Risk Analyst
BNP Paribas
Lisbon, PT
há 11 dias

BNP Paribas is a leading European bank with an international reach. It has a presence in 73 countries, with more than 192,000 employees including more than 146,000 in Europe and over 4,000 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, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

Worldwide, the Group has key positions in its three main activities : Domestic Markets and International Financial Services (whose retail-

banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises : corporate clients and institutional investors.

The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realize their projects through solutions spanning financing, investment, savings and protection insurance.


The Counterparty and Financing Risk Stream (CFR) covers the following main responsibilities :

Counterparty risks generated by any corporate, financial (incl.market infrastructure) or sovereign counterparty

Market risks generated in the GBL Prime Solutions & Financing (including Prime Brokerage), in XVA activities and in BP2S MFS acitvities

Liquidity, Funding and Collateral risks generated by Global Markets

The key responsibilities of the team are :

Review, from counterparty risk point of view, any non-vanilla transactions, passing anything requiring a transaction approval committee to the relevant team

Coordination in case of standard portfolio novation or regular IM optimisation exercises

Propose systems enhancements for counterparty risk monitoring

Produce and / or monitor main regulatory / economic liquidity risk indicators and global portfolio of collateral

Maintain overrides for exotic counterparty exposures in systems


The responsibilities of the Risk Analyst are :

Contribute to the risk management tasks of the CFR team, such as daily limit monitoring, reporting to senior management, stress testing, counterparty risk analysis, etc.

Contribute to the continuous improvement of the tools in use within CFR, keeping consistency in mind

Contribute to ad-hoc projects, such as ad-hoc stress testing or investigating the impact of new regulation for the bank

Continuously challenge existing practices when better solutions might be available. This can include making use of new technologies or machine learning techniques


The candidate should have a solid quantitative background with 1 - 5 years of 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

Strong communication skills, both written and verbal

Solid technical skills, aside from Microsoft Office (with VBA) also experience in the use of a programming language such as Python or R

RISKS Education Level Master Degree or equivalent (>

4 years) Experience Level Not Indicated Behavioural Competencies Transversal Competencies

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