Market Risk Stress Test Analyst - Lisboa, Portugal - BNP Paribas

BNP Paribas

Empresa verificada

Lisboa, Portugal

há 3 semanas

Postado por:

João Santos

Recrutador de beBee

Descrição

MARKET RISK STRESS TEST ANALYST (

JOB NUMBER:
2405RSK18289)

About the job

The Market and Counterparty Risk Analyst is in charge of monitoring, analysis and reporting of market and counterparty metrics related to risks held in the trading portfolios of the bank
Additionally, is responsible for ensuring the data quality of the metrics produced to monitor such risks and to participate to the continuous improvements of the monitoring, analysis and reporting framework of such metrics

Your Main Activities Are

Monitor and report market metrics as Value-AtRisk (VaR), Stressed Value-AtRisk (sVaR) and Incremental Risk Charge, key sensitivities and stress tests
Monitor and report counterparty metrics as collateral envelopes, wrong way risks, bilateral initial margin, counterparty risk sensitivities and stress test reports, CCPs and the clearing risks
Analyze, review, report and escalate breaches of market risk limits and investigate counterparty limit excess events in accordance with the relevant limit procedures
Support clientfacing teams when simulating new transactions impacts on existing exposures notably when such transactions add or create a limit excess
Control the quality of the data used in the various metrics under responsibility, participate to issues resolution with data owners team and activate levers with internal data stakeholders and owners to escalate unresolved issues
Alongside other stakeholders, participate to the periodic analysis, review, reporting and possibly signoff of different regulatory or capital related metrics as French Banking Law and Volker Rule, P&L Explain, regulatory Stress Tests, counterparty exposures, specific Wrong Way Risks, CVA Value at Risk
Participate to the agenda and content of regular forums such as market risk limit committees, client clearing main positions, collateral forums
Coordinate and participate to the regular review of the limits calibration, related framework and procedures reviews and improvement
Coordinate and participate to the regular review of the counterparty risk representations of transactions not adequately represented by the implemented methodology

Profile and Skills to Success**- Masters Degree in Mathematics / Science / Finance / Ecocomics or related

Up to 2 years of relevant experience
Advanced level of English, both written and oral
Knowledge in
IT Languages (Python)
MS Office Pack (Excel, PowerPoint)
Attention to deliver / results driven
Organisational skills
Ability to collaborate / teamwork
Communication skills, both written and oral

LI-Hybrid

Why joining BNP Paribas?
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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 65 countries, with around Employees - including more than in Europe.
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Our presence in Portugal
Since 1985, BNP Paribas was one of the first foreign banks to operate in the country.

Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

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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:

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Retail Banking, a division that brings together all of the Group's retail activities and specialised business lines
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Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services.
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Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional client.
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Diversity and Inclusion commitment
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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.
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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.