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.
The Counterparty and Financing Risk Stream (CFR) covers the following main responsibilities :
Counterparty risks generated by any corporate, financial (incl.market infrastructure) or sovereign counterparty
Market risks generated in the GBL Prime Solutions & Financing (including Prime Brokerage), in XVA activities and in BP2S MFS acitvities
Liquidity, Funding and Collateral risks generated by Global Markets
The key responsibilities of the team are :
Review, from counterparty risk point of view, any non-vanilla transactions, passing anything requiring a transaction approval committee to the relevant team
Coordination in case of standard portfolio novation or regular IM optimisation exercises
Propose systems enhancements for counterparty risk monitoring
Produce and / or monitor main regulatory / economic liquidity risk indicators and global portfolio of collateral
Maintain overrides for exotic counterparty exposures in systems
ROLE AND RESPONSIBILITIES
The responsibilities of the Data Scientist are :
RISKS Education Level Not indicated Experience Level Not Indicated Behavioural Competencies Transversal Competencies