Structural Market Risk Analyst Lisboa

Overview

The position is a Market Risk analyst role within RISK Market & Financial Institutions ("RISK MFI"), focusing on structural and exotic risks held in the trading books of BNP Paribas Global Market. RISK MFI provides senior management with transparent 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 risk decision making and monitoring. The role reports into the MLR - ESTR team (Market and Liquidity Risk - Exotic & Structural Transversal Risk).

The Market Risk analyst provides a holistic and transversal view of the structural market risks across Global Markets. They also analyse market risks created by the exotic derivatives businesses of BNP Paribas, notably by conducting
- depth reviews of less common or hidden market, valuation or issuer risks. The team can challenge monitoring, tooling, and framework in place to monitor such structural and exotic risks, including designing and running stress tests on trading book positions and reviewing specific new products or transactions. The MLR-ESTR regularly interacts with other market risk teams, the Global Markets trading desks and quantitative research, the valuation risk teams, and RISK IT. The role requires agility to onboard onto new topics to support analysis or monitoring conducted by other team members or stakeholders.

Your Main Activities

• Articulate the main market risk and formulate risk options to RISK Management
• Challenge and provide opinions on information and views provided by the trading desks
• Understand the valuation, market risks and profit & loss of the product or portfolio under analysis
• Analyse the risks with the tools available and drive improvements of those tools
• Review and approve transactions that are outside the usual mandate of the trading desks
• Develop and adapt stress tests to the trading desks’ positioning and their market environment

Profile and Skills to Success

• Master’s Degree in Finance / Applied Mathematics / Science / Engineering or related
• Up to 5 years of experience in Market Risk / Counterparty Risk or similar
• Advanced level of English, both written and oral
• Knowledge in Python
• Ability to collaborate / teamwork
• Ability to synthesize / simplify
• Analytical ability
• Client focused
• Organisational skills
• Proactivity

Why join BNP Paribas?

• Leading banking institution
• Our presence in Portugal
• International reach
• Diversity and Inclusion commitment
• Remote Working Conditions

BNP Paribas is an equal opportunity employer and provides equal employment opportunity to all job seekers. We are committed to ensuring that no individual is discriminated against on grounds of age, disability, gender reassignment, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are core to our recruitment policy. We strive to reflect society in which we live, while serving our clients.

For more information on BNP Paribas’ working style and benefits, please note the following:

• Commitment towards work/life balance
• Remote Working Conditions under a Smart Working framework
• Equipment provided for office and home, equipment allowance, and partnerships for purchasing equipment

Please note that only applications submitted in English will be considered. If selected for this role, further documentation may be requested to support the hiring process.