BNP Paribas is a leading European bank with an international reach. It has a presence in 73 countries, with more than 192,000 employees including more than 146,000 in Europe and over 4,000 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.
RISK Global Markets Metrics acts as a centre of expertise covering market, counterparty and liquidity risks metrics, contributing to the analysis and anticipation of Global Markets risks.
The organization is articulated around two main pillars on market and counterparty risks, while offering team members the opportunity to work transversally across topics.
The role is focused in the Market Risk Pillar, with the key responsibilities being :
Upgrade the monitoring and analysis framework for the associated regulatory metrics. Represent RISK GM for sub-ICC contributions or requests In collaboration with MCLAR, coordinate RISK GM contribution to the regulatory Stress tests exercises
ROLE AND RESPONSIBILITIES
The Market Risk Analyst is responsible for :
This could be extended to the monitoring of Basel 2.5 metrics (VaR, SVaR, IRC and CRM), key sensitivities and limits.
through market risk or counterparty risk).
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.