Market Risk Analyst

**About the job**

The mission of RISK Market & Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market, counterparty, valuation and liquidity risks originated and managed by CIB and of credit risks on Financial Institutions in order to assist them in their risk decision making and monitoring.

The mission of RISK MFI Platform is to support the monitoring of the risks above mentioned.

Market Risk Chapter within Platform contributes to market risk limits monitoring, framing the markets, frameworks and infrastructure to support the decision making.

**Your Main Activities Are**

The role of Market Risk Analyst within RISK MFI Platform is divided into two streams: Monitoring and Framework

Within Monitoring the responsibilities are centred around the daily production and distribution of market risk reports across the organization covering all Business Lines which includes:

- Manage the day-to-day operations:
- for Basel 2.5 metrics such as Value-At-Risk, Stressed Value-At-Risk and Incremental Risk Charge.
- for the main sensitivities controlled and monitored with Market Risk Limits
- Notification of excesses and escalation according to the Market Risk Limits procedures.
- Providing metric variation analysis on a regular or ad-hoc basis to inform related business processes

Within Frameworks the responsibilities are focused on ensuring a consistent implementation of the Market Risk Framework across Business Lines while striving to adapt and improve such framework to new regulatory requirements, which includes:

- The Fundamental Review of Trading Book (FRTB) and the analysis of its impact on market risk management and Capital charges
- Adapting our internal risk management framework to new regulatory requirements (Targeted Review of Internal Models, French Banking Law & Volker Rule,)
- Ensure the Market Risk Limits framework is followed by all business lines and strive to adapt and industrialize our internal processes such as Market Risk Limits Calibration

**Profile and Skills to Success**

**Essential**
- A minimum of a Master’s degree in Engineering, Financial Engineering, Finance, Maths, Sciences, Economics, Econometrics, Computation Sciences or related discipline.
- Proficiency with the Microsoft Office Suite of Excel, PowerPoint and Word.
- Focused and effective organiser, team player and smooth communicator able to synthesise and present information clearly and concisely to stakeholders at all levels of the organisation.
- Strong analysis skills with the ability to pinpoint key points of attention within a large data set.

**Preferred**
- Knowledge of computing programming languages (Python).
- Experience and knowledge of market risk management techniques is beneficial.
- Delivery orientated mind-set with a drive for results that will inspire others.
- Inquisitive approach with a test and learn attitude to new concepts.

LI-Hybrid

**Why joining BNP Paribas?**
- ** Leading banking institution**

BNP Paribas is the European Union’s leading bank, and key player in international banking. It operates in 63 countries and has nearly 183.000 employees, including more than 146.000 in Europe.
- ** Our presence in Portugal**

In Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group’s 10 business entities established in the country. Its presence also extends to 11 excellence centres providing value-added services to various countries where the BNP Paribas Group also operates.
- ** 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 clients.
- ** 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 b