Market Risk Stress Test Analyst

7 meses atrás

Lisboa, Portugal BNP Paribas Tempo inteiro

MARKET RISK STRESS TEST ANALYST (JOB NUMBER: 2405RSK18289)

**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 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**
- Masters Degree in Mathematics / Science / Finance / Ecocomics or related
- Up to 2 years of relevant experience
- Advanced level of English, both written and oral
- Knowledge in
- IT Languages (Python)
- MS Office Pack (Excel, PowerPoint)
- Attention to deliver / results driven
- Organisational skills
- Ability to collaborate / teamwork
- Communication skills, both written and oral

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

  • Market Risk Stress Test Analyst

    7 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...

  • Fresh - Business Analyst for Credit Risk Stress

    6 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    FRESH - BUSINESS ANALYST FOR CREDIT RISK STRESS TESTING (JOB NUMBER: 2403GFSO17775) **About the job** FRESH is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK and IT backgrounds, with a strong focus on efficiency, proximity, agility and...

  • Fresh - Business Analyst for Credit Risk Stress

    6 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    FRESH - BUSINESS ANALYST FOR CREDIT RISK STRESS TESTING - FRENCH SPEAKER (JOB NUMBER: 2403GFSO17776) **About the job** FRESH is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK and IT backgrounds, with a strong focus on efficiency, proximity, agility...

  • Fresh - Business Analyst for Credit Risk Stress

    6 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** FRESH is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK and IT backgrounds, with a strong focus on efficiency, proximity, agility and time-to-market. It is a new worldwide organizational model that contributes to tackle major...

  • Fresh - Business Analyst for Credit Risk Stress

    6 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    **About the job** FRESH is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK and IT backgrounds, with a strong focus on efficiency, proximity, agility and time-to-market. It is a new worldwide organizational model that contributes to tackle major...

  • 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...

  • 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...

  • Business Analyst for Credit Risk Stress Testing

    7 meses atrás

    Lisboa, Portugal askblue Tempo inteiro

    Do you know **AskBlue**? We were born in 2013, and we provide services in the field of information technology. We are looking for **Business Analyst for Credit Risk Stress Testing** to join our company in one of our projects, in **Lisbon**. **Tasks**: - Understand and analyze the needs expressed by the business teams, specifying and testing them in order...

  • Market Risk Analyst

    2 semanas atrás

    Lisboa, Lisboa, Portugal Natixis In Portugal Tempo inteiro

    **Job Overview**Natixis in Portugal is seeking a highly skilled Market Risk Analyst to join our team in Market Risk Division. As a key member of our team, you will be responsible for ensuring the accuracy and integrity of market risk metrics and performance indicators.About the Role:Produce and report quantitative risk indicators such as sensitivities,...

  • 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...

  • Risk Quantitative Stress Testing Analyst

    7 meses atrás

    Lisboa, Portugal BNP Paribas Tempo inteiro

    RISK QUANTITATIVE STRESS TESTING ANALYST (JOB NUMBER: 2306RSK15362) **About the job** - The STFS (Stress Testing and Financial Simulations) Team, has for objective to coordinate the strengthening of BNP Paribas’ Stress-Testing (S/T) and planning capabilities so as to better serve Business Lines, Legal Entities and Group needs and meet supervisory...

  • 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...

  • System Analyst for Counterparty Risk Stress Testing

    Há 1 mês

    Lisboa, Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    About the Role">We are seeking an experienced System Analyst to join our team and work on the production of metrics used for counterparty risk stress testing in Lisbon. As a key member of our team, you will be responsible for ensuring the accuracy and quality of our data.Main Responsibilities">">Work on data quality aspects, putting in place Key Performance...

  • Data Quality Analyst

    3 semanas atrás

    Lisboa, Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Buscojobs Portugal seeks a Data Quality Analyst to work on the production of metrics used for counterparty risk stress testing in Lisbon.Main Responsibilities:Develop and maintain Key Performance Indicators about data quality in our systems, including statistics on timeliness and quality of daily risk indicators.Investigate issues detected by these KPIs and...

  • Business Analyst

    Há 1 mês

    Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Noesis is looking for professionals with the following profile:Bachelor's degree or higher in Mathematics, Information Technology, Computer Science or related field; Minimum of 3 years of experience working as a Credit Risk Analyst; Strong knowledge of financial market products, their pricing and risk management techniques; Knowledge of IFRS9, Basel...

  • Senior Market Risk Analyst for Asset Management

    4 semanas atrás

    Lisboa, Lisboa, Portugal Natixis In Portugal Tempo inteiro

    Job DescriptionWe are seeking a highly skilled Senior Market Risk Analyst to join our team in Portugal. As a key member of the Market Risk Division, you will play a crucial role in analyzing and managing market risk across various asset classes.About the Role:You will be responsible for producing and reporting quantitative risk indicators, such as...

  • Business Analyst

    3 meses atrás

    Lisboa, Portugal Noesis Portugal Tempo inteiro

    Noesis is looking for professionals whith the following profile: Bachelor's degree or higher in Mathematics, Information Technology, Computer Science or related field; Minimum of 3 years of experience working as Credit Risk Analyst; Strong knowledge of financial market products, their pricing and risk management techniques; Knowedge of IFRS9, Basel...

  • Market Risk Analyst for Global Banking Institutions

    1 semana atrás

    Lisboa, Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Job Description:">">We are seeking a seasoned Market Risk Analyst to join our team at Buscojobs Portugal, working on the launch of our operations in Portugal.">">About the Role:">A highly analytical individual with 5-10 years of experience in market risk analysis or consulting within global banks is required. The ideal candidate will possess extensive...

  • Consultant In Fs | Market Risk Analyst

    4 semanas atrás

    Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Descrição da FunçãoAdecco Recruitment is currently recruiting a Consultant/Senior Consultant in Financial Services - Market Risk Analyst to join a prestigious Consulting Company, which is launching its operations in Portugal. Equipped with a strong analytical mindset, you will be ready to contribute to this fast-growing company and take on a key role in...

  • Consultant In Fs | Market Risk Analyst

    4 semanas atrás

    Lisboa, Portugal Buscojobs Portugal Tempo inteiro

    Descrição da FunçãoAdecco Recruitment is currently recruiting a Consultant/Senior Consultant in Financial Services - Market Risk Analyst to join a prestigious Consulting Company, which is launching its operations in Portugal. Equipped with a strong analytical mindset, you will be ready to contribute to this fast-growing company and take on a key role in...