Market Risk Analyst

About the job

• The position is a Market Risk Analyst role within RISK Market & Financial Institutions (“RISK MFI”)
• RISK MFI provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic analysis and monitoring of market, counterparty, liquidity risks originated and managed by CIB GM and of credit risks on Financial Institutions in order to assist them in their risk decision making and monitoring
• The Market Risk analyst main missions are related to reviewing the relevance or the calibration of some limits, investigating and solving with stakeholders the root causes of limit excesses, facilitating new transactions pricings on the counterparty risk profile, and implementing specific counterparty risk methodologies at transaction level
• We are looking for a profile with one previous market risk experience who can rapidly understand new market or counterparty risk concepts and metrics, provide quantitative or statistical analysis about a certain scope
• The role requires agility to regularly onboard oneself onto new topics to support the analysis or monitoring conducted by other team members
  
• The candidate needs to be comfortable working in “project mode” and very regularly iterating improvements in their analysis

Your Main Activities Are

• Monitor and report market risk metrics over the Global Market Business Lines activities
• Support some pre-trade simulation alongside Front Office on exotic transactions
  
• Investigate the data set used in the market risk metrics under investigations and highlight key data quality issues
• Present results of own analysis and investigations to the relevant market risk managers
• Lead small projects to improve the efficiency and reliability of the team processes or developing alternative way to interpret the metrics and data sets used by the team
• Maintain simple and documented analysis tools which can be easily handed over to other team members

Profile and Skills to Success

• Master’s degree in Finance, Applied Mathematics, Science or Engineering
• 1 to 3 years of working experience in market risk or counterparty risk
  
• Good knowledge of Financial & Risk management concepts as well as derivatives products
• Knowledge of Python
• Ability to integrate information from diverse sources, often involving large amounts of information.
• Motivation to collaborate and share ideas and knowledge with team member.
  
• Understands clients’ needs and values constructive and positive feedback.
  
• Ability to ensure the precision, accuracy and thoroughness of the information manipulated or delivered.
  
• Active in suggesting ideas and improvements and demonstrating curiosity.
  

#LI-Hybrid

Why joining BNP Paribas?

· Leading banking institution

BNP Paribas is the European Union’s leading bank, and key player in international banking. It operates in 63 countries and has nearly 183.000 employees, including more than 146.000 in Europe.

· Our presence in Portugal

In Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 excellence centres providing value-added services to various countries where the BNP Paribas Group also operates.

· 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:

• , a division that brings together all of the Group’s retail activities and specialised business lines;
• that include specialised businesses offering a wide range of savings, investment and protection services;
• division that offers tailored financial solutions for corporate and institutional clients.

· 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/paternity, 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.

· Commitment towards work/life balance

At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.

· 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 modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.

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.