Market Risk Analyst

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 Global Markets (“RISK GM”) 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. Since late 2020, the department has been organised with distinct streams dedicated to risk analysis, models & methodologies and services.
- The mission of RISK GM Services is to provide high quality input to RISK GM analysts and Management, support them in monitoring and anticipating risks related to Global Markets activities, provide them with tools to achieve their mission and lead or contribute to projects on behalf of RISK GM. Within this stream, RISK GM Metrics acts as a centre of expertise covering market, counterparty and liquidity risks metrics, contributing to the analysis and anticipation of Global Markets risks. The organization is articulated around two main “pillars” on market and counterparty risks, while offering team members the opportunity to work transversally across topics
- This specific role is located within the Metrics Market Regulatory team and is primarily focussed on the Fundamental Review of the Trading Book market risk regulation as part of Basel IV. This major overhaul of the market risk framework in the banking sector is expected to create a substantial upheaval in capital charge calculation, business strategy and overall risk architecture
- In addition, the role allows to develop your understanding of the market risk management framework of BNP Paribas. You will indeed be contributing to a broad variety of topics that Market Risk Metrics Regulatory team is in charge of
- Examples of such metrics are the P&L Explain, the metrics stemming from the French Banking Law / Volker Rule regulations on proprietary trading activities, the market risk limits notably the framework and the methodologies to calibrate them

**Your Main Activities Are**
- The monitoring of Fundamental Review of the Trading Book (FRTB) metrics including both Standard and Internal Model Approaches and P&L Attribution
- Providing on a regular or an ad-hoc basis various analysis on the variations of such metrics to benefit Market Risk Managers
- Participating to the development of controls on those metrics in the risk tracking system and to the monitoring and resolution of any data integrity issues identified
- Participating with the team to the development of dynamic dashboards and tools that allows the analysis and monitoring to be further centralised, automated and digitalised

**Profile and Skills to Success**
- Master’s Degree in Economics / Maths / Sciences / Finance
- Up to 02 years of relevant experience
- Fluent level of English, both written and roal, is mandatory
- Knowledge in
- Financial Markets
- IT Languages (Python, VBA)
- Office Pack (Excel, PowerPoint)
- Models and pricing tools (Financial Products)
- Skills
- Analytical Ability
- Attention to detail / rigor
- Ability to collaborate / Teamwork
- Communication skills - oral & written
- Ability to develop and adapt a process

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 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 wellbei