Market & Counterparty Risk Capital Analyst

5 meses atrás


Porto, Portugal BNP Paribas Tempo inteiro

MARKET & 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, 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 market risk Capital analyst is primarily in charge of the production and reliability of the Capital figures for market risk under the current framework across BNP Paribas.

The analyst drives the analysis of the market risk Capital figures dynamic and the reporting to Businesses, Group Finance and senior management.
- Production: Manage/coordinate the production taskforce to deliver accurate and timely Regulatory Capital figures for market risks based on the implemented procedures and methodologies.
- Analysis and Explains: Coordinate/develop/prepare Capital explain with contributions from RISK MFI teams to explain past variations. Analysis of the Value at Risk is one of the main duty of this role and will require interactions with a number of other teams
- Contribute on related topics to the production of 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, for both Basel 2.5 and Fundamental Review of the Trading Book (FRTB) capital frameworks
- Contribute to the setup and operational insertion of the FRTB analysis framework. Act as a point of contact with Businesses and FINANCE teams 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 holistic experience about risk management and allows to manipulate and analyse large amount of data in order to deliver value-added analyses.

**Profile and Skills to Success**
- Postgraduate in Mathematics, Finance, Engineering or Similar
- Experience in Market Risk (0 - 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 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



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