Valuation Data Analyst
BNP Paribas
Lisbon, PT
há 3 dias

About the job

The position is an Analyst role in the Valuation Adjustments team within the RISK Global Markets department.

The RISK Global Markets department is responsible for assessing, controlling and validating the risk associated with the business activities of CIB GM, which is the area of the bank that serves corporate and institutional clients by providing solutions to their market needs.

It focuses mainly on Market Risk, Counterparty Risk and Model Risk.

Your Main Activities Are

Manage the calibration, computation, sign-off and reporting of monthly / quarterly valuation adjustments. Additionally, represent the team when communicating with Trading and Finance, promoting a good relationship and transparency.

Develop automated python tools for valuation adjustments tasks to improve the processes in efficiency and reliability, following high industrialization standards and in close collaboration with IT teams.

Design new valuation adjustment methodologies based on knowledge and expertise on the underlying products; and proper quantitative analysis using historical data and simulation.

Profile and Skills to Success

Master’s degree in Finance, Applied Mathematics, or Engineering. Advanced degree a plus.

0-5 years of working experience

Strong programming skills. Knowledge of Python is recommended.

Knowledge in Finance and Derivatives recommended. Experience in Market Risk is a strong plus.

Strong analytical mindset, detail oriented and problem-solving skills.

Fluent in English and good communication skills.

About the Team

The RISK Global Markets department is responsible for assessing, controlling and validating the risk associated with the business activities of CIB GM, which is the area of the bank that serves corporate and institutional clients by providing solutions to their market needs.

It focuses mainly on Market Risk, Counterparty Risk and Model Risk.

Why joining BNP Paribas?

  • 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 68 countries, with around Employees including more than in Europe.

  • Our presence in Portugal
  • Since , BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 6. employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

  • 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 : Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.

    In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.

  • 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, 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.

    To find out more on why you should join BNP Paribas visit

  • 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.
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