Quantitative Methodology - Senior Analyst Lisboa

Quantitative Methodology - Senior Analyst
Lisboa
Lisboa, Lisboa, Portugal

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About The Job

The position is in the Valuation Adjustments team within RISK Market & Financial Institutions (“RISK MFI”). RISK MFI provides transparency and analysis of market, counterparty, liquidity, and credit risks to senior management to support risk
- making and monitoring.

Your Main Activities Are

1. Lead or contribute to the design and maintenance of valuation adjustment methodologies based on product knowledge and quantitative analysis.
2. Assess impacts of updates to methodologies and communicate with stakeholders.
3. Perform calibration of valuation adjustment methodologies using large market data sets.
4. Develop and improve data quality and sources used in methodologies.
5. Manage computation, validation, and reporting of valuation adjustments.
6. Analyze and communicate monthly variations in valuation adjustments to relevant stakeholders.
7. Represent the team in related committees.

Role Competencies

• Produce accurate and verified documentation.
• Proactively manage and implement actions for future situations.
• Gather and simplify large information sets.
• Identify solutions and drive results independently.
• Effectively communicate complex messages.
• Incorporate client feedback for continuous improvement.

Profile And Skills To Success

• Master’s degree in finance, mathematics, science, or engineering; certifications like FRM or CFA are a plus.
• At least 5 years of relevant experience in financial markets or valuation methodologies; market risk management experience is advantageous.
• Knowledge of Python programming is beneficial.
• Understanding of financial risk concepts and derivatives products is recommended.

Note: The original job description contains extensive details about BNP Paribas, their values, and benefits, which should be summarized or linked separately for clarity. The focus here is on the core job responsibilities and requirements to improve relevancy and readability.