Risk Quantitative Backtesting Analyst
BNP Paribas CIB
Data: há 3 semanas
Cidade: Lisboa, Lisboa
Tipo de contrato: Tempo total

About The Job
To find out more on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal
- The Backtesting team is part of RISK department and its entity RISK Global Services. This department reunites all the teams offering common services required in the management and supervision of the Bank’s risk profile. The RISK Global Services team aim to transversally develop optimized resources, platforms and common services that are adding value for all of RISK. Their activities cover transversally market, counterparty, credit and liquidity related topics. They assume their responsibilities in full cooperation with either RISK business domains or global practice teams, or else with subsidiaries or branches of the corresponding RISK teams
- More precisely, Backtesting team is part of RISK Systems, with RISK Global Services. RISK Systems at Group level is responsible for risk capital markets IT systems
- Though the team is part of an IT team, the work focuses on risk analysis. The team is in charge of the ex-post control of the risk figures generated by the market and counterparty risk internal models of BNP Paribas Group, with the purpose of testing the adequacy of the internal models to compute the capital on market risk and counterparty risk. Market and Counterparty credit risk models are global in the bank (no model by region or country) and as such, the team interacts with other teams worldwide
- The function offers the opportunity to act in an international and dynamic environment with new business and regulatory requirements to cope with
- To identify lack of model performance using statistics defined in the back-testing methodology
- To analyse and document the results, deep dive analyses are performed, built on good understanding of the risk models and strong cooperation with risk modelling and risk management teams
- To communicate results to the regulator and relevant internal teams such as model validation team and capital team
- The candidate will be responsible for a set of model performance processes. She or he will coordinate with all the relevant teams to present on a periodic basis to RISK senior management a consolidated view of the bank’s model performance
- Bachelor Degree in Mathematics and Statistics or related
- Up to 2 years of experience in Risk and Controls or similar
- Advanced level of English, both written and oral
- Knowledge in MS Office Excel
- Ability to deliver / results driven
- Analytical ability
- Communication skills, both written and oral
- Creativity and innovation / problem solving
- Leading banking institution
- Our presence in Portugal
- International reach
- Retail Banking, a division that brings together all of the Group’s retail activities and specialised business lines;
- Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
- Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional clients.
- Diversity and Inclusion commitment
- Commitment towards work/life balance
- Remote Working Conditions
To find out more on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal
- 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.
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