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Risk Analyst Full-time

de BNP Paribas Lisboa em Lisboa (Publicado em 04-03-2021)

BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history. It has a presence in 71 countries, with 200 000 Employees ? including more than 150 000 in Europe and 6 000 in Portugal alone.



BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, the Group has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.


Thanks to its international presence and regular and close collaboration among its businesses, BNP Paribas has the resources to support all clients - individuals, entrepreneurs, SMEs, large corporates, institutional investors and community organisations - 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: Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.


DEPARTMENT OVERVIEW


The ?Transactions and Electronic Trading? (TET) team, within RISK Global Markets, is a transversal team responsible for:


  • Providing a comprehensive analysis of new activities and pre-trade analysis of exceptional transactions, primarily but not exclusively generated by the CIB Global Markets 5 main global business lines (e.g. EQD; G-10 Rates; FXLM.COM; Prime Solutions & Finance and Primary & Credit Markets).

  • Being the single point of contact for the governance of the Electronic business of GM (i.e. Automated Market Marking and the Electronic Commerce platforms).

  • Its mission is to focus specifically on new complex/structured transactions that have either new features or specificities that make them riskier such as wrong way risk, funding, modelling, counterparty or operational risk.
  • TET has credit delegation for Special Purpose Vehicles (SPV) used by GM to repacking notes to meet client investment needs (own account and or distribution)

  • It represents RISK as a Permanent Member in for Global Markets underwriting activities

  • In charge of the market risk framework for Primary and acting as member for Bond Underwriting Committees

  • It is the single-point of contact for ESG/CSR and Sustainable Finance risk management framework for RISK GM


TET?s added value is to analyse these new activities/transactions from a counterparty risk (PFE profiles, CSA mechanism, SPVs?), market risk (e.g. when specific model, profit recognition or liquidity risk appear), structural (waterfall structure analysis, legal definition) and reputation & suitability perspective.

Lisbon Hub comprises 20 people, working globally with all areas of RISK Global Markets: Quant, Transformation, Counterparty & Market risk. It is a dynamic and fast evolving team, with strong relationships with all RISK GM locations.


ROLE AND RESPONSABILITIES


The new hire will contribute to the scope noted below, with the areas of responsibility segmented in 3 broad categories:


  • Analysis


Primary Markets


  • Run the daily report for global market risk limit monitoring for the Primary perimeter (i.e. bond underwriting where BNPP is ranked #1 in EMEA)

  • Helping to prepare Desk Substantiation packages for Primary in the scope of Volker Rule and French Banking Law

  • Provide analytical and administrative support to the RISK Members in TET for bond underwriting commitment committees (aka FICCs) related to EMEA


Note Repacks


  • Analyse and assess/review the market, counterparty/credit, funding, liquidity and structural risks taken on SPV related transactions originated in Europe, Asia and Americas that fall within TET?s responsibility. This analysis may include stress testing, as applicable. The types of SPV transactions may encompass FX; Interest Rate Derivatives; CDS; EQD; Repo/TRS products and related risks.

  • Provide a written recommendation to the SPV Credit Committee (?SPV CC?) delegation holder (rating/GRR, credit limit calibration etc.).

  • Perform all necessary credit approval related functions i.e. prepare agenda and minutes of SPVCC and resolve necessary follow-up / open items/ conditions of approval; executed deal follow-up.

  • Additionally, the analyst may also be asked to provide analytical support for requests or frameworks that are not necessaraly related to SPVs and therefore could include the full scope of TET?s remit such as frameworks etc.

  • Permanent Control
  • Compile the tracking and reporting of Key Activity Indicators and Key Risk Indicators from the various regions for management reporting purposes

  • Contribute to the design and production of reports covering complex risks in Global Markets trading portfolios

  • Direct contribution to BNP Paribas operational permanent control framework, including over-rides for counterparty exposure capturing purposes

  • Understanding the abilities and limitations of the standard operational/booking framework for the segment covered

  • If necessary, undertake projects to address specific issues regarding SPV related transactions, which may entail portfolio review (like pay-off transactions or related to a given GM Global Business Line / trading desk)

  • Performing consistency checks on our actual modus operandi vs our written operational procedure or relevant bank policies and procedures that is applicable to our remit (TAC/NAC; Underwriting etc.).

  • Management and maintenance of work flow data base

  • Innovation (ideation / testing etc.)
  • The Lisbon hub will also be involved in innovation initiatives (ideation/POC testing), which may revolve around Data Visualisation Reporting etc.
  • Contributing to projects improving processes from an operational efficiency perspective, or enhancing our risk management capabilities through innovative technology-led solutions.


PROFILE


  • Years of work experience: 3 to 5-years of experience in the financial industry sector, preferably gained through a counterparty risk assessment role
  • Derivative Product knowledge
  • Experienced in using MS Office tools such Excel, Access; VBA/coding experience would be an advantage

  • Degree in Finance, Business Math or Financial Engineering. Advanced degree a plus.


Competencies & Conduct


  • Strong work ethics and overall ethical standards

  • Language: Fluency in English (verbal and written) is essential. Additional foreign languages such as French would be an advantage.

  • Very good Presentations Skills- present a cohesive, comprehensive yet succinct, objective written analysis of the risks in the transaction, provide value-added recommendations to relevant committees/members and able to deliver the same verbally.

  • Good interpersonal and relationship building skills-
  • Capacity for critical thinking and express sound judgement

  • Ability to work effectively both in an autonomous way and in a team environment

  • Display exemplary conduct, good judgement and integrity


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.


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, 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.



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