Data Models Risk Analyst

Há 11 horas


Lisboa, Lisboa, Portugal Phiture Tempo inteiro

Job Summary:

We are seeking a Data Models Risk Analyst to join our team in Market Infrastructure. As a key member of our team, you will be responsible for conducting quantitative assessments of margin call algorithms and risk management mechanisms.

Main Responsibilities:

  • Conducting annual and interim reviews of margin call algorithms and their risk management mechanisms
  • Leading periodic quantitative due diligence on market infrastructure entities in our portfolio
  • Quantitative assessment: Monitor and control the risk facing margin algorithms put in place by market infrastructure entities
  • Understanding the risk drivers of the margin models and their interactions with the portfolios and market parameters
  • Analyzing the inherent model risk by parallel building the model when information available permits it

Requirements:

  • Masters degree in Mathematics and Statistics, Engineering, Manufacturing and Construction or related fields
  • Up to 2 years of experience in Data Analytics or Risk and Controls
  • Great communication skills with fluency in English both oral and written
  • Knowledge of Python
  • Critical thinking with ability to develop and adapt a process

About Us:

BNP Paribas is a leading banking institution with a presence in over 63 countries. We have a diverse workforce of nearly 183,000 employees, including over 146,000 in Europe. Our commitment to diversity and inclusion ensures that all individuals are treated equally and given opportunities for growth and development.

Salary Range: €60,000 - €80,000 per year


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