Market Risk Analyst Viseu

Market Risk Analyst
Viseu
Viseu, Viseu District, Portugal

**About the job**- The mission of RISK Market and Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market, counterparty, valuation, and liquidity risks originated and managed by CIB and of credit risks on Financial Institutions in order to assist them in their risk decision making and
- The mission of RISK MFI Platform is to support the monitoring of the risks above
- Market Risk Chapter within Platform contributes to market risk limits monitoring, framing the markets, frameworks and infrastructure to support the decision making**Your Main Activities Are**- The role of Market Risk Analyst within RISK MFI Platform is divided into two streams: Monitoring and Framework- Within Monitoring the responsibilities are centered around the daily production and distribution of market risk reports across the organization covering all Business Lines which
- Manage the
-
- day
- For Basel 2. 5 metrics such as Value-At-Risk, Stressed Value-At-Risk and Incremental Risk Charge- For the main sensitives controlled and monitored with Market Risk Limits- Notification of excesses and escalation according to the Market Risk Limits
- Providing metric variation analysis on a regular or
- hoc basis to inform related business
- Within Frameworks the responsibilities are focused on ensuring a consistent implementation of the Market Risk Framework across Business Lines while striving to adapt and improve such framework to new regulatory requirements, which
- The Fundamental Review of Trading Book (FRTB) and the analysis of its impact on market risk management and Capital
- Adapting our internal risk management framework to new regulatory requirements (Targeted Review of Internal Models, French Banking Law and Volker Rule, )- Ensure the Market Risk Limits framework is followed by all business lines and strive to adapt and industrialize our internal processes such as Market Risk Limits Calibration**Profile** and Skills to Success**- Master’s Degree in Engineering / Financial Engineering / Finance / Mathematics / Economics / Computation Sciences or
- Up to 2 years of experience in Market Risk or
- Advanced level of English, both written and
- Knowledge in MS Office Pack (Excel, Power
Point, Word)- Ability to collaborate /
- Analytical
- Communication skills, both written and
- Organisational skills
LI-Hybrid**Why joining BNP Paribas? **- ** Leading banking institution**BNP Paribas is the European Union’s leading