Counterparty Risk Analyst

Counterparty Risk Analyst
Lisboa
Lisboa, Lisboa, Portugal

About The Job

• The Counterparty Risk Analyst's mission is to monitor and analyse 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 and a constant discussion with all risk management stakeholders

Your Main Activities Are

• Produce 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
• Frequently evaluate the performance of counterparty risk metrics pricers and identify improvement needs
• Certify the quality of the counterparty risk metrics data on a regular basis
• Support the methodologies used to adjust drawbacks in the counterparty risk metrics pricers
• Regularly compute and report the regulatory capital related to counterparty risk, perform
  - if analysis of specific portfolio on request
• Punctually contribute to the implementation of improvements into the counterparty risk metrics analysis framework

Profile

and Skills to Success

• Master's Degree in Economics / Finance / Accounting / Mathematics / Statistics or related
• Up to 2 years of relevant experience in Risk and Controls / Data Analytics or similar
• Advanced level of English, both written and oral
• Knowledge in

• MS Office Excel

• Python

• Attention to detail / rigor

• Ability to develop and adapt a process
• Ability to collaborate / teamwork
• Analytical ability

Why joining BNP Paribas?

• Leading banking institution

BNP Paribas is the European Union's leading