Quantitative Research Analyst

QUANTITATIVE RESEARCH ANALYST (JOB NUMBER: 2307RSK15798) **About the job** - Develop and continually improve the group’s risk modelling & measurement, analysis and back-testing capabilities, on market and counterparty risks **Your Main Activities Are** - Participate in methodology projects, gathering and documenting requirements, - Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks - Design, develop and test code changes required to implement the risk methods in the risk systems - Ensure that all methodologies, tools, processes and procedures are documented - In a transactional or advisory capacity, assist risk managers and Front Office in the prompt, accurate and astute risk assessment of deals - Specific role for FRTB PLA: take responsibility for methodology and analysis in the PLA squad - Share accumulated experience at peer banks, unique to the Lisbon team, to promote industry standards and respond to supervisors, including mission support **Profile and Skills to Success** - Masters degree in Mathematics / Physics and/or Quantitative Finance - Advanced level of English, both written and oral - Ability to collaborate / teamwork - Critical thinking - Analytical ability - Ability to manage a project 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 client. - ** 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. - In case you are selected for this role, further documentation will be requested to support your hiring process. **Primary Location**: PT-11-Lisbon **Job Type**: Standard / Permanent **Job**: FINANCIAL AND TECHNICAL EXPERTISE **Education Level***: Master Degree or equivalent (> 4 years) **Experience Level***: Not Indicated **Schedule**: Full-time **Entity***: PRT - CIB