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 within BNP Paribas
- The team sits within Global Framework (GF), which is part of the Risk Function of the group. The Risk Function is globally accountable for the definition of official risk policies, guidelines and procedures, as well as the quantification and monitoring of risks taken by the various business lines, to ensure alignment with risk appetite and policies. At BNP Paribas, a well-developed risk management culture is based on a long-term vision, a committed management, and a strong and independent organisation
- Within GF, SIGMA’s mission is to develop and continually improve the group’s risk modelling & measurement analysis and back-testing capabilities. SIGMA is organised in four streams, each responsible for a given asset class (IRFX, Credit / Repo, Equity / Commodity) or transversal aspects of risk methods (Cross-Product), as well as a quantitative development stream
- The team’s remit includes internal risk models in use within the Bank, such as VaR, Stressed VaR, IRC and CRM models in the market risk space, as well as EEPE, Stressed EEPE, Regulatory CVA models in the counterparty risk space

**Your Main Activities Are**
- Participate in methodology projects, gathering and documenting requirements
- Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks
- Design, develop and test code changes required to implement the risk methods in the risk systems
- Ensure that all methodologies, tools, processes and procedures are documented
- Contribute to the quality assurance processes surrounding risk measurement including back-testing and the VaR Adequacy (P&L Explain)
- Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS)
- In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals
- Ensure a robust permanent control framework to deliver in a timely manner, reliable and consistent backtesting

**Profile** and Skills to Success**
- Masters Degree in Mathematics / Physics / Quantitative Finance or related
- Advanced level of English, both written and oral
- Knowledge in- Market Risk and/or Counterparty Risk Modelling capacity- Derivatives: their Risk drivers and the models used to price them- At least one of the following: Credit / Repo / IR/FX / Equity / Commodities- Design and Implementation of Quantitative Models (preferably using C# and/or C++)- Attention to detail / rigor
- Ability to collaborate / teamwork
- Analytical ability
- Communication skills, both written and oral
- Organisational skills

LI-Hybrid

**Why joining BNP Paribas?**
- ** Leading banking institution**

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 centres 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. 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 modaliti



  • Lisboa, Portugal BNP Paribas Tempo inteiro

    QUANTITATIVE 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...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    QUANTITATIVE RESEARCH ANALYST (JOB NUMBER: 2307RSK15798) **About the job** - Develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks **Your Main Activities Are** - Participate in methodology projects, gathering and documenting requirements, - Investigate, analyse...


  • 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...


  • Lisboa, Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    Job 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...


  • 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...


  • Lisboa, Portugal Quantitative Talent Tempo inteiro

    One of our clients, a global leader in electronic proprietary trading, is looking for a QuantTrader to join their team. In this role you will develop quantitative, systematic, rules-based high-frequency trading strategies to address the opportunities in capital markets, manage the day-to-day operational running of those strategies, and work on future...


  • 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...


  • Lisboa, Lisboa, Portugal Phiture Tempo inteiro

    About 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...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    RISK 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 Galp Energia España Sau Tempo inteiro

    At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're...


  • Lisboa, Portugal Galp Energia España Sau Tempo inteiro

    At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're...

  • Quantitative Risk Analyst

    2 meses atrás


    Lisboa, Lisboa, Portugal ALTER SOLUTIONS Tempo inteiro

    Job SummaryWe are seeking a highly skilled Quantitative Risk Analyst to join our team at ALTER SOLUTIONS. As a key member of our Market Risk and Financial Institutions teams, you will be responsible for supporting the calibration, computation, analysis, and reporting of valuation adjustments for assigned perimeters.Main ResponsibilitiesMonthly calibration,...


  • Lisboa, Lisboa, Portugal Phiture Tempo inteiro

    About 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...


  • Lisboa, Portugal Galp Tempo inteiro

    At Galp, we believe that together we can make a difference in society by contributing to a more sustainable energy future. Changes starts with our people, where agility, continuous improvement, internal alignment and external focus are the values that define our organization where everyone, without exception, can reach their ultimate potential. We're...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** Develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks **Your Main Activities Are** Participate in methodology projects, gathering and documenting requirements, Investigate, analyse and design risk methods, respecting the aims of accurately...


  • Lisboa, Lisboa, Portugal A2F Consulting Tempo inteiro

    A2F 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...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The Risk Quantitative Backtesting Analyst develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contributes to other studies and projects within team's responsibility **Your Main Activities Are** Contribute to the production of...


  • Lisboa, Lisboa, Portugal PT002 Mercer (Portugal) Lda Tempo inteiro

    At 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...


  • Lisboa, Portugal BNP Paribas Tempo inteiro

    **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 develop optimized resources, platforms and common services that are...

  • Quantitative Trader

    2 semanas atrás


    Lisboa, Portugal Selby Jennings Tempo inteiro

    A leading hedge fund is currently looking for a Quantitative Trader to join their Futures/FX team in their Paris office.We are looking for an experienced Quantitative Trader with a strong background in managing the production of systematic Futures/FX trading strategies. As part of a highly collaborative and dynamic team, you will be responsible for leading...