856