Valuation Market Risk Analyst

6 meses atrás

Lisboa, Portugal BNP Paribas Tempo inteiro

**About the job**
- The Valuation Market Risk Analyst is in charge of monitoring, analysis and reporting of market and counterparty metrics related to risks held in the trading portfolios of the bank
- Additionally, is responsible for ensuring the data quality of the metrics produced to monitor such risks and to participate to the continuous improvements of the monitoring, analysis and reporting framework of such metrics

**Your Main Activities Are**
- Monitor and report market metrics as Value-At-Risk (VaR), Stressed Value-At-Risk (sVaR) and Incremental Risk Charge, key sensitivities and stress tests
- Monitor and report counterparty metrics as collateral envelopes, wrong way risks, bilateral initial margin, counterparty risk sensitivities and stress test reports, CCPs and the clearing risks
- Analyze, review, report and escalate breaches of market risk limits and investigate counterparty limit excess events in accordance with the relevant limit procedures
- Support client-facing teams when simulating new transactions impacts on existing exposures notably when such transactions add or create a limit excess
- Control the quality of the data used in the various metrics under responsibility, participate to issues resolution with data owners team and activate levers with internal data stakeholders and owners to escalate unresolved issues
- Alongside other stakeholders, participate to the periodic analysis, review, reporting and possibly sign-off of different regulatory or capital related metrics as French Banking Law and Volker Rule, P&L Explain, regulatory Stress Tests, counterparty exposures, specific Wrong Way Risks, CVA Value at Risk
- Participate to the agenda and content of regular forums such as market risk limit committees, client clearing main positions, collateral forums
- Coordinate and participate to the regular review of the limits calibration, related framework and procedures reviews and improvement
- Coordinate and participate to the regular review of the counterparty risk representations of transactions not adequately represented by the implemented methodology

**Profile** and Skills to Success**
- Bachelor Degree in Mathemathics / Statistics or related
- Up to 2 years of experience with Risk and Controls and/or Data Analytics
- Advanced level of English, both written and oral
- Knowledge in IT Languages (Python)
- Attention to detail / rigor
- Ability to collaborate / teamwork
- Client focused
- Communication skills, both written and oral
- Decision making

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 remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.
- In case you are selected for this role, further documentation will be requested to support your hiring process.

  • Valuation Market Risk Trainee

    Há 3 dias

    Lisboa, Portugal BNP Paribas Tempo inteiro

    VALUATION MARKET RISK TRAINEE (JOB NUMBER: 2212RSK13337) 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 stays here. **About the job** - The position is a Quantitative...

  • Valuation Market Risk Trainee

    1 dia atrás

    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 stays here. **About the job** - The position is a Quantitative Analyst role in the Valuation Adjustments team within RISK...

  • Risk Analyst for Risk Global Markets

    Há 16 horas

    Lisboa, Portugal BNP Paribas Tempo inteiro

    RISK ANALYST FOR RISK GLOBAL MARKETS (JOB NUMBER: 2203RSK10477) **About the job** - The mission of RISK Global Markets (“RISK GM”) is to provide Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks...

  • Risk Analyst for Risk Global Markets

    Há 16 horas

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The mission of RISK Global Markets (“RISK GM”) is to provide Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks originated and managed by CIB GM, in order to assist them in their risk...

  • Market Risk Analyst Trainee

    7 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    MARKET RISK ANALYST TRAINEE (JOB NUMBER: 2311RSK16698) **About the job** - 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 - We are looking to recruit individuals...

  • Market Risk Analyst Trainee

    7 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** 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 We are looking to recruit individuals who are technically competent to embrace the depth of...

  • Senior Valuation Risk Management Specialist

    4 semanas atrás

    Lisboa, Lisboa, Portugal Alter Solutions Group Tempo inteiro

    About the RoleWe are seeking a Senior Valuation Risk Management Specialist to join our team at Alter Solutions Group. In this role, you will support our Market & Financial Institutions teams in performing their main responsibilities on Market Risk or Valuation Risk.Main Responsibilities:Monthly calibration, computation, analysis, and reporting of Valuation...

  • Financial Product Valuation Risk Specialist

    4 semanas atrás

    Lisboa, Lisboa, Portugal Bruin Tempo inteiro

    We are seeking a highly skilled Financial Product Valuation Risk Specialist to join our team at Bruin in Paris, France. The ideal candidate will have expertise in accounting concepts and valuation of complex non-linear rates products.As a Financial Product Valuation Risk Specialist, you will be responsible for providing essential advisory and control support...

