r : 1911RSK3731)
BNP Paribas is aleading European bank with an international reach. It has a presence in 72countries, with more than 202,000 Employees including more than 154,000 inEurope and over 5,000 in Portugal alone.
BNP Paribas is presentin Portugal since 1985, having been one of the first foreign banks to operatein the country. Today, BNP Paribas has several entities operating directly inthis territory, offering a wide range of integrated financial solutions tosupport its clients and their businesses.
Worldwide, the Grouphas key positions in its three main activities : Domestic Markets andInternational Financial Services (whose retail-banking networks and financialservices are covered by Retail Banking & Services) and Corporate &Institutional Banking, which serves two client franchises : corporate clientsand institutional investors.
The Group helps all its clients (individuals, communityassociations, entrepreneurs, SMEs, corporate and institutional clients) torealise their projects through solutions spanning financing, investment,savings and protection insurance.
RISK Global Markets provides full transparency and dynamic analysis of the market, counterparty,valuation and liquidity risks managed by CIB Global Markets to BNP Paribas topmanagement.
Based on the Group’s risk appetite statement, RISK GM contributesto the definition of GM’s target risk profile, its risk decision-making processand the optimisation of capital allocation to support its development.
It willmonitor the actual risk profile of GM versus this target one, and assess how itmay be impacted by new activities and upcoming evolutions.
define aconsistent collateral framework across the coveredperimeter.
We cover products inEquities, Commodities, Interest Rate, Foreign Exchange, Emerging Markets andCredit trading desks while also covering the dimensions of financing andcounterparty risk hedging desks (i.e. XVA).
We are looking torecruit individuals who are technically competent to embrace the depth ofproducts encountered in the capital markets today from a technical market riskanalysis perspective, who champion diversity with open mind-set, who arereceptive to change and comfortable to fit into a fast pace workingenvironment, who are motivated to learn and who are sufficiently self-driven toachieve their goals.
WHAT THIS INTERNSHIP REPRESENTS FOR YOU
both from a conceptual and from a practical viewpoint.
ROLE AND RESPONSIBILITIES
oBasel 2.5 metrics as Var, sVar and IRC and their dailysign-off.
oSensitivities contributing to the Prudent ValuationAdjustment and to the Reserve Framework.
oMain sensitivities Controlled and Monitored by MarketRisk
oFrench Banking Law and Volcker rule metrics
oFRTB metrics as Standard Approach, NMRF and P&LAttribution
oGenerally, all P&L Explain related metrics.
Regularly provideupdates to the Head of RISK GM Lisbon and to the project sponsors on projectadvancements.
Please note that onlyapplications submitted in English will be considered.
In case you areselected for this role, further documentation will be requested to support yourhiring process.
BNP Paribas is anequal opportunity employer and proud to provide equal employment opportunity toall job seekers. We are actively committed to ensuring that no individual isdiscriminated against on the grounds of age, disability, gender reassignment,marriage or civil partnership status, pregnancy and maternity, race, religionor belief, sex or sexual orientation.
Equity and diversity are at the core of ourrecruitment policy because we believe that they foster creativity andefficiency which in turn increase performance and productivity.
We strive toreflect the society we live in, while keeping with the image of our clients.