Resource and Counterparty Risk Manager

**About the job**

Provide support to GM Resources onshore team on the management of resources and the monitoring of future regulations. Development of solutions for GM Resources team for the management of financial resources to optimize/analyse/explain large amounts of data and predict seasonal variations.

Training periods to be organised in Paris and/or London as the situation allows

Strong daily interactions with the quantitative/engineer profiles of the Paris and London team

Becoming an expert over the whole range of financial products, their behaviours and risks

Leveraging on mathematics and programing skills to carry out risk analysis

A young and dynamic team in Lisbon, knowledgeable on the various resources topics and with a strong collaborative spirit

**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 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

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 in Finance; Master's degree in Engineering, preferably with a major in Finance

Good knowledge of programming languages (Python, R, C#, VBA...)

Excellent knowledge of Excel

Analytical and quantitative skills

Interest in Data Science

Ability to process large amount of data and make extractions from various systems

Ability to communicate clearly in both oral and written form (in English)

Precision and rigorousness

Reliability and capacity to deliver; Autonomy and proactivity

Team spirit and ability to work with others

Available for a training period abroad (in either London or Paris)

Interest in financial markets/derivatives/finance

**About the Team**

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

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 centers 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 Inclus