Market Risk Analyst

MARKET RISK ANALYST (JOB NUMBER: 2307RSK15815)

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.

**About the job**
- The mission of RISK Markets and Financial Institutions (“RISK MFI”) 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 decision making
- RISK MFI Monitoring Market Metrics is responsible for the transversal processes that provide high quality risk analysis and/or the control of market risks and limits
- This responsibility is both for the day to day operation and the long term transformation of the processes so that they are enhanced through the use of new technologies where appropriate. The team will primarily focus on established processes such as VaR and Limits monitoring, which in time be expanded to other market risk metrics. The RISK MFI Monitoring Market Metrics team will have regular dialogue with other RISK MFI streams, CDOs, ERA Systems, RISK Reporting and Front Office across all areas of Global Markets with the aim of ensuring that there is complete and accurate market risk representation and reporting
- In addition the team will manage the production and distribution of market risk reports across the organisation, covering all GBLs and types of market risk. As part of this task, the team will seek to improve the current reporting framework to harmonize and automate processes where possible
- The analyst will also be in charge of initiatives to enhance anticipation, first level analysis and reporting around market risks
- The EMEA team is based in London and Lisbon

**Your Main Activities Are**
- The monitoring and reporting of market risk metrics over Global Markets Business Lines activities
- The communication based on agreed templates of daily excesses and the appropriate escalation according to Market Risk limits procedures
- The analysis and review of the market risk metrics and associated limits, notably the analysis on variations of the metrics, the follow-up on limit changes and approvals, and the support on the periodic review of such limit
- The oversight of market risk data availability and quality, notably the reporting of risk data quality issue, the Value-At-Risk daily sign-off at trading desk level, the reporting and escalation of such issues to the appropriate committees (Market Risk Opco, Data Management Committees)
- The constant improvement and transformation of the monitoring processes notably the integration of tools into a global monitoring toolbox, or the set-up of dynamic dashboards
- The role allows to develop your understanding of the market risk management framework of BNP Paribas
- Role Competencies:

- Effectively deliver complex oral and written messages in a clear, structured, accurate and concise manner, based on facts
- Value and integrate client's feedback to improve products, services and processes
- Ability to integrate information from diverse sources, often involving large amounts of information
- Ability to produce accurate work and systematically check that information is accurate, precise and verified
- Ability to anticipate and takes initiative to answer a particular situation, to learn from experiences and to deploy curiosity about topics outside their immediate scope

**Profile and Skills to Success**
- Masters Degree in Economics/ Maths/ Sciences/ Finance
- Between 2 and 4 years of relevant experience
- Advanced level of English, both written and oral, is mandatory
- Knowledge in
- Office Pack - Excel and Powerpoint is required
- Python and VBA is required
- Financial Markets is required
- Financial Products is required
- Skills
- Communication skills - oral & written
- Ability to collaborate / Teamwork
- Analytical Ability
- Ability to develop and adapt a process
- Attention to detail / rigor

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 wit