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Valuation Market Risk Analyst

2 meses atrás

Lisboa, Portugal BNP Paribas Tempo inteiro

By Joining RISK Portugal at BNP Paribas, you will be part of a dynamic, talented and expert team, with a global coverage. You will be able to develop your knowledge through career development plan and internal mobility. The journey stays here.

**About the job**
- The position is a Quantitative Analyst role in the Valuation Adjustments team within RISK Global Markets
- RISK Global Markets (RISK GM) is responsible for assessing, controlling and validating the risk associated with the business activities of CIB Global Markets, which serves corporate and institutional clients by providing solutions to their market needs. RISK GM focuses mainly on Market Risk, Counterparty Risk and Valuation Risk
- The Valuation Adjustments are categorised according to what they aim at capturing. Parameter & Model Uncertainty or Close-Out-Cost are some categories of such Valuation Adjustments. The pricing models do not immediately embed Valuation Adjustments, which require a specific framework managed by RISK GM VA
- The Valuation Adjustment team works within an Agile framework

**Your Main Activities Are**
- Manage the computation, validation and reporting of monthly/quarterly Vas
- Analyse the monthly variations of VAs stocks and communicate them to Trading and other stakeholders
- Interact with the relevant stakeholders (Trading, Finance, Product Control, Market Risk, and Quantitative Research) across all business lines (Credit, Rates & FX, Equities, Commodities) about such analyses
- Provide visibility on the intra-month evolution of these adjustments when relevant
- Prepare and participate to committees related to Valuation Adjustments
- Perform the calibration of Valuation Adjustments methodologies at the defined frequency leveraging large data sets of market information
- Contribute to the design of new methodologies based on (1) knowledge and expertise on the underlying products; and (2) proper quantitative analysis using historical data and simulation
- Develop automated solutions to improve the efficiency and reliability of the team processes, leveraging high industrialization standards in close collaboration with IT and Digital teams
- Collaborate closely with IT development teams to integrate such process improvements into industrialized IT platform (notably for computation, calibration and reporting)

**Profile and Skills to Success**
- Master Degree in Economics/ Maths/ Sciences/ Finance
- Between 2 and 4 years of relevant experience
- Fluent level of English, both oral and written are mandatory
- Knowledge in
- Financial Markets is required
- Financial Products is required
- Python, VBA is required
- Office pack - Excel, PowerPoint are required
- Skills
- Communication skills - oral & written
- Ability to collaborate / Teamwork
- Ability to develop and adapt a process
- Analytical Ability
- Attention to detail / rigor

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;
- **Investment & 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 w

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