DEPARTMENT OVERVIEW

ROLE AND RESPONSIBILITIES

The successful candidate will take responsibility in 3 areas that cover monitoring & reporting, analysis, and tool and dashboard developments.

Monitoring & Reporting:

• Support and take ownership of the monitoring of trading books market risk metrics for Europe notably:

  • Basel 2.5 metrics as Var, sVar and IRC.

  • Main sensitivities Controlled and Monitored by Market Risk

  • Stress Test results.

  • French Banking Law and Volcker rule metrics

  • FRTB metrics as Standard Approach, NMRF and P&L Attribution

  • Generally all P&L Explain related metrics.

• Monitoring and resolving of any data integrity issues identified in the risk tracking system.

Analysis:

• Providing on a regular or ad-hoc basis, various analysis on the causes of the variations of different metrics to benefit Market Risk Managers.

Tool and Dashboard Developments

• Participating with the team to the development of dynamic dashboards and tools that allows the monitoring or analysis to be further centralised, automated and digitalised.

• Participate to the development of controls on those metrics.

• Improvement of existing monitoring tools and integration into a global toolbox of monitoring tools.

 ROLE COMPETENCIES

• Strong verbal and written communication skills,

• Motivation and ability to work collaboratively as part of a global team,

• Capacity for critical thinking & express good judgement and a sense of responsibility

• Ability to learn quickly and being results driven

• High degree of work ethics and exemplary conduct

• English fluency

PROFILE

• A minimum of a Master’s degree in Engineering, Financial Engineering, Finance, Maths, Sciences, Economics, Econometrics, Computation Sciences or related discipline,
• Experience in MS Office tools as well as an interest in developing practical solutions to data analysis problems. Basic to Advanced knowledge of computing programming languages (Python or R for instance) is an advantage,
• One or several experiences in another financial market position is an advantage but not a pre-requisite
• Some familiarity with financial products is an advantage (bond pricing, basic concepts of option pricing and sensitivities) and is preferred,
• Exposure to banking regulation issues is a definite advantage but not a requirement for candidates 

What this position represents for you:

• A truly diversified role where you can develop a variety of transferable skills, under the constant coaching of experienced risk managers.

• Joining a highly ambitious team of young talents that is expanding.

• The opportunity to develop a detailed understanding of the Bank’s products and activities (Capital Markets, Financing activities, ..), both from a conceptual and from a practical viewpoint

• The prospect of interacting with a large number of people in all areas and at all levels of BNP Paribas worldwide.

• The opportunity to consolidate your computing experiences in data management.

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.

Please note that only applications submitted in English will be considered.