RISK Analyst

2 semanas atrás

Lisboa, Lisboa, Portugal BNP Paribas CIB Tempo inteiro

About The Job
The role is focused in the Counterparty Risk Pillar, with the key responsibilities being:

  • Monitor and review counterparty risk metrics and frameworks, notably regarding collateral envelopes and eligibility, Wrong Way Risk, Bilateral Initial Margin, counterparty risk sensitivities and stress test reports.
  • Perform standard counterparty portfolio analysis in preparation of credit annual reviews
  • Analyse & monitor Economic and Regulatory Measures – including Stress Testing – linked to Counterparty Credit Risk on the global scope of counterparties
  • Set up Controls around Data quality issues detection and propose initiatives for their remediation
  • Propose systems enhancements for counterparty risk monitoring: Work with IT teams on projects to digitalize and improve counterparty risk production and explain

Your Main Activities Are

  • Contribute to the risk management tasks of the team, such as supporting Business and Credit officers on limits and envelopes monitoring, reporting to RISK senior management, stress testing, counterparty risk analysis, etc.
  • Monitoring of counterparty risk exposures on different perimeters (OTC, Clearing, Prime Brokerage ... ) and through different metrics (Stress tests, VaR, Greeks, Margins.. ) by:
  • Production of regular risk monitoring reports and contribute to counterparty risk forums
  • Understanding the origin of the exposures
  • Understanding of the different calculation mechanisms
  • Implementing and monitoring relevant stress-tests on a regular and ad-hoc basis,
  • Monitoring of market risk sensitivities by counterparty,

  • Interacting regularly within business and Credit teams to share information

  • Play an active role in innovative and transformative actions undertaken in RISK Market and Financial Institutions. This includes a close collaboration with other teams to continue industrialization and enhancements of existing tools and processes.

  • Contribute to ad-hoc projects, such as ad-hoc stress testing or investigating the impact of new regulation for the bank.

  • Continuously challenge existing practices when better solutions might be available. This includes

  • Risk Systems processes or counterparty risks methodologies assumptions or implementations.

  • Adequacy of the scenarios and risk metrics chosen for counterparty risk

Profile And Skills To Success

  • Bachelor's (3-5 years) in Applied mathematics, data science or Finance
  • Knowledge of derivatives instruments and associated risk drivers
  • Ability to react quickly but precisely in high pressure trading situations with Front Office interactions, requiring a structured approach and resourcefulness.
  • Understanding of credit risk metrics (Exposure at Default, PD, etc.) and exposure metrics (Stress Tests, Value at Risk).
  • Strong communication skills, both written and verbal.
  • Steady personality, well organized and analytical approach.
  • Solid technical skills, aside from Microsoft Office (with VBA) also experience in the use of a programming language such as Python or R. SQL is a plus

  • Credit Risk Analyst

    Há 2 dias

    Lisboa, Lisboa, Portugal Ayvens Tempo inteiro

    At Ayvens, progress starts with you.Our ambitions to shape the future of sustainable mobility are powered by our talent. Join us, and get better with every move.The main responsibility of the Credit Analyst is the execution of the necessary risk assessment appropriate to each customer and credit application type.This includes evaluation of financial data,...

  • Freelance Risk Analyst

    1 semana atrás

    Lisboa, Lisboa, Portugal Signal AI Tempo inteiro

    We're on a mission to change the way businesses make decisions with our cutting-edge AI technology. To achieve that, we're looking for passionate people to join our open and unconventional workplace. Our inclusive environment welcomes skills and experiences from diverse backgrounds, and defines who we are.About the roleSignal AI, the AI-powered platform for...

  • Risk & Compliance Analyst

    Há 7 dias

    Lisboa, Lisboa, Portugal Acolad Tempo inteiro

    Job DescriptionRisk & Compliance AnalystJob Location: Lisbon, PortugalContract type: PermanentAcolad is the global leader in content and language solutions. Its mission is to support companies in every industry to scale across markets and enable growth through cutting-edge technology and localization expertise. Established in 1995, the group is present in 22...

  • Risk & Compliance Analyst

    Há 7 dias

    Lisboa, Lisboa, Portugal Acolad group Tempo inteiro

    Acolad is the global leader in content and language solutions. Its mission is to support companies in every industry to scale across markets and enable growth through cutting-edge technology and localization expertise. Established in 1995, the group is present in 22 countries across Europe, North America and Asia, with over 1.600 employees supported by a...

  • Market Risk Analyst

    2 semanas atrás

    Lisboa, Lisboa, Portugal BNP Paribas CIB Tempo inteiro

    About The JobThe role of Management & Supervisor Information (MSI) team is to provide General Management, CIB, supervisors, rating agencies and other stakeholders with a consolidated, global, and independent view of the market, liquidity and counterparty risks associated with trading securities, derivatives and repos with clients such as other banks,...

  • Operational Risk Analyst

    Há 7 dias

    Lisboa, Lisboa, Portugal BNP Paribas Tempo inteiro

    About the JobThe Global Markets Operational and Permanent Control (GM OPC) set-up faces increasing Regulatory and Conduct demands beyond pure Operational Risk. As part of Strategy Conduct and Risk (SCR), GM OPC operates over the 3 main regions, through the three following Practices:Regulatory Practice: support any regulatory requirement with a sustainable...

  • Operational Risk Analyst

    Há 7 dias

    Lisboa, Lisboa, Portugal BNP Paribas CIB Tempo inteiro

    About The JobThe Global Markets Operational and Permanent Control (GM OPC) set-up faces increasing Regulatory and Conduct demands beyond pure Operational Risk. As part of Strategy Conduct and Risk (SCR), GM OPC operates over the 3 main regions, through the three following Practices:Regulatory Practice: support any regulatory requirement with a sustainable...

  • Risk & Data Analyst

    1 semana atrás

    Lisboa, Lisboa, Portugal Closer Consulting Tempo inteiro

    Mutual Respect, Empathy, Innovation, and Professional Pride. Do you see yourself within these values?Founded in 2006 with the mission "To Challenge Complexity", Closer Consulting is a Data Science company specializing in Business Intelligence, Advanced Analytics, and Artificial Intelligence.Developing projects in the most diverse industries – Banking,...

  • Risk Analyst

    2 semanas atrás

    Lisboa, Lisboa, Portugal BNP Paribas CIB Tempo inteiro

    About The JobWithin the Group RISK Function, the main mission of Risk CPBS (Commercial, Personal Banking & Services) is to supervise risk management for credit, counterparty, market and operational risks within the Retail Banking perimeter, which covers the local entities across Europe, toContribute to the implementation of a robust risk management...

  • Risk Analyst

    2 semanas atrás

    Lisboa, Lisboa, Portugal BNP Paribas CIB Tempo inteiro

    About The JobThe Securitization Senior Portfolio Analyst's mission is to be responsible for the annual and administrative review process of files/activities as well as new and ad-hoc requests and portfolio reviews, covering the credit and counterparty risks taken primarily by Global Markets within CIB, originated in the EMEA, Americas and APAC regions (Asset...