The bank for a changing world

Market Risk Analyst


Standard / Permanent



Job function




BNP Paribas Overview

BNP Paribas has a presence in 75 countries with more than 185,000 employees, including 145,000 in Europe. It ranks highly in its two core activities: Retail Banking & Services and Corporate & Institutional Banking.

At BNP Paribas, we work continuously on behalf of our clients, helping them to realize their projects around the world. You can be an important part of this, helping us to serve our clients both in mature and emerging markets, providing them with financial solutions across a diverse range of expertise, products and services. Our origins lie in Europe, but nearly a quarter of our employees now work in our multi-award-winning Asia Pacific offices and we are a committed player in all markets.

Strong risk management, combined with the stability that comes from being part of one of the largest banking groups in the world, underpin our success. Joining us, you’ll become an integral part of a dynamic team that spans nationalities, cultures and backgrounds, drawing together people from around the globe and reflecting our commitment to international placements.


Department Overview:

The key missions of the Risk department are:


  • To advise the Bank on risk appetite definition;
  • To contribute as an objective “second pair of eyes” that risks taken on by the Bank align with its policies;
  • To report and alert Bank Management of the status of risks to which the Bank is exposed;
  • To contribute to the development and growth of the risk culture within the Group.


Key Responsibilities:

Market Risk Analysts are in charge of the following tasks for the G10 Global Business Line:


  • Analysing, identifying, quantifying and monitoring all market risks for the G10 Global Business Line;
  • Running stress tests and producing first analysis;
  • Producing and analysing the Reserves and  MAP review corrections;
  • Producing analysis on Exceptional Transactions (ET);
  • Maintaining adequate knowledge of the models used on their perimeter;
  • Contributing to risk calculation methodologies and risk algorithms (VaR, etc.) testing and reviews;
  • Contributing  to market risk limit reviews;
  • Contributing to all process industrialisation.


Skills & Experience Required:



  • Previous experience working in market risk, trading, quantitative research or in a model validation team in a financial services firm.



  • Education:  the successful candidate should have a degree in Finance, Business, Economics, Engineering, Mathematics or Physics of a reputable university;
  • Languages: Fluent spoken & written English is essential;
  • Skills: Proficient use of VBA, SQL and Access for Windows is an advantage.



  • Be a role model, supporting and fostering a culture of good conduct;
  • Demonstrate proactivity, transparency and accountability for identifying and managing conduct risks;
  • Consider the implications of your actions on colleagues, partners and clients before making decisions, and escalate issues to your manager when unsure