Counterparty Risk Analyst for Risk GM Metrics
BNP Paribas
Lisbon, PT
há 3 dias

The position of Risk Analyst is available within RISK GM Metrics - Counterparty based in Lisbon.

About the Job

RISK Global Markets Metrics acts as a centre of expertise covering market, counterparty and liquidity risks metrics, contributing to the analysis and anticipation of Global Markets risks.

The organization is articulated around two main pillars on market and counterparty risks, while offering team members the opportunity to work transversally across topics.

Your Main Activities are

  • Monitor and review counterparty risk metrics and frameworks, notably regarding collateral envelopes and eligibility, Wrong Way Risk, Bilateral Initial Margin, counterparty risk sensitivities and stress test reports.
  • Perform standard counterparty portfolio analysis in preparation of credit annual reviews
  • Analyse & monitor Economic and Regulatory Measures including Stress Testing linked to Counterparty Credit Risk on the global scope of counterparties
  • Contribute to the risk management tasks of the team, such as supporting Business on deal simulation, reporting to senior management, stress testing, counterparty risk analysis, etc.
  • Review and analyse, from counterparty risk angle, all transactions under the following categories : trades not adequately represented in risk systems or for which the Business needs support when simulating them, trades with counterparties already in excess and / or trades that trigger an excess when simulated
  • Contribute to cross-stream projects, such as stress testing or investigating the impact of new regulation for the bank.
  • This includes a close collaboration with other teams to improve risk framework and design existing tools and processes.

    Profile and Skills to Success

  • The candidate should have a solid quantitative background with 1 5 years previous experience in a technical role (e.g.
  • through market risk or counterparty risk).

  • Excellent knowledge of derivatives instruments and associated risk drivers is a must and experience with simulation models (Monte-Carlo, interest rate, FX models, etc) is a plus
  • Ability to react quickly but precisely in high pressure trading situations with Front Office interactions, requiring a structured approach and resourcefulness.
  • Understanding of credit risk metrics (Exposure at Default, PD, etc.) and exposure metrics (VaR).
  • Strong communication skills, both written and verbal.
  • Steady personality, well organized and analytical approach.
  • Solid IT skills. Experience in the use of a programming language such as Python and R
  • Why joining BNP Paribas?

  • Leading banking institution
  • 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 72 countries, with around 200 000 Employees including more than 150 000 in Europe.

  • Our presence in Portugal
  • Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 6.500 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

  • International reach
  • Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients 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.

    In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.

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