Quantitative Models Senior Analyst

Há 6 dias

Lisboa, Portugal BNP Paribas Tempo inteiro

QUANTITATIVE MODELS SENIOR ANALYST (JOB NUMBER: 2307GBK15742)

**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 view of risks facing market infrastructures, by integrating counterparty credit risk analysts as well as quantitative analysts within the team. It is a global team, with a presence in London, Paris, New York and Hong Kong. The CCP Quantitative Analyst will work as part of the integrated "FIC ICAT - CCPs & ALGO" team and will be based in Lisbon, covering a worldwide scope

**Your Main Activities Are**

The analyst's responsibilities will include the following quantitative insights:

- Quantitative Assessment
- Monitoring and controlling the risk-facing margin algorithms put in place by market infrastructure entities, considering among others the use, hypotheses, suitability, calibration, and performance
- Understanding the risk drivers of the margin models, and their interactions with the portfolios and market parameters
- Analysing the inherent model risk by parallel building the model when information available permits it, quantifying errors and their significance
- Maintain a continuous and sound dialogue with the Credit Officers
- Proactive and enthusiastic attitude with a drive to learn and build up an expansive knowledge of the market
- Quantitative Opinion Contribution
- Timely providing a quantitative assessment on the robustness of the margin models to help the Credit Officers (CO) form a holistic opinion regarding the market infrastructure entity
- Presenting the quantitative assessment at the relevant credit committees deciding on the market infrastructure entity in own portfolio
- Ability to work independently and diligently
- Risk Monitoring
- Continuously monitor the portfolio of counterparties under own responsibility, jointly with Credit Officers, and detecting any quantitative issues that may require a specific review
- Driving the necessary changes to work towards a more robust risk management platform in the market
- Coaching and Mentoring
- Proficient level of soft skills and communication abilities to coach the new joiners to the team
- Peer review the quantitative opinion contributions of colleagues
- Take the lead on project that have a direct or partial impact on team's activities

**Profile and Skills to Success**
- Masters Degree in Quantitative Finance / Mathematics / Engineering / Statistics and/or Physics
- Up to 2 years of experience in Data Analytics
- Advanced level of English, both written and oral
- Critical thinking
- Creativity & innovation / problem solving
- Communication skills, both oral and written
- Analytical ability
- Ability to develop and adapt a process

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 client.
- ** 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 remo

  • Quantitative Models Senior Analyst

    1 semana atrás

    Lisboa, Lisboa, Portugal BNP Paribas Tempo inteiro

    QUANTITATIVE MODELS SENIOR ANALYST (JOB NUMBER:2307GBK15742)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...

  • Quantitative Models Analyst Trainee

    3 semanas atrás

    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...

  • Quantitative Models Analyst Trainee

    1 semana atrás

    Lisboa, Lisboa, Portugal BNP Paribas Tempo inteiro

    About the jobAs 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 view of...

  • Senior Quantitative Trader Hft

    3 semanas atrás

    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...

  • Quantitative Risk Analyst

    1 semana atrás

    Lisboa, Lisboa, Portugal Allianz Popular SL. Tempo inteiro

    Area of Expertise:Risk Management Unit:Allianz Partners Employing Entity:ALLIANZ PARTNERS Job Type:Full-Time Remote Job:Hybrid working Employment Type:Permanent ID: 46632 Non-Executive Key responsibilities/What you do The Quantitative Risk Analyst is in charge and performs on a quarterly basis the evaluation of the Solvency Capital Requirement (SCR). The...

  • Senior Quantitative Backtesting Analyst

    4 semanas atrás

    Lisboa, Portugal Alter Solutions Tempo inteiro

    **Company Description** Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada,...

  • Senior Quantitative Backtesting Analyst

    4 semanas atrás

    Lisboa, Portugal Alter Solutions Tempo inteiro

    Company Description Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada,...

  • Senior Quantitative Backtesting Analyst

    2 meses atrás

    Lisboa, Portugal Alter Solutions Tempo inteiro

    **Company Description** Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada,...

  • Senior Quantitative Backtesting Analyst

    2 meses atrás

    Lisboa, Portugal Alter Solutions Tempo inteiro

    Company Description Alter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada,...

  • Quantitative Backtesting Senior Analyst

    2 semanas atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    QUANTITATIVE BACKTESTING SENIOR ANALYST (JOB NUMBER: 2306RSK15389) **About the job** - Within the RISK ERA Models department, the Model Performance (MP) team develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF); including the relevant ad-hoc criteria measuring...

  • Quantitative Model Backtesting Analyst

    1 semana atrás

    Lisboa, 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 starts here.About the teamWithin the RISK ERA Models department, the Model Performance (MP) team develops and maintains the...

  • Senior Quantitative Backtesting Analyst

    1 semana atrás

    Lisboa, Lisboa, Portugal Alter Solutions Tempo inteiro

    Company DescriptionAlter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris.In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada, United...

  • Senior Quantitative Backtesting Analyst

    1 semana atrás

    Lisboa, Lisboa, Portugal Alter Solutions Tempo inteiro

    Company DescriptionAlter Solutions Portugal is an IT Consultancy Company, promoter of Digital Transformation, part of the Alter Solutions Group, created in 2006, in Paris.In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, Canada, United...

  • Quantitative Research Analyst

    2 meses atrás

    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...

  • Risk Quantitative Backtesting Analyst

    4 semanas atrás

    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...

  • Risk Quantitative Backtesting Analyst

    2 meses atrás

    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...

  • Quantitative Risk Analyst

    Há 5 dias

    Lisboa, Portugal Allianz Popular Sl. Tempo inteiro

    .Area of Expertise: Risk Management Unit: Allianz Partners Employing Entity: ALLIANZ PARTNERS Job Type: Full-Time Remote Job: Hybrid working Employment Type: Permanent ID: 46632 Non-Executive Key responsibilities/What you do The Quantitative Risk Analyst is in charge and performs on a quarterly basis the evaluation of the Solvency Capital Requirement (SCR)....

  • Crypto Quantitative Analyst

    3 semanas atrás

    Lisboa, Portugal Token Metrics Tempo inteiro

    **Token Metrics** provides AI-based cryptocurrency ratings and price predictions. Our customers leverage our professional analysts, analytics, and artificial intelligence to make profitable crypto investments. Token Metrics is seeking a **quantitative analyst** to assist our team in designing crypto quantitative trading strategies. If you're the right...

  • Quantitative Backtesting Analyst

    2 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    QUANTITATIVE BACKTESTING ANALYST (JOB NUMBER: 2303RSK14375) 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 starts here. **About the team** Within the RISK ERA Models...

  • Quantitative Research Analyst

    1 semana atrás

    Lisboa, 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 calculusAbout the jobThe XVA,...