Investment Markets Risk Data Analyst

Employment contract:

Permanent

Location:

Porto, Porto District, Portugal

Job/mission:

PROJECT & TRANSFORMATION MANAGEMENT

Reference:

12351368

About the team

The role of Management & Supervisor Information (MSI) team is to provide General Management, CIB, supervisors, rating agencies and other stakeholders with a consolidated, global, and independent view of the market, liquidity and counterparty risks associated with trading securities, derivatives and repos with clients such as other banks, corporates or hedge-funds. Perimeters covered by the MI team include notably BNP Paribas’ Global Markets, Securities Services, ALM Treasury, Asset Management and Wealth Management.

Consequently, as part of RISK Markets & Financial Institutions, MSI sits at the heart of a network of technical and subject matter experts in the fields of market/counterparty risk in order to turn data into management information. For the MSI analyst the challenge is therefore to i) be able to engage with market and counterparty risks analysts on complex financial aspects and ii) then distill the resulting information into a clear message that will be presented directly to the CIB senior management, the Group CRO or even the ECB to name a few consumers of MSI’s product.

Geographically, MSI analysts can already be found in London, Paris, New York and Brussels and now Portugal.  Working within the MSI team will allow you to strengthen your knowledge of market, counterparty and liquidity risks on a diversified scope and constantly changing subjects.

About the Job

The core responsibilities of the MSI role include: be responsible for producing key elements of the Management Information framework.

Your Main Activities Are

  •  Main scope: BNP Paribas Asset Management financial risks & BNP Paribas’ own Equity investments across the Group (incl. long-term and strategic investments, activity-related investments or with a value creation objective such as Private Equity investments).
  •  Act as primary responsible for producing key MSI deliverables used as supporting documentation of the various risk committees/meetings.
  •  Provide value-added analysis and comments on main evolution/areas of risk, partnering with other teams from RISK, Finance, Stress Testing or Business Lines.
  •  Perform ad-hoc analysis (e.g. key highlights or focus papers) and contribute to crisis analysis .

Support production of key global MSI deliverables

  • Be responsible for the analysis and completion of reporting elements of Global MI risk analysis, including basic qualitative needs and identification of emerging risks, while working in coordination with other members of the MI Paris/London/Brussels team.
  • Contribute to the operation of the main risk committees/Forums within the Global MI scope, such as Main Pos meetings and FMRC
  • Build and maintain new set of reports and presentations for reporting to internal risks committees, senior leadership across RISK, Metiers and regulators
  • Consistently perform consistency checks and anomaly detection on large data sets, investigate root cause and recommend corrective actions. Ensure relevance of data presented.

Enhancement and Industrialisation of Risk Analysis and Reporting

  •  Further develop/automate tools and processes (industrialization) processes that quantify, explain and convey risk insight, to expand and streamline analysis being performed today at varying level of aggregation across the bank
  • Support the wider MI team through contributions to various global risk analysis topics.

Profile and Skills to Success

The role is ideal for collaborative individuals with technical skills, financial risk interest and attention to detail. Whether market / fair value risks associated with trading activities or engaging with internal and external stakeholders, the role gives you a holisitic experience of being a risk management professional. 

  • Postgraduate in Finance, Mathematics or Statistics
  • Communication skills – oral & written
  • Ability to synthesize, simplify
  • Creativity and Innovation / Problem Solving
  • Ability to collaborate/Teamwork
  • Adaptability
  • Analysis skills
  • Financial Market
  • English (Fluent)
  • MS Office (Proficient)
  • MS Office EXCEL (Proficient)
  •  IT Languages VBA or Python (Beginner)

#LI-Hybrid