Valuation Data Analyst
BNP Paribas Personal Finance
Lisbon, Lisbon, Portugal
há 5 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.

DEPARTMENT OVERVIEW

Fulfil the mission statement of RISK Global Markets Valuation Adjustments by taking ownership of the data analysis, monitoring and reporting of the pricing observability, uncertainty and liquidity and of the calibration, analysis, monitoring and reporting of the related valuation adjustments (namely IPV and Reserves) of the financial instruments traded by Global Markets among all asset classes and across all locations.

The role provides a unique opportunity to participate into the development of a dynamic global team within the RISK Global Market organisation, leveraging on a large breadth of experiences from former market risk managers and valuation data analysts while BNPP adapt its Valuation Adjustment framework to the lessons drawn through the March-20 market crisis.

ROLE AND RESPONSIBILITIES

Fulfil the mission statement of RISK Global Markets Valuation Adjustments by taking ownership of the data analysis, monitoring and reporting of the pricing observability, uncertainty and liquidity and of the calibration, analysis, monitoring and reporting of the related valuation adjustments (namely IPV and Reserves) of the financial instruments traded by Global Markets among all asset classes and across all locations

The role provides a unique opportunity to participate into the development of a dynamic global team within the RISK Global Market organisation, leveraging on a large breadth of experiences from former market risk managers and valuation data analysts while BNPP adapt its Valuation Adjustment framework to the lessons drawn through the March-20 market crisis

Monitoring, production and reporting of reliable and accurate ad-hoc analysis in a timely manner on a range of market liquidity and uncertainty metrics

Regular computation, analysis, reporting and sign off of Valuation Adjustments methodology calibration outputs

Regular computation, analysis, reporting and sign off of Valuation Adjustments methodology computation outputs

Perform analysis of pricing information when required to and use the analysis to calibrate various inputs to valuation adjustments methodologies

Provide decision-making analyses and information in negotiation and discussions around business decisions

On an ad-hoc basis, provide relevant quantitative facts based on data to review and challenge risk analysis from Global Markets

Propose initiatives to automate and harmonise calculation, analysis and reporting tasks and implement them

Propose improvements to individual tools and analysis under responsibility

Autonomously manage individual projects discussing progress with more experienced team members.

Inform relevant internal or external stakeholder for specific enquiries related to an analysis, a calibration or a data set

Thrive to complete missions assigned by more experienced team members and collaborate effectively with any team member

Leverage feedback received and constructively challenge own responsibilities to seek continuous improvement

Facilitate information and responsibilities sharing with other team members to consolidate RISK GMs organisational knowledge

Effectively deliver complex oral and written messages in a clear, structured, accurate and concise manner, based on facts

Ability to integrate information from diverse sources, often involving large amounts of information

Proficiency in identifying, proposing and implementing innovative approaches to develop new services and solve identified issues or problems

Ability to produce accurate work and systematically check that information is accurate, precise and verified

Value and integrate client's feedback to improve products, services and processes

Ability to anticipate and takes initiative to answer a particular situation, to learn from experiences and to deploy curiosity about topics outside their immediate scope

Ability to persuade, influence, convince and engage others to take action or support an issue / objective

PROFILE

Quantitative fundamentals from relevant qualification. A minimum of a Masters degree from a well-recognised university in Engineering, Financial Engineering, Finance, Maths, Sciences, Economics, Econometrics or related discipline is expected

One or several successful hands-on experiences in the financial industry in quantitative or data analysis fields

Demonstrable experiences with MS Office, Power BI and Python or R (Python preferred). Open to using new technologies

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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