Counterparty Risk Analyst

About the Role

As a Counterparty Risk Analyst at BNP Paribas CIB, your primary mission is to diligently monitor and analyze the counterparty risk exposure associated with the bank's clients. This ensures all risks remain within BNP Paribas' established risk appetite. The role involves continuous monitoring of positions, in-depth analysis of client portfolios, and active engagement with various risk management stakeholders.

Your Main Activities Will Include

• Producing in-depth analyses, including portfolio reviews, related to CIB clients' counterparty risk.
• Monitoring market risk-based metrics applied to counterparty portfolios, specifically including Stress Testing.
• Regularly evaluating the performance of counterparty risk metric pricers and identifying areas for improvement.
• Certifying the quality of counterparty risk metrics data on a regular basis.
• Supporting methodologies used to adjust drawbacks in counterparty risk metric pricers.
• Regularly computing and reporting regulatory capital related to counterparty risk, and performing what-if analyses on specific portfolios upon request.
• Contributing punctually to the implementation of improvements within the counterparty risk metrics analysis framework.

Profile and Skills for Success

To excel in this role, you should possess:

• A Master’s Degree in Economics, Finance, Accounting, Mathematics, Statistics, or a related field.
• Up to 2 years of relevant experience in Risk and Controls, Data Analytics, or a similar domain.
• Advanced proficiency in English, both written and oral.
• Knowledge of MS Office Excel and Python.
• Strong attention to detail and rigor.
• Ability to develop and adapt processes effectively.
• Excellent collaboration and teamwork skills.
• Proven analytical ability.

Why Join BNP Paribas?

BNP Paribas stands as the European Union’s leading bank and a significant player in international banking, operating in 63 countries with nearly 183,000 employees. In Portugal since 1985, the bank boasts over 8,700 employees across 10 business entities, including 11 excellence centres.

The bank's international reach allows it to support clients globally with comprehensive financing, investment, savings, and protection solutions across its three core operating divisions: Retail Banking, Investment & Protection Services, and Corporate & Institutional Banking.

BNP Paribas is deeply committed to Diversity and Inclusion, fostering an equitable environment where creativity and efficiency thrive. They actively promote work/life balance, believing in the importance of disconnecting to recharge.

The bank embraces a Smart Working framework, offering flexible hybrid remote working modalities, comprehensive office and home equipment provisions, and an equipment allowance to eligible employees.

Only applications submitted in English will be considered.

Key skills/competency

• Counterparty Risk Analysis
• Market Risk Monitoring
• Regulatory Capital Calculation
• Portfolio Review
• Stress Testing
• Data Quality Certification
• Python Programming
• MS Excel Proficiency
• Process Improvement
• Analytical Skills
• Financial Risk Management