Risk Quantitative Analyst - Internship
BNP Paribas
Lisbon, PT
há 3 horas

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.

This role is within RISK I2S (RISK Institutionals & Securities Services), one of the five Business domains of RISK - BNP Paribas Group risk function.

The RISK I2S domain has responsibility of the credit risk profile of all Institutional clients, intragroup entities and Market Infrastructures and related credit approval process, including all BP2S business lines and activities.

The Market Infrastructure team provides a holistic view of risks facing market infrastructures, by integrating counterparty credit risk analysts, as well as quantitative analysts within the team.

It is a global team, with a presence in London, Paris, New York and Hong Kong.

ROLE AND RESPONSIBILITIES

The CCP Quantitative Analyst will work as part of the integrated RISK I2S Market Infrastructure team and will be based in Lisbon.

The Market Infrastructure team provides a holistic view of risks facing market infrastructures, by integrating counterparty credit risk analysts, as well as quantitative analysts within the team.

It is a global team, with a presence in London, Paris, New York and Hong Kong.

The analyst’s responsibilities will be supporting in providing quantitative insights on topics such as :

The analysis of central counterparty clearing house (CCPs) margin call algorithms and their risk management mechanisms :

Provide quantitative analysis to help the Credit Officer to form a view in CCP Risk Committee, Risk Committee or CCP Risk Working Groups

the analysis of portfolio risks

Defining risk procedures and methodologies

conducting due diligence on CCPs and other market infrastructures that require quantitative analysis

These topics will allow for numerous interactions with a large variety of global stakeholders across risk functions.

The role is primarily focused on a support level on the following topics :

Monitoring and controlling the risk facing margin algorithms put in place by CCPs in order to protect themselves.

Driving the necessary changes to work towards a more robust platform of risk management in the market.

The successful applicant will be very much part of a global team that will allow him / her to build up an expansive knowledge of the market.

This position will allow you to become a key player within the market infrastructures and CCPs environment, which is an essential link in the business’ operations.

Clearing through CCPs affects all asset classes and as such, the post will provide you with a broad knowledge across many functions within the group, allowing you to :

Develop your network through working with numerous stakeholders on a daily basis,

Develop your technical competencies regarding CCPs,

Develop your network with CCPs through participating in external working groups organised by CCPs and industry forums.

PROFILE

Education : Masters (or higher) in Mathematics, Physics or Quantitative Finance

Languages : English (fluent)

Technical / Business Skills :

Strong interest and familiarity with risk management best practises, financial markets and economic developments on an academical level

Knowledge of derivatives, their risk drivers and the models used to price them; or exposure to at least one of the following asset classes : credit, repo, IR / FX, equity, commodities, preferably from a risk management perspective on an academical level

Good awareness of the regulatory framework for banks is desirable

Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment on an academical level

Soft Skills :

Creative and problem-solving mindset

Strong organisational skills

Proven analytical skills

Excellent written and oral communication skills

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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