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Market Risk Analyst

Job type
Permanent
Schedule
Full time
Job Function
Financial and technical expertise Digital transformation and data
Brand
BNP Paribas Corporate & Institutional Banking
Study level
Master Degree or equivalent (> 4 years)
Location
Lisbon, Lisbon, Portugal
Sorry, this position is already filled
Last update 10.09.2024


Purpose and Scope of the role

The position is a Market Risk Management Analyst role within RISK Market & Financial Institutions (“RISK MFI”) dedicated to the Credit Flow business line of Global Market.

The Credit Flow trading desk mandate is about market-making corporate bonds, Credit Default Swaps (CDS) or Asset-Backed Securities (ABS).

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 to assist them in their risk decision making and monitoring.

The Market Risk manager acts as the point of contact for the business line and provides a holistic view of the market risk of the activity. The market risk manager anticipates, detects, analyses, and provides an opinion on the market risk and issuer risk of the activity notably through early detection and in-depth review of the hidden risks.

On top, they regularly challenge the monitoring, tooling, and framework in place to monitor the market risk of the activity. This can involve designing and running stress-testing on the trading book positions.

We are looking for a profile with one previous relevant experience who can rapidly develop an expertise into the Credit Flow activity and the market risk entails by it.

The role requires agility to onboard oneself onto new topics to support the analysis or monitoring conducted by other team members or stakeholders.


Responsibilities of the Market Risk Senior Analyst role

  • Articulate the main market risk and formulate risk options to RISK Management.
  • Challenge and opinion on the information and views provided by the trading desks.
  • Understand the valuation, market risks and profit & loss of the trading desks under scope.
  • Animate weekly meeting with the trading desks about the market risk positioning providing an independent risk analysis and optionin.

Role Competencies

  • Ability to integrate information from diverse sources, often involving large amounts of information.
  • Motivation to collaborate and share ideas and knowledge with team members.
  • Understands clients’ needs and values constructive and positive feedback.
  • Ability to ensure the precision, accuracy and thoroughness of the information manipulated or delivered
  • Ability to manage time, to plan, structure, prioritize and coordinate activities and resources effectively to reach objectives
  • Active in suggesting ideas and improvements and demonstrating curiosity.

Skills, experience, and qualifications

  • Master’s degree in finance, Applied Mathematics, Science or Engineering.
  • 2 to 5 years of working experience in market risk or counterparty risk with an applied
  • knowledge in derivatives and their risk management
  • Strong analytical capabilities
  • On programming skills, a working knowledge of Python is beneficial
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BECAUSE YOU'RE THE KIND OF PERSON WHO WANTS...

  • What if we told you that working in our Group isn’t quite what you might think? At BNP Paribas, we do a multitude of different jobs that are constantly evolving to meet the expectations of our clients and society as a whole. Whether through everyday tasks or major projects, doing one of our jobs means making a personal commitment to taking sustainable action.

  • Feeling good about your job means bringing your whole self to work and being who you are. It’s also about having the resources you need to achieve a healthy work-life balance. Both of these are major commitments at BNP Paribas.

  • At BNP Paribas, developing your skills is as important to us as it is to you. And the skills you learn with us will help you through the rest of your working life.

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