About the job
In Oxygen Finance Services, the Valuation Risk & Governance is a team dedicated to the supervision of the entire Fair and Prudent Valuation chain and its use in various downstream chains such as the economic P&L Control Chain or the Capital chain. The mandate of the team covers essentially the Global Markets activities in CIB, but extends beyond this scope to cover the main portions of the group fair valued balance sheet.
The job is organised around a monthly rhythm/cycle where the team is in charge of reviewing the controls performed by some departments involved in the Valuation and the Valuation Control processes. The role’s objective is support the Paris and London team in their role to ensure the controls performed at all levels are exhaustive, effective and appropriately documented.
Your Main Activities Are
- Produce valuation data that will allow the Paris and London team to analyse and control on Fair value product traded on Capital Markets that will be reported in various valuation committees.
- Develop reporting, data quality and analysis tools that help deepen the analysis of the positions, risk and management indicators used in the various committees.
- Contribute to the assessment of the adequacy and soundness of the fair value adjustments framework.
- Contribute to the assessment of the soundness of the Day One Profit Process.
Profile and Skills to Success
- Master’s degree in Finance, Applied Mathematics, or Economics
- Previous experience in Market Risk management or Market Finance within the Banking sector is a strong plus
- Working experience in a fast paced international environment is a plus
- Knowledge of Fair Value concepts and Marked to Market Valuation methodologies is a strong plus
- Knowledge of Fixed Income and Equity Derivatives products and data concepts is a strong plus
- Proficiency in Microsoft Office tools (including VBA programming) is mandatory
- Ability to code in Python is mandatory
- Team player
- Positive attitude to comply with deadlines and objectives
- Ability to work under strong closing pressure and be flexible around this
- Effective organisation and time management, including ability to prioritise workload
- Quality focused, detail oriented and problem-solving skills
- Good communication Skills
- Fluency in English is mandatory with domain of French being a plus
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 72 countries, with around 200 000 Employees – including more than 150 000 in Europe.
· Our presence in Portugal Present in Portugal
Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 6.500 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: Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.
In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.
· 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, 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.
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.