Quantitative Models Analyst Lisboa

Quantitative Models Analyst
Lisboa
Lisboa, Lisboa, Portugal

Join to apply for the Quantitative Models Analyst role at BNP Paribas CIB

Join to apply for the Quantitative Models Analyst role at BNP Paribas CIB

About The Job

This position will allow the applicant to become a central player within BNPP CCP domain, the latter an essential market infrastructure in the daily activity of the Bank. The post will provide an opportunity to interact across many functions within the group, allowing to:

• Develop a network through collaboratively working with numerous stakeholders on a daily basis.
• Development of technical expertise regarding margin model practices and quantum insights by closely following market evolutions and its drivers.
• Direct interaction with CCPs and market forums.
  
  

About The Job

This position will allow the applicant to become a central player within BNPP CCP domain, the latter an essential market infrastructure in the daily activity of the Bank. The post will provide an opportunity to interact across many functions within the group, allowing to:

• Develop a network through collaboratively working with numerous stakeholders on a daily basis.
• Development of technical expertise regarding margin model practices and quantum insights by closely following market evolutions and its drivers.
• Direct interaction with CCPs and market forums.
  
  

Your Main Activities Are

Quantitative Assessment

• Monitoring and controlling
  - facing margin algorithms put in place by market infrastructure entities, considering among others the use, hypotheses, suitability, calibration and its overall performance
• Understanding the risk drivers of margin models, and their dependency on portfolios and market parameters
• Parallel building and replication of CCPs models when available information so permits it, quantifying errors and their significance
• Proactive and enthusiastic attitude with a drive to learn and build up an expansive knowledge of the market field
  
  

Quantitative Opinion Contribution

• Timely providing a quantitative assessment on the robustness of margin models to help Credit Analysts produce a holistic opinion regarding CCPs and its suitability for the magnitude of BNPP exposures on a given market
• Present clear and concise quantitative assessments for
  - hoc requests related to new CCP-related activities
• Participate in international forums and contribute to produce BNPP risk assessments on the given topics
• Ability to work independently and diligently
  
  

RISK Monitoring

• Continuously monitor the portfolio of counterparties under own responsibility, jointly with Credit Analysts, highlighting any quantitative issues that may require a specific review
• Driving the necessary changes to work towards a more robust risk management platform in the market
• Ensuring that the counterparty data management is conducted well, namely
  - boarding, collection of documents, and commensurate limits update
  
  

Profile And Skills To Success

• Master’s Degree in Quantitative Finance / Mathematics / Engineering / Statistics and/or Physics
• Strong and proven analytical skills
• Creativity & innovation / problem solving
• Rigorous and reliable
• Adaptability and proactivity, multitasking
• Ability to organize and prioritize high volume workloads
• Strong presentation and communication skills (verbal and written)
• Advanced knowledge of Microsoft Office (Word, Excel, Power
  Point)
• Programming Skills, preferentially in Python but not mandatory
• Knowledge of financial instruments and their risk drivers is a plus
• Fluency in English
  
  

About The Team

As part of Financial Institutions Coverage (FIC) within Global Banking (GB), the Institutional Credit Analysts Team (ICAT) oversees credit analyses of all institutional clients, intragroup entities, sovereigns and market infrastructures. In this domain, the Market Infrastructure – Central Clearing Counterparties (CCP) Team provides a holistic view of risks facing by these market infrastructures, integrating counterparty credit risk analysts as well as quantitative analysts within the team. It is a global team with presence in London, Paris, New York, and Hong Kong. The CCP Quantitative Analyst will work as part of the integrated "FIC ICAT - CCPs & ALGO" team and will be based in Lisbon.

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 centers providing
- 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
- 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.
  
  

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research, Analyst, and Information Technology

• Industries

  Banking and Financial Services

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