Counterparty Risk Analyst Lisboa

Counterparty Risk Analyst
Lisboa
Lisboa, Lisboa, Portugal

About The Job

The Counterparty Risk Analyst’s mission is to monitor and analyze the counterparty risk exposure on BNPP CIB's clients, ensuring such risks stay within BNPP’s risk appetite. This includes monitoring positions, analyzing client portfolios, and engaging in ongoing discussions with risk management stakeholders.

Your Main Activities Are

1. Produce analysis related to the counterparty risk of CIB clients' portfolios.
2. Monitor market risk metrics applied to counterparty portfolios, including stress testing.
3. Evaluate the performance of counterparty risk metrics pricers and identify areas for improvement.
4. Ensure the quality of counterparty risk data regularly.
5. Support methodologies to address issues in counterparty risk metrics pricers.
6. Compute and report regulatory capital related to counterparty risk and perform
   - specific
   - if analyses upon request.
7. Contribute to implementing improvements in the counterparty risk analysis framework.

Profile and Skills to Success

1. Master’s Degree in Economics, Finance, Accounting, Mathematics, Statistics, or related fields.
2. Up to 2 years of relevant experience in Risk, Controls, Data Analytics, or similar areas.
3. Proficient in English, both written and spoken.
4. Knowledge in MS Office Excel and Python.
5. Attention to detail and rigor.
6. Ability to develop and adapt processes.
7. Strong collaboration and teamwork skills.
8. Analytical skills.

Why join BNP Paribas?

• Leading banking institution with a significant international presence.
• Established in Portugal since 1985, with over 8, 700 employees and 10 business entities.
• Global reach with operations in 63 countries and nearly 183, 000 employees.
• Commitment to diversity, inclusion, work/life balance, and flexible remote working conditions.

For more information, visit https://bnpp. lk/why-BNP-Paribas-Portugal

Please note that only applications submitted in English will be considered. Further documentation may be required if selected for this role.