Valuation Market Risk Senior Analyst
5 meses atrás
VALUATION MARKET RISK SENIOR ANALYST (JOB NUMBER: 2303RSK14381 - 1)
**About the job**
- RISK MFI (RISK Market & Financial Institutions) provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic analysis and monitoring of market, counterparty, liquidity risks originated and managed by CIB GM and of credit risks on Financial Institutions in order to assist them in their risk decision making and monitoring.
The Valuation Adjustments stream is responsible for the valuation adjustments methodologies on fair and prudent value (reserves, methodology corrections and independent price verification) from their design, maintenance, implementation, regular calibration, analysis, monitoring and reporting.
**Your Main Activities Are**- The regular calibration of Valuation Adjustments methodologies from trading data and the analysis of financial impacts
- Integrating more data into the calibration methodologies and contributing to methodology improvements as a result
- Developing an operational framework to frequently calibrate the range of VAs methodologies
- Contributing to ad-hoc analysis on a range of market liquidity and uncertainty metrics as well as valuation accuracy
- Analysing the dynamic of Valuation Adjustments to market events and its impact on the bank capital
- The monthly computation, analysis, reporting and sign-off of monthly Valuation Adjustments methodology outputs
- Representing the team in the committees related to Valuation Adjustments
- Proposing initiatives to automate and harmonise calculation, analysis and reporting tasks and implement them.
Collaborating with other stakeholders of the team among trading, market risk managers, Quant Research, Finance, and developers and operational analysts of RISK Systems
**Profile and Skills to Success**- Master’s degree in Finance, Applied Mathematics, Science or Engineering. Advanced degree a plus.
- At least 5 years of working experience
- Good programming skills. Knowledge of Python is recommended
- Knowledge in Finance and Derivatives recommended. A previous experience in Market Risk is an advantage- Analytical mindset, detail oriented and eager to solve problems
- Create a positive working environment and facilitate cooperation and interaction within and beyond the team
- Effectively deliver complex oral and written messages in a clear, structured, accurate and concise manner, based on facts
- 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
LI-Hybrid
**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 65 countries, with around 190 000 Employees - including more than 145 000 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 7.100 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:
- **Retail Banking**, a division that brings together all of the Group’s retail activities and specialised business lines;
- I**nvestment & Protection Services** that include specialised businesses offering a wide range of savings, investment and protection services;
- **Corporate & Institutional Banking** division that offers tailored financial solutions for corporate and institutional clients.
- **Diversity and Inclusion commitment**
- **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. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.
- **Remote Working Conditions**
At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment
-
Valuation Market Risk Senior Analyst
4 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**Purpose and Scope of the role** The position is a Quantitative Methodology Senior Analyst role in the Valuation Adjustments team within RISK Market & Financial Institutions (“RISK MFI”). RISK MFI provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic...
-
Valuation Market Risk Senior Analyst
5 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**About the job** RISK MFI (RISK Market & Financial Institutions) provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic analysis and monitoring of market, counterparty, liquidity risks originated and managed by CIB GM and of credit risks on Financial...
-
Risk Valuation Market Risk Trainee
5 meses atrás
Porto, Portugal BNP Paribas Tempo inteiroRISK VALUATION MARKET RISK TRAINEE (JOB NUMBER: 2401RSK17308) **About the job** - The position is a Quantitative Analyst role in the Valuation Adjustments team within RISK Market & Financial Institutions (“RISK MFI”) - RISK MFI provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with...
-
Risk Valuation Market Risk Trainee
5 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**About the job** The position is a Quantitative Analyst role in the Valuation Adjustments team within RISK Market & Financial Institutions (“RISK MFI”) RISK MFI provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic analysis and monitoring of market,...
