Market Risk & Counterparty Risk Senior Analyst

About the job

• The Counterparty Risk Senior Analyst monitors and analyses the counterparty risk exposure on BNPP CIB’s clients, to ensure such risks stays within BNPP’s own risk appetite. It includes the monitoring of positions, the analysis of the portfolio of clients, a constant discussion with all risk management stakeholders, the management of supervisory requests and the animation of some committees related to the risks

Your Main Activities Are

• Produce ad-hoc analysis of which portfolio review related to the counterparty risk of CIB clients
• Monitor market risk based metrics applied to counterparties portfolios of which Stress Testing and participate to the implementation of improvements to the Stress Test methodologies into the monitoring
• Collaborate to the issuance of a risk opinion for new transactions or new activities, support client-facing teams when simulating the impact of new transactions on existing counterparty risk exposures notably for more complex transactions
• Frequently evaluate the performance of counterparty risk metrics pricers, identify and drive improvement needs
• Certify and regularly communicate about the overall quality of the counterparty risk metrics data and lead project to improve such quality
• Own the methodologies used to adjust drawbacks in the counterparty risk metrics pricers
• Regularly overview and report the regulatory capital related to counterparty risk, support what-if analysis of specific portfolio on request
• Propose and implement improvements into the counterparty risk metrics analysis framework
• Answer ad-hoc requests from supervisors related to counterparty risk exposure and own specific reporting to such supervisors

Profile and Skills to Success

• Master Degree in Finance / Applied Mathematics / Science / Engineering or related
• At least 5 years of experience in Market Risk and/or Counterparty Risk Management / Analysis      
• Advanced level of English, both written and oral
• Knowledge in
• Python
• Financial and Risk Management concepts / derivatives products
• Attention to detail / rigor
• Ability to deliver / results driven
• Analytical ability
• Communication skills, both written and oral
• Creativity and innovation / problem solving
• Critical thinking

#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 centres 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 Inclusion commitment

BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.

· 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.

To find out more on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal

* Please note that only applications submitted in English will be considered.

* In case you are selected for this role, further documentation will be requested to support your hiring process.