Senior CCR Capital Analyst Lisboa

Overview

Senior CCR Capital Analyst at BNP Paribas CIB. Responsible for the production and reliability of Counterparty Risk Capital figures for both current (primarily advanced approach) and full standard approach frameworks. Scope under management is
- wide for both standard and advanced approaches.

Your Main Activities

• Production: Manage/coordinate the production taskforce to deliver accurate and timely Regulatory Capital figures for counterparty risks based on implemented procedures and methodologies. This requires interactions with multiple teams within RISK, business lines and Finance Group to monitor and improve process consistency.
• Analysis and Explain: Coordinate/develop/prepare Capital explanations with contributions from RISK MFI teams to explain past variations and perform
  - added analysis for the team clients.
• Lead the contribution to the monthly Financial Market Risk Committee (FMRC). Contribute to production of other relevant reports to the Board, Group, Business lines, and RISK Management, as well as requests from ratings agencies, regulators and auditors.
• Contribute to improvement of the Capital framework (industrialisation, calculation frequency increase, CORE IT improvements/fixes, analysis and explain framework) with the Paris team representatives.
• Ensure team documents (operational procedures, methodological documents and control plans) are up to date under applicable governance.
• Drive production and validation of stressed RWAs to deliver accurate and understandable counterparty risk metrics for the Risk Appetite Statement of the Group.

Profile and Skills to Success

• Postgraduate Degree in Mathematics / Finance / Engineering or related field
• At least 3 years of experience in Counterparty risk or similar
• Up to 2 years of experience in Regulatory and Financial reporting or similar
• Advanced level of English, both written and oral
• Knowledge of Python
• Attention to detail and rigor
• Analytical ability
• Strong communication skills, both written and oral
• Client-focused
• Proactivity

Why joining BNP Paribas?

• Leading banking institution with a strong international presence

BNP Paribas is the European Union’s leading bank, operating in 63 countries with a large workforce and a broad presence in Portugal and international networks. It emphasizes diversity and inclusion and offers flexible remote working options under a Smart Working framework.

Equality and Working Conditions

BNP Paribas is an equal opportunity employer and is committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender identity, race, religion, sex or sexual orientation. We value diversity as it fosters creativity and performance. We support work/life balance and remote/hybrid working modalities where applicable.