Mi Quantitative Models Analyst
Há 1 mês
About The Job
The Market Infrastructures (MI) Quantitative Models Analyst's main mission is to act as a center of quantitative expertise regarding market infrastructure entities, conducting annual and interim reviews of margin call algorithms and their risk management mechanisms while leading the periodic quantitative due diligence on the entity in own portfolio.
Your Main Activities Are
Quantitative assessment: Monitor and control the risk facing margin algorithms put in place by market infrastructure entities, considering among others the use, hypotheses, suitability, calibration and performance.
Understand the risk drivers of the margin models and their interactions with the portfolios and market parameters.
Analyze the inherent model risk by parallel building the model when information available permits it, quantifying errors and their significance.
Maintain a continuous and sound dialogue with the Credit Officers.
Quantitative opinion contribution: Provide a timely quantitative assessment on the robustness of the margin models to help the Credit Officers (CO) form a holistic opinion regarding the market infrastructure entity.
Present the quantitative assessment at the relevant credit committees deciding on the market infrastructure entity in own portfolio.
Risk monitoring: Monitor the portfolio of counterparties under own responsibility, jointly with CO, and detecting any quantitative issues that may require a specific review.
Drive the necessary changes to work towards a more robust risk management platform in the market.
Profile and Skills to Success
Master's degree in Mathematics and Statistics, Engineering, Manufacturing and Construction or any related fields.
Up to 2 years of experience in Data Analytics or Risk and Controls.
Great communication skills with fluency in English both oral and written.
Knowledge of Python.
Critical thinking with the ability to develop and adapt a process.
Analytical ability with an innovative problem solving approach.
Why joining BNP Paribas?
BNP Paribas is the European Union's leading bank, and key player in international banking. It operates in 63 countries and has nearly 183.000 employees, including more than 146.000 in Europe.
Our presence in Portugal
In Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 excellence centers providing value-added services to various countries where the BNP Paribas Group also operates.
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.
Diversity and Inclusion commitment
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/paternity, race, religion or belief, sex or sexual orientation.
Commitment towards work/life balance
At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest.
Remote Working Conditions
At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration.
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.
#J-18808-Ljbffr
-
Mi Quantitative Models Analyst
Há 1 mês
Lisboa, Portugal Phiture Tempo inteiroAbout The JobThe Market Infrastructures (MI) Quantitative Models Analyst's main mission is to act as a center of quantitative expertise regarding market infrastructure entities, conducting annual and interim reviews of margin call algorithms and their risk management mechanisms while leading the periodic quantitative due diligence on the entity in own...
-
Quantitative Models Analyst
Há 1 mês
Lisboa, Lisboa, Portugal Phiture Tempo inteiroAbout the RoleThe Market Infrastructures Quantitative Models Analyst will be responsible for acting as a center of quantitative expertise regarding market infrastructure entities. This involves conducting annual and interim reviews of margin call algorithms and their risk management mechanisms, as well as leading periodic quantitative due diligence on the...
-
Quantitative Models Analyst
Há 1 mês
Lisboa, Lisboa, Portugal Phiture Tempo inteiroAbout the RoleThe Market Infrastructure Quantitative Models Analyst is a critical position within our organization. The successful candidate will be responsible for conducting annual and interim reviews of margin call algorithms and their risk management mechanisms. This role requires a deep understanding of market infrastructure entities and their impact on...
-
Quantitative Models Analyst Trainee
6 meses atrás
Lisboa, Portugal BNP Paribas Tempo inteiro**About the job** As part of Financial Institutions Coverage within Global Banking, Institutional Credit Analysts Team (ICAT) is in charge of credit analyses of all institutional clients, intragroup entities, sovereigns, and market infrastructures. In this domain, the Market Infrastructure - Central Clearing Counterparties (CCP) Team provides a holistic...
-
Actuarial Quantitative Analyst
2 semanas atrás
Lisboa, Lisboa, Portugal PT002 Mercer (Portugal) Lda Tempo inteiroAt PT002 Mercer (Portugal) Lda, we are seeking a highly skilled Actuarial Quantitative Analyst to join our Individual Calculations team in Lisbon. This role offers a unique blend of actuarial and analytical responsibilities, with a focus on delivering high-quality pension benefits solutions.We provide our clients with data-driven insights that enable...
-
Risk Quantitative Research Analyst
3 semanas atrás
Lisboa, Portugal BNP Paribas Tempo inteiro**About the job** - The mission of the RISK Quantitative Research Analyst is to develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks - SIGMA is the quantitative modelling team with overall responsibility for market, liquidity and counterparty credit risk methods...
-
Lisboa, Lisboa, Portugal Phiture Tempo inteiroAbout the RoleWe are building a brand new team to support our leading European Investments unit at Nordea Asset Management. The team will primarily interact with quant and analysts from the Investment unit in the Nordics, providing data and quantitative solutions to ensure high-quality data is available for investment decisions.About this OpportunityAs part...
