Risk Quantitative Backtesting Analyst Lisboa

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About The Job

The Backtesting team is part of RISK Global Services and RISK Systems. You will be responsible for the ex‑post control of market and counter‑party risk internal models, testing their adequacy to compute capital on market risk and counter‑party risk for BNP Paribas Group. The role focuses on risk analysis and model performance.

Your Main Activities Are

• Identify lack of model performance using statistics defined in the back‑testing methodology.
• Analyse and document the results, performing detailed analyses with strong cooperation with risk modelling and risk management teams.
• Communicate results to the regulator and relevant internal teams such as the model validation team and capital team.
• Coordinate model performance processes and present a consolidated view of model performance to RISK senior management on a periodic basis.

Profile and Skills to Success

• Bachelor’s degree in Mathematics, Statistics or related field.
• Up to 2 years of experience in Risk, Controls or similar.
• Advanced level of English, written and oral.
• Knowledge of MS Office Excel.
• Results driven, analytical and strong communication skills.
• Creative and innovative problem‑solving ability.

Why joining BNP Paribas

• Leading European bank with a strong international presence.
• Opportunity to work in an international and dynamic environment with new business and regulatory requirements.

BNP Paribas is an equal opportunity employer. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marital status, pregnancy, race, religion, sex or sexual orientation.