Market & Counterparty Risk Capital Senior Analyst

5 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 credit risks on Financial Institutions in order to assist them in their risk decision making and monitoring.

**About the team**

RISK MFI Management Information (MI) - Capital and Resources ensures the coordination, reliability and compliance of regulatory and internal capital production for market, counterparty and settlement risks for the BNPP Group, as well as additional related thematically-linked deliverables.

The team are ultimately responsible for the official calculation, associated analysis / explanation and reporting of Market, Counterparty and Settlement Risk Weighted Assets (RWA), and additionally for updates of forecasts and simulations delivery, alongside related regulatory demands.

**Your Main Activities Are**

The senior market risk Capital analyst is primarily in charge of the transition into our risk management monitoring of the metris derived from the Fundament Review of the Trading Book capital framework (FRTB) as well as the supervision of (and contribution to) the production and reliability of the Capital figures for market risk under the current framework.

The analyst contributes in close collaboration with the Paris team to the development and implementation of a proper analysis framework allowing to understand the dynamic of the elementary FRTB charges (Internal Model Approach / Standard Approach) and to the capacity for the team to the report/explain those metrics to Businesses, Group Finance and senior management.

Quantiative Impact Studies (QIS) and pre-Production: Manage/coordinate the contribution to the QIS exercises and the pre-production taskforce to deliver accurate and timely Capital figures under FRTB framework. Contribute to the setup of the production process and associated needed controls. Prepare and maintain supporting procedures and methodologies.

New Analysis framework: Contribute to the setup of dedicated dashboards and reports to to deliver the informations to management, businesses and Finance. Contribute to the operational insertion of the new analysis framework with contributions from RISK MFI and Sigma teams to allow adequate monitoring and capacity to understand the dynamic of the FRTB metrics.

Production: Supervise the official market risk capital production to ensure accuracy of the figures as well as the the analysis of the Value at Risk and derived metrics.

Lead the contribution to the bi-monthly Financial Market Risk Committee (FMRC). Contribute to the production of other relevant / on demand reports to the Board and to Group, Businesses and RISK Management, as well as requests from ratings agencies, regulators and auditors.

Contribute to the regulatory reporting of Capital figures, with a dedicated focus on FRTB framework.

Contribute to the setup and operational insertion of the FRTB analysis framework. Act as a point of contact with regards to market risk Capital topics.

Ensure team’s internal documents (operational procedure, methodological document and control plans) are maintained up to date under the applicable governance.

The role is ideal for collaborative individuals with technical skills, financial risk interest and attention to detail. The role gives you a holisitic experience of being a risk management professional with capacity to discover and get acquainted of current and future regulations.

**Profile and Skills to Success**

Postgraduate in Mathematics, Finance, Engineering or Similar

Experience in Market Risk (3 - 5 years)

Regulatory and Financial Reporting (0-2 years)

IT Languages Python (Beginner)

Fluency in English

Communication Skills - Oral & written

Proactivity

Attention to detail/rigor

Analytical Ability

Client focused

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 positio



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