Financial Resources Data Analyst

FINANCIAL RESOURCES DATA ANALYST (JOB NUMBER: 2206GMFOS11561)

**About the job**
- Within CIB/Global Markets, T2RS Global Markets Resources Management (GMRM) is in charge of 2 core mandates
- Risks: second level monitoring of all risks related to financial transactions, and more particularly counterparty risk
- Financial Resources: management of capital, balance sheet and leverage ratio
- GMRM’s DNA
- A Front Office team
- A combination of several areas of expertise
- Independence from the different Global Business Lines
- Transversal to all activities and regions

**Your Main Activities Are**
- Counterparty risk: Transversal exposure reporting and first level analysis, understand and highlight counterparty risks related to large portfolios or complex products
- Counterparty Group wide exposures
- Country/Sector exposures
- Market sensitivities
- Contribute to the analysis and monitoring of current Counterparty risk framework
- Support Capital monitoring/reporting tools
- Investigate and identify issues of risk representation ensuring it is well represented
- Support monitoring/reporting of regulatory headwinds evolution
- Contribute to the analysis and monitoring of future Basel IV Counterparty risk framework
- Understand the new framework (across all risk types)
- Support production, monitoring, reporting and analysis of counterparty risk metrics under the new framework
- Automate and industrialise the various tools used by counterparty risk analysts designed to provide estimates and investigation purposes
- Drive harmonization ad simplification of processes, contributing with gains in efficiency
- Prepare support material for high level presentations
- Document processes and methodologies
- Market Risk and PNL (Profit & Losses) analysis
- Quarterly capital run exercises
- Production of inputs required for capital run computation
- Perform first level analysis of source data
- Ensure regular communication of the results during the capital run to the impacted business lines in a timely manner
- Perform required adjustments/corrections where possible
- Production of overall GM capital explain per type of risk and first level analysis
- Maintain the overall database to log all capital adjustments performed by the team for all types of risks

**Profile and Skills to Success**
- Master’s degree or higher in Engineering, preferably with a major in Applied Mathematics and Finance
- Good knowledge of programming languages (Python, R, VBA, SQL, etc.)
- Good knowledge of Excel
- Fluency in English both oral and written (mandatory)
- Ability to process large amount of data and make extractions from various systems
- Analytical and quantitative skills
- Reliability and capacity to deliver with autonomy and proactivity

**About the Team**
- Global Markets is BNP Paribas’ capital markets business within Corporate & Institutional Banking (CIB), delivering solutions across asset classes, and industry-leading services for clients including Institutional, corporates, private banks and retail distribution networks
- Our Portugal Platform (Porto and Lisbon) is a major HUB in Europe and certainly unique in the country by its size and its scope of activity, with all Front Office roles present (Trading, Sales, Research, Structuring, Quant & Engineering, Business Dev and Support, Marketing & Client Support, Risk Management, Data Analytics and Machine Learning ). We are growing fast with the ambition to become even more relevant for the worldwide activity, which presents many short and long-term opportunities

**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**
- **Commit