Quantitative Models Senior Analyst
7 meses atrás
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
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