-
Quantitative Research Analyst
5 meses atrás
Lisboa, Portugal BNP Paribas Tempo inteiroQUANTITATIVE RESEARCH ANALYST (JOB NUMBER: 2404GMFOS17977) **Key Words**: engineering, mathematics, quantitative research, quants, programming, computer science, optimization, finance, modelling, models, pricing, risk management, resources, margin, balance sheet, collateral, derivatives, XVA, regulatory, financing, stochastic calculus **About the...
-
Quantitative Risk Analyst
Há 1 mês
Lisboa, Lisboa, Portugal Galp Energia España Sau Tempo inteiroJob SummaryGalp Energia España Sau is seeking a highly skilled Quantitative Risk Specialist to join our team. As a key member of our risk management department, you will play a crucial role in identifying, assessing, and mitigating financial risks within the organization.Key ResponsibilitiesConduct thorough assessments of potential market risks associated...
-
Data Models Risk Analyst
4 semanas atrás
Lisboa, Lisboa, Portugal Phiture Tempo inteiroJob Summary:We are seeking a Data Models Risk Analyst to join our team in Market Infrastructure. As a key member of our team, you will be responsible for conducting quantitative assessments of margin call algorithms and risk management mechanisms.Main Responsibilities:Conducting annual and interim reviews of margin call algorithms and their risk management...
-
Lisboa, Lisboa, Portugal Axians Portugal Tempo inteiro**About the Role**We are seeking a skilled Quantitative Risk Analyst to join our team in Lisboa, Lisbon. As a key member of our information technology department, you will play a crucial role in managing and mitigating financial risk.Main Responsibilities:Develop and implement risk management models and strategiesAnalyze and interpret financial data to...
-
Quantitative Analyst for Emerging Markets
3 semanas atrás
Lisboa, Lisboa, Portugal A2F Consulting Tempo inteiroA2F Consulting OverviewA2F Consulting is a boutique consulting firm dedicated to providing advisory services that support international development in emerging markets. Our team works with various stakeholders, including international development institutions, multi- and bilateral organizations, foundations, governments, and corporate clients.Job...
-
Investments Quantitative Data Analyst And Developer
2 meses atrás
Lisboa, Portugal Nordea Bank Norge Asa Tempo inteiroInvestments Quantitative Data Analyst and Developer Job ID: 26918We are building a brand new team enabling our leading European Investments unit at Nordea Asset Management. The team primarily interacts with quant and analysts from the Investment unit in the Nordics, supporting them with data and quantitative solutions as a core function ensuring that...
-
Risk Quantitative Backtesting Analyst
6 meses atrás
Lisboa, Portugal BNP Paribas Tempo inteiroRISK QUANTITATIVE BACKTESTING ANALYST (JOB NUMBER: 2402RSK17486) **About the job** - The backtesting team is part of RISK department and its entity RISK Global Services. This department reunites all the teams offering common services required in the management and supervision of the Bank’s risk profile. The RISK Global Services team aim to transversally...
-
Lisboa, Portugal Nordea Bank Norge Asa Tempo inteiroInvestments Quantitative Data Analyst and Developer Job ID: 26918We are building a brand new team enabling our leading European Investments unit at Nordea Asset Management. The team primarily interacts with quant and analysts from the Investment unit in the Nordics supporting them with data and quantitative solutions as a core function ensuring that...
-
Quantitative Backtesting Analyst
3 semanas atrás
Lisboa, Portugal BNP Paribas Tempo inteiroWant to be part of the change? Then, you’re in the right place. Our ambition is to build a sustainable future for our clients and our teamsBut we can’t do that without you! By joining our Group, take part in our great transformation towards building a more sustainable world: we are committed to promoting access to more responsible and sustainable...
-
Lisboa, Lisboa, Portugal Nordea Bank Norge Asa Tempo inteiroAbout the RoleWe are seeking a Quantitative Data Analyst and Developer to join our Investments division at Nordea Asset Management. As a key member of our team, you will work closely with Quant Developers and Analysts to develop and maintain our core platform for data flows, mathematical models, and AI solutions for our investment boutiques.The primary role...
-
Quantitative Research Analyst
5 meses atrás
Lisboa, Portugal BNP Paribas Tempo inteiro**Key Words**: engineering, mathematics, quantitative research, quants, programming, computer science, optimization, finance, modelling, models, pricing, risk management, resources, margin, balance sheet, collateral, derivatives, XVA, regulatory, financing, stochastic calculus **About the job** The XVA, Regulatory, and Financing Research team is in charge...
-
Vie Quantitative Backtesting Analyst
2 meses atrás
Lisboa, Portugal BNP Paribas Tempo inteiro**VIE Quantitative Backtesting Analyst - Lisbon, H/F** **CONCRÈTEMENT VOTRE QUOTIDIEN ?**: L'équipe de backtesting fait partie du département RISK et de son entité RISK Global Services. Ce département réunit toutes les équipes offrant les services communs nécessaires à la gestion et à la supervision du profil de risque de la Banque. L'équipe...
-
Lisboa, Lisboa, Portugal Buscojobs Portugal Tempo inteiroWe are looking for a highly skilled Senior Quantitative Data Analyst and Software Engineer to join our team in Oeiras, Portugal.About the RoleThe successful candidate will be responsible for developing and maintaining our core platform for data flows, mathematical models, and AI solutions for our investment boutiques. This includes designing and developing...