Risk Global Markets - Market and Counterparty Risks Trainee - Lisbon
BNP Paribas
Lisbon, , PT
há 6 dias

r : 1911RSK3731)

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.

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 top management.

Based on the Group’s risk appetite statement, RISK GM contributes to the definition of GM’s target risk profile, its risk decision making process and the optimisation of capital allocation to support its development.

It will monitor the actual risk profile of GM versus this target one, and assess how it may be impacted by new activities and upcoming evolutions.

  • More specifically, RISK GM proactively identify, analyse and review market and counterparty risk exposures on an ongoing basis;
  • contribute to define or approve a risk measurement framework, in particular official market and counterparty risk measurement methodologies used to compute Value-at-Risk (VaR), counterparty exposures, regulatory capital, as well as to define limits and control exposure;
  • assist and advise all levels of Management on risk-taking decisions; contribute to the valuation process and the valuation risk monitoring;
  • define a consistent collateral framework across the covered perimeter.

    We cover products in Equities, Commodities, Interest Rate, Foreign Exchange, Emerging Markets and Credit trading desks while also covering the dimensions of financing and counterparty risk hedging desks (i.e. XVA).

    We are looking to recruit individuals who are technically competent to embrace the depth of products encountered in the capital markets today from a technical market risk analysis perspective, who champion diversity with open mind-set, who are receptive to change and comfortable to fit into a fast pace working environment, who are motivated to learn and who are sufficiently self-driven to achieve their goals.


  • A truly diversified role where you can interact and learn about the challenges faced by the Market, Counterparty and Financing risks experts
  • A chance to expend your network within BNP Paribas Europe and worldwide RISK GM experts from APAC to Americas
  • The opportunity to develop a detailed understanding of the Bank’s products and activities (Capital Markets, Financing activities,.
  • both from a conceptual and from a practical viewpoint
  • The opportunity to concretely apply academic principles related to option theory or data analysis & science

  • Automate and industrialise the various tools used by the market risk and counterparty risk analysts while keeping consistency in mind
  • Review and implement in light IT environment methodologies of valuation adjustments calibration
  • Highlight and remediate gaps in documentation of valuation adjustments methodologies
  • Test and validate the implementation of methodology computation in the official repository system
  • Develop a Fair Value Reserve End of Month Summary dashboard in PowerBI
  • As first successes are delivered, participate to other projects on Fair Value Reserve calibration automation
  • Regularly provide updates to the Head of RISK GM Lisbon and to the tutor on project advancements

  • Some relevant studies in Engineering, Financial Engineering, Finance, Maths, Sciences, Economics, Econometrics or related discipline
  • An interest in developing practical solutions to a data analysis problems by being proficient with R or Python
  • Some familiarity with financial products would be a definite advantage (bond pricing, definition of Greeks (Delta / Vega / Gamma), concepts of option pricing) and will be preferred
  • A desire to create a lasting impact
  • Proficient written & oral communication
  • Maths skills obtained through relevant studies
  • Knowledge of financial markets
  • Motivation to proactively work as part of a team
  • Curious and highly motivated to learn
  • Problem solving and ability to offer different perspectives
  • 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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