Counterparty Risk Analyst
BNP Paribas is a leading European bank with an international reach. It has a presence in 72 countries, with more than 202,000 Employees – including more than 154,000 in Europe and over 5,000 in Portugal alone.
BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
Worldwide, the Group 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. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance.
BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rate, credit, currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations, institutional investors, banks, governments and supranational organizations.
Global Markets has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. Their global network comprises more than 3500 professionals working on our six main trading floors in London, Hong Kong, New York, Paris, Singapore and Tokyo. They are supported by regional offices throughout Europe, the Americas, Middle East and Asia-Pacific.
As a Group ALM Treasury (‘ALMT’) department, Global Markets ALMT (‘GMAT’) team is responsible for:
- Monitoring GM liquidity: balance sheet, funding and liquidity indicators;
- Defining the Liquidity transfer price: set the GM internal FTP to steer the balance sheet and facilitate business;
- Defining the GM/ALMT operational framework such as local funding rules, cut-off time, intraday liquidity, cash clearing, cash consumption limits;
- Analysing GM funding-related issues to be submitted to Group ALCO.
GMAT is organized in two teams in Paris and London interacting with GM Global Business Lines (‘GBL’) and ALMT, with regional correspondents in Asia, Brussels and the US.
As a member of GMAT, you will contribute to:
- Global Markets' Liquidity risk analysis: Analysing, monitoring and invoicing Liquidity within Global Markets, in liaison with the various GBLs and regions/entities.
- Global Markets' contribution to the Group Liquidity economic and regulatory indicators
- Consolidating and explaining GM contribution to the Group LCR, NSFR, Liquidity Gap, Stress Test and Debt issuances;
- Participating to Group indicators' implementation, from their methodological definition to the coordination of IT systems evolutions required to produce them.
- Provide regular reporting presentations (quarterly GBL Heads, Monthly Resources SteerCo, TexCo, weekly resource dashboard) such as Liquidity Gap Contribution, FI Stress test and Debt reporting.
- BsC and/or Master’s degree level in Finance or Mathematics (Engineering bachelor will be a plus); Graduates with finance background;
- Analytical and quantitative skills - Good knowledge of Excel;
- Ability to process large amount of data and make extractions from various systems;
- Knowledge of VBA, Python and/or R is favoured;
- Ability to communicate clearly in both oral and written form (in English);
- Precision and rigorousness;
- Reliability and capacity to deliver;
- Autonomy and proactivity;
- Team spirit and ability to work with others.
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.
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.