Market Risk Analyst

3 semanas atrás

Lisboa, Portugal BNP Paribas CIB Tempo inteiro

Apply for the Market Risk Analyst role at BNP Paribas CIB. The position focuses on ensuring regulatory compliance of market risk capital metrics across the Group, including the transition to the FRTB framework.

About the Job

- The team is responsible for the official calculation, analysis, explanation and reporting of Risk‑Weighted Assets (RWA) related to market, counterparty, and settlement risks.

- Oversee forecasting, simulations, and responses to evolving regulatory requirements.

- Ensure consistent application of Basel IV, FRTB, and other capital methodologies at group and legal entity levels.

- Support the production of ad‑hoc reports for the Board, regulators, and auditors.

Main Activities

- Contribute to the transition of FRTB to day‑to‑day operations (BAU), overseeing production of capital figures under both Standardised and Internal Model approaches.

- Coordinate QIS and pre‑production tasks to deliver accurate capital figures.

- Set up dashboards/reports and develop an analysis framework for FRTB metrics.

- Participate in the official market risk capital production process, analysing VaR, SVaR, and IRC dynamics.

- Support the Financial Market Risk Committee and produce ad‑hoc reports for senior stakeholders.

- Establish robust production processes, data controls, and govern internal procedures.

- Act as point of contact for market risk capital topics with Business, Risk, and Finance.

Profile and Skills

- Postgraduate degree in Mathematics, Finance, Engineering, or related field.

- Up to 3 years of experience in Risk and Controls / Data Analytics, preferably with regulatory capital exposure.

- Strong analytical and critical thinking skills.

- High attention to detail and accuracy.

- Proactive, collaborative mindset with client‑oriented approach.

- Advanced proficiency in English, both written and spoken.

- Knowledge of Python is a plus.

Remote Working Conditions

BNP Paribas embraces a smart working framework. Eligible employees can benefit from flexible remote working modalities adapted to a hybrid environment, supported by office and home equipment and allowance.

Equal Employment Opportunity

BNP Paribas is an equal opportunity employer and is actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy.

Please note that only applications submitted in English will be considered.

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