Risk Quantitative Models Analyst Lisboa

Risk Quantitative Models Analyst
Lisboa
Lisboa, Lisboa, Portugal

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

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

• RISK Market & Financial Institutions (“MFI”) provides the Senior Management of the Group, of the RISK Function and of Corporate & Institutional Banking (“CIB”) with full transparency and dynamic analysis and monitoring of market, counterparty, liquidity risks originated and managed by CIB GM and of credit risks on Financial Institutions to assist them in their risk decision making and monitoring
• The RISK MFI Valuation Model Risk Team is responsible for the second line of defense on valuation models within Global Markets, including independent review and control of all models used for official daily P&L and risks. The team acts as a center of quantitative expertise within RISK MFI

About The Job

• Provide transparency and analysis of market, counterparty, liquidity, and credit risks to senior management and stakeholders.
• Conduct independent review and validation of valuation models, ensuring their suitability, robustness, and compliance with standards.

Your Main Activities Are

• Review and approve valuation models, challenge hypotheses, verify mathematics, and document findings.
• Monitor model performance, develop tools and metrics, and reassess models regularly.
• Maintain mapping between products and models, and ensure controls are in place.
• Assist in defining and assessing model risk, and collaborate with teams on automation and regulatory topics.

Profile and Skills to Success

• Bachelor's degree in Engineering, Finance, Mathematics, Sciences, Economics, Econometrics, Computer Science, or related fields.
• At least 2 years of relevant experience in Data Analytics or similar.
• Proficiency in English, both written and oral.
• Knowledge of Python, R, and MS Office (Excel).
• Attention to detail, teamwork, communication skills, creativity, and client focus.

Why join BNP Paribas?

• Leading banking institution with international presence and diverse operations.

BNP Paribas is committed to diversity, inclusion, work/life balance, and flexible remote working conditions. Only applications in English will be considered. Further documentation will be required if selected.