  • Scope Secondary Valuation Analyst

    7 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    SCOPE SECONDARY VALUATION ANALYST (JOB NUMBER: 2311GMFOS16574) **Equity Derivatives, Flow, Structured Products, Institutional Clients, Automation, Front Office** **About Global Markets** - Global Markets is BNP Paribas’ capital markets business within Corporate & Institutional Banking (CIB), delivering solutions across asset classes, and industry-leading...

  • Market & Counterparty Risk Capital Senior Analyst

    7 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    MARKET & COUNTERPARTY RISK CAPITAL SENIOR ANALYST (JOB NUMBER: 2405RSK18285) **About the job** - The Quantitative Models Specialist is part of a team acting as center of quantitative expertise within RISK Global Markets - The RISK Global Markets Quantitative Team is the RISK team responsible for the second line of defense on valuation models within Global...

  • Market Risk Analyst

    4 semanas atrás

    Lisboa, Portugal Natixis In Portugal Tempo inteiro

    Company DescriptionJob DescriptionTeam presentation and main goal:Market Risk is part of Natixis Risk Division. Market Risk mandates cover Valuation, Risks and Economic performance for the capital market activities of Natixis on all its business lines (mainly Fixed Income, Equity, FX, Credit, Commodities). Within Market Risk, Risk Monitoring of traded Risk...

  • Quantitative Risk Analyst

    4 meses atrás

    Lisboa, Portugal Alter Solutions Group Tempo inteiro

    Support RISK Market & Financial Institutions teams in performing their main responsibilities on Market Risk or Valuation Risk, including the regular calibration, computation, analysis, and reporting of associated metrics, pricing of new requests, automation of various complex processes, and conducting ad-hoc studies on relevant time series data.Main...

  • Secondary Valuation Analyst Trainee

    2 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About Global Markets** - Global Markets is BNP Paribas' capital markets business within Corporate & Institutional Banking (CIB), delivering solutions across asset classes, and industry-leading services for clients including Institutional, corporate, private banks and retail distribution networks. Our Portugal Platform (Porto and Lisbon) is a major HUB in...

  • Secondary Valuation Analyst Trainee

    7 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About Global Markets** - Global Markets is BNP Paribas' capital markets business within Corporate & Institutional Banking (CIB), delivering solutions across asset classes, and industry-leading services for clients including Institutional, corporate, private banks and retail distribution networks. Our Portugal Platform (Porto and Lisbon) is a major HUB in...

  • Market Risk Senior Analyst

    4 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The position is a Market Risk Senior Analyst role within RISK Market & Financial Institutions (“RISK MFI”)- RISK MFI provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic analysis and monitoring of market, counterparty, liquidity risks...

  • Market & Counterparty Risk Capital Senior Analyst

    4 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The Quantitative Models Specialist is part of a team acting as center of quantitative expertise within RISK Global Markets - The RISK Global Markets Quantitative Team is the RISK team responsible for the second line of defense on valuation models within Global Markets. This therefore includes independent review and control of all models...

  • P&l and Valuation Analyst Trainee

    4 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - Within the Finance function at BNP Paribas, the Standards & Controls department has among other missions to represent Finance within the Group’s valuation framework and to reinforce the functional animation of the decentralised LOD2s (2nd line of Defense), through direct and intrusive supervision **YOUR MAIN ACTIVITIES ARE**: -...

  • Market Risk Analyst

    4 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** - The Market and Counterparty Risk Analyst is in charge of monitoring, analysis and reporting of market and counterparty metrics related to risks held in the trading portfolios of the bank - Additionally, is responsible for ensuring the data quality of the metrics produced to monitor such risks and to participate to the continuous...

  • Markets Trading Book P&L Analyst

    2 meses atrás

    Lisboa, Portugal Adecco Recruitment Tempo inteiro

    Adecco Recruitment is currently recruiting a Markets Trading Book P&L Analyst to join a prestigious multinational company in the financial consulting sector, which is launching its operations in Portugal. Requirements Masters Degree in Finance, Management, Applied Mathematics, Economics, Statistics or similar area; 3 to 10 years of experience in auditing or...

  • Senior Market Risk Frtb Analyst

    2 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** The role of Senior Market Risk FRTB Analyst is primarily to ensure 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 thematically-linked deliverables relating to Resources Management. The team are ultimately...