Emerging FRTB Analyst
BNP Paribas
Lisbon, Lisbon, Portugal
há 2 dias

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 71 countries, with 200 000 Employees including more than 150 000 in Europe and 6 000 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, the Group has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

Thanks to its international presence and regular and close collaboration among its businesses, BNP Paribas has the resources to support all clients individuals, entrepreneurs, SMEs, large corporates, institutional investors and community organisations 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.

The RISK department aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group’s Risk Appetite and its strategy.

RISK teams engage in an upstream dialogue with the business to better understand their strategy, objectives, deal and then RISK expresses its opinion and recommendations.

The RISK function is independent, reporting directly to the CEO and Group Board.

Our risk management function ( RISK ) is recognised in the industry as being first tier.

Our main missions are to :

  • Advise the Bank on risk appetite definition; credit risk, counterparty risk, market risk, liquidity risk, operational risk, cyber risk and other potential risks.
  • Contribute as an objective second pair of eyes that risks taken on by the Bank align with its policies through analysis, valuation and documentation.
  • Report and alert bank management of the status of risks to which the bank is exposed.
  • RISK Global Markets is responsible for following, reporting and advising management concerning the market based activities of the Global Markets business.

    Since late 2020, the department has been organised with distinct streams dedicated to risk analysis, models & methodologies and services.

    The Services stream is responsible to provide a centralised risk management platform to the others with high quality monitored risk figures along with change management.

    The change management function is concentrated within a specific Change team that concentrates all the project management activities for the RISK Global Markets department.

    The Change team aims to follow best practises and integrate within the larger RISK organisation and the business lines adopting leadership or support roles accordingly, but with the key aim to represent the best interests of RISK Global Markets.

    The mission of the team is to Lead, coordinate and execute change initiatives across the full RISK GM scope encompassing regulatory, risk management, industrialisation and transformational changes.

    This specific role is located within the Change team and is primarily focussed on helping the bank prepare for the incoming FRTB market risk regulation.

    ROLE AND RESPONSIBILITIES

    The key responsibility of the role is to contribute to and take ownership for specific analysis areas of the forthcoming FRTB market risk capital regulation.

  • Including both standard and internal model approaches.
  • Analysis of the technical set-up, financial modelling and resulting charges.
  • Inclusive of all asset class groups and trading positions (equities, commodities, interest rate, foreign exchange, emerging markets and credit).
  • This will span across many aspects of the internal model from understanding the trading desk dynamics and interpreting capital charges to understanding and help testing the models.

  • There will also be ample opportunities to interact with Global Markets and support them in understanding the impacts of the new regulation on their businesses.
  • The role will provide opportunities to develop technical and analytical skills such as scripting or the use of AI where they support the analysis of data and help to provide further insights into the impact of the FRTB charges.
  • PROFILE

  • A minimum of a Bachelor's degree in Engineering, Financial Engineering, Finance, Maths, Sciences, Economics, Econometrics, Computation Sciences or related discipline.
  • Proficiency with the Microsoft Office Suite of Excel, PowerPoint and Word.
  • Focussed and effective organiser, team player and smooth communicator able to synthesise and present information clearly and concisely to stakeholders at all levels of the organisation.
  • Preferred

  • Knowledge of computing programming languages (Python, R).
  • Experience and knowledge of market risk management techniques is beneficial.
  • Delivery orientated mind-set with a drive for results that will inspire others.
  • Inquisitive approach with a test and learn attitude to new concepts.
  • Strong analysis skills with the ability to pinpoint key points of attention within a large data set.
  • 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.

    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.

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