SENIOR ASSOCIATE – Market Risk Analyst

Employment contract:

Permanent

Location:

MUMBAI, Maharashtra, India

Job/mission:

RISK

Reference:

48317148

Job Description

 

About BNP Paribas Group:

BNP Paribas is a top-ranking bank in Europe with an international profile. It operates in 71 countries and has almost 199 000 employees. The Group ranks highly in its three core areas of activity: Domestic Markets and International Financial Services (whose retail banking networks and financial services are grouped together under Retail Banking & Services) and Corporate & Institutional Banking, centred on corporate and institutional clients. The Group helps all of its clients (retail, associations, businesses, SMEs, large corporates and institutional) to implement their projects by providing them with services in financing, investment, savings and protection. In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas enjoys leading positions in Europe, a strong presence in the Americas and has a solid and fast-growing network in the Asia/Pacific region.

 

About BNP Paribas India Solutions:

Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, a leading bank in Europe with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24×7 global delivery center. India Solutions services three business lines: Corporate and Institutional Banking, Investment Solutions and Retail Banking for BNP Paribas across the Group. Driving innovation and growth, we are harnessing the potential of over 6000 employees, to provide support and develop best-in-class solutions.

 

About Business line/Function :

As part of the RISK function, the mission of RISK Markets & Financial Institutions (RISK MFI) is to provide Senior Management of the Group, of the Operating Divisions, and of the RISK Function with full transparency and dynamic analysis of the risks and clients managed by Global Market. 

 

RISK MFI is responsible for monitoring and analyzing all market, liquidity and counterparty risks on the trading book. Furthermore, they contribute to the approval of transactions from market and counterparty risk perspectives and are responsible for the review of valuations and reserves.

 

 

Job Title:

 

Market Risk Analyst

Date:

 

 

Department:

 

RISK Global Markets

Location:

Mumbai

Business Line / Function:

RISK

 

Reports to:

(Direct)

Grade: 

(if applicable)

 

(Functional)

 

Number of Direct Reports:

None

Directorship / Registration:

NA

 

Position Purpose

 

The mission of RISK Markets & Financial Institutions (“RISK MFI”) is to provide Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks originated and managed by CIB GM, in order to assist them in their risk decision making. The mission of RISK MFI Platform is to provide high quality input to RISK MFI analysts and Management, support them in monitoring and anticipating risks related to Global Markets activities, provide them with tools to achieve their mission and lead or contribute to projects on behalf of RISK MFI. Within this stream, RISK MFI Platform Monitoring acts as a centre of expertise covering market, counterparty and liquidity risks metrics, contributing to the analysis and anticipation of Global Markets risks. The organization is articulated around two main “pillars” on market and counterparty risks, while offering team members the opportunity to work transversally across topics

 

This role will partner with other teams within RISK MFI to facilitate automation of existing manual processes, setting up of new report, monitoring improvements.

The successful candidate will join the team with key objectives of improving overall team contribution with automation and to provide a high quality of risk monitoring and reporting controls.

 

Responsibilities

 

Direct Responsibilities

 

  • Daily and weekly monitoring and reporting of market risk and counterparty risk limits and positions reports. 
  • Daily analysis of risks variation for each business activity in order to detect any risk Data quality issue

·       Take ownership of production tasks as delegated by RISK MFI APAC teams

·       Drive process improvement, task automation initiatives that enhance the efficiency of the production process.

·       Industrialize and streamline all delegated production tasks in an effort to increase our efficiency and achieve synergies across GBL and regions through automation and innovation. 

·       Leverage on risk and technical expertise to increase the information value of the content with actionable insights for team as well as management

·       Follow strictly the Risk MFI procedures defined globally

  • Maintain a close working relationship with regional Risk MFI teams.
  • Maintain a good relationship through clear a precise communication with GM trading while producing daily limit reports
  • Develop and maintain a good understanding of market, liquidity and counterparty risks.
  • Develop closer interaction with RCA team and look for new way to work together to transform our production operating model.  

 

Technical & Behavioral Competencies

 

Behavioral:         

  • Curious and eager to learn
  • Analytical and Problem solving capacity.
  • Taking initiative and self-motivated                     
  • Ability to adapt
  • Act with integrity
  • Ability to manage change and complexity with confidence
  • Strong team player

 

Technical:

  • Knowledge and understanding of basic coding in python
  • Should be able to handle automation projects independently 
  • Proficiency in using Microsoft office tools / VB language for MS Applications, 
  • Some knowledge of banking, Capital markets, Derivatives products and market risks 
  • Good analytical skills

 

Skills Referential

 

 

Behavioural Skills: (Please select up to 4 skills)

 

 

Communication skills – oral & written

 

 

Critical thinking

 

 

Ability to collaborate / Teamwork

 

 

Creativity & Innovation / Problem solving

 

 

Transversal Skills: (Please select up to 5 skills)

 

 

 

Analytical Ability

 

 

Ability to manage a project

 

 

Ability to develop and adapt a process 

 

 

Ability to inspire others & generate people’s commitment

 

 

Choose an item.

 

 

Education Level: 

 Master Degree or equivalent

 

 

Experience Level

At least 5 years

 

 

Other/Specific Qualifications (if required)