-
Valuation Model Risk Analyst Trainee
5 meses atrás
Porto, Portugal BNP Paribas Tempo inteiroVALUATION MODEL RISK ANALYST TRAINEE (JOB NUMBER: 2401RSK17309) **About the job** - The RISK MFI Valuation Model Risk team is the RISK team responsible for the second line of defence on valuation models within Global Markets. This therefore includes independent review and control of all models used for the generation of official daily P&L and risks. The...
-
Valuation Model Risk Analyst Trainee
5 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**About the job** The RISK MFI Valuation Model Risk team is the RISK team responsible for the second line of defence on valuation models within Global Markets. This therefore includes independent review and control of all models used for the generation of official daily P&L and risks. The team furthermore acts as a centre of quantitative expertise within...
-
Market & Counterparty Risk Capital Senior Analyst
4 meses atrás
Porto, Portugal BNP Paribas Tempo inteiroMARKET & COUNTERPARTY RISK CAPITAL SENIOR ANALYST (JOB NUMBER: 2405RSK18284) **About the job** The mission of RISK Market & Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market,...
-
Market & Counterparty Risk Capital Senior Analyst
4 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**About the job** The mission of RISK Market & Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market, counterparty, valuation and liquidity risks originated and managed by CIB and of...
-
Senior Market Risk Analyst
2 meses atrás
Porto, Portugal Natixis In Portugal Tempo inteiro.Company DescriptionNatixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries.The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Senior Market Risk Analyst
2 meses atrás
Porto, Portugal Natixis In Portugal Tempo inteiro.Company Description Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries. The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Market & Counterparty Risk Capital Analyst
4 meses atrás
Porto, Portugal BNP Paribas Tempo inteiroMARKET & COUNTERPARTY RISK CAPITAL ANALYST (JOB NUMBER: 2405RSK18283) **About the job** The mission of RISK Market & Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market, counterparty,...
-
Senior Market Risk Analyst
2 meses atrás
Porto, Portugal Natixis In Portugal Tempo inteiroCompany DescriptionNatixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries.The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Market & Counterparty Risk Capital Analyst
4 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**About the job** The mission of RISK Market & Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market, counterparty, valuation and liquidity risks originated and managed by CIB and of...
-
Pricing and Valuation Analyst
4 meses atrás
Porto, Portugal COFCO International North America Tempo inteiroCOFCO International is a global agri-business with a clear vision, strong values and a positive culture, focused on being a leader in the global grains, oilseeds and sugar supply chains. We provide the food the world needs in a responsible way. Headquartered is Geneva, Switzerland, we are ambitious, with the right structures and culture to meet the world's...
-
Market and Counterparty Risk Analyst
5 meses atrás
Porto, Portugal BNP Paribas Tempo inteiroMARKET AND COUNTERPARTY RISK ANALYST (JOB NUMBER: 2305RSK14977) **About the job** - RISK MFI Credit, Counterparty & Market Solutions Portugal facilitates the internal evolution of the risk management framework, prepare the roll-out of new market or counterparty risk metrics monitoring, studies the impact of regulation on market or counterparty risk capital...
-
Senior Market Risk Analyst
2 meses atrás
Porto, Portugal Natixis in Portugal Tempo inteiro**Company Description** Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries. The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Market Risk Analyst
5 meses atrás
Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries. The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Risk Framework Ipv Market Data Analyst
5 meses atrás
Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries. The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Risk Framework Ipv Market Data Analyst
5 meses atrás
Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis is part of the Global Financial Services business unit, the global arm of Groupe BPCE, specialized in Asset & Wealth Management and Corporate & Investment Banking and counts nearly 16,000 employees across 38 countries. The Groupe BPCE, the second-largest banking group in France through its two retail banking networks, Banque...
-
Market and Counterparty Risk Analyst
4 meses atrás
Porto, Portugal BNP Paribas Tempo inteiro**About the job** RISK MFI Credit, Counterparty & Market Solutions Portugal facilitates the internal evolution of the risk management framework, prepare the roll-out of new market or counterparty risk metrics monitoring, studies the impact of regulation on market or counterparty risk capital requirements and overall implements change through dedicated...