Counterparty Risk Analyst

**About the job**
- The Counterparty Risk Analyst’s mission is to monitor and analyse the counterparty risk exposure on BNPP CIB's clients, to ensure such risks stays within BNPP’s own risk appetite. It includes the monitoring of positions, the analysis of the portfolio of clients and a constant discussion with all risk management stakeholders

**Your Main Activities Are**
- Produce analysis of which portfolio review related to the counterparty risk of CIB clients
- Monitor market risk based metrics applied to counterparties portfolios of which Stress Testing
- Frequently evaluate the performance of counterparty risk metrics pricers and identify improvement needs
- Certify the quality of the counterparty risk metrics data on a regular basis
- Support the methodologies used to adjust drawbacks in the counterparty risk metrics pricers
- Regularly compute and report the regulatory capital related to counterparty risk, perform what-if analysis of specific portfolio on request
- Punctually contribute to the implementation of improvements into the counterparty risk metrics analysis framework
- Analysing and monitoring the core metrics of counterparty risk across all clients trading derivatives products on the various asset classes with the Global Market business of BNP Paribas. Regular interactions with Front Office to explain the various Counterparty Risk Internal Model metrics and collaborate around improvement proposals
- Coordinating with different RISK teams (Market Risk, RISK Systems, etc..) to ensure continuous metrics data quality
- Some regular interaction with the Credit Officer teams

**Profile** and Skills to Success**
- Masters Degree in Finance / Applied Mathematics Sciences / Engineering or related
- Up to 2 years of experience in Data Analytics / Risk and Controls or similar
- Advanced level of English, both written and oral
- Knowledge in MS Office Pack Excel
- Attention to detail / rigor
- Ability to develop and adapt a process
- Ability to collaborate / teamwork
- Analytical ability

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 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.

(Opens in a new tab)
- In case you are selected for this role, further documentation will be requested to support your hiring process.