Risk Quantitative Analyst - Internship

Risk Quantitative Analyst - Internship

Bnp Paribas 2





Risk Quantitative Analyst - Internship

Detalhes da Vaga

BNP Paribas is a leading European bank with an international reach. It has a presence in 73
countries, with more than 192,000 employees - including more than 146,000 in Europe and over
4,000 in Portugal alone.

BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate
in the country. Today, BNP Paribas has several entities operating directly in this territory, offering a
wide range of integrated financial solutions to support its clients and their businesses.

Worldwide, the Group has key positions in its three main activities: Domestic Markets and
International Financial Services (whose retail-banking networks and financial services are covered by
Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises:
corporate clients and institutional investors. The Group helps all its clients (individuals, community
associations, entrepreneurs, SMEs, corporate and institutional clients) to realise their projects
through solutions spanning financing, investment, savings and protection insurance.

Department Overview
This role is within RISK I2S (RISK Institutionals & Securities Services), one of the five Business domains of RISK - BNP Paribas Group risk function.
The RISK I2S domain has responsibility of the credit risk profile of all Institutional clients, intragroup entities and Market Infrastructures and related credit approval process, including all BP2S business lines and activities.
The Market Infrastructure team provides a holistic view of risks facing market infrastructures, by integrating counterparty credit risk analysts, as well as quantitative analysts within the team. It is a global team, with a presence in London, Paris, New York and Hong Kong.

The CCP Quantitative Analyst will work as part of the integrated "RISK I2S Market Infrastructure" team; and will be based in Lisbon.
The Market Infrastructure team provides a holistic view of risks facing market infrastructures, by integrating counterparty credit risk analysts, as well as quantitative analysts within the team. It is a global team, with a presence in London, Paris, New York and Hong Kong.
The analyst's responsibilities will be supporting in providing quantitative insights on topics such as:
The analysis of central counterparty clearing house (CCPs) margin call algorithms and their risk management mechanisms

Provide quantitative analysis to help the Credit Officer to form a view in CCP Risk Committee, Risk Committee or CCP Risk Working Groups

the analysis of portfolio risks

Defining risk procedures and methodologies

conducting due diligence on CCPs and other market infrastructures that require quantitative analysis.

These topics will allow for numerous interactions with a large variety of global stakeholders across risk functions.
The role is primarily focused on a support level on the following topics:

Monitoring and controlling the risk facing margin algorithms put in place by CCPs in order to protect themselves.

Driving the necessary changes to work towards a more robust platform of risk management in the market.

The successful applicant will be very much part of a global team that will allow him/her to build up an expansive knowledge of the market.

This position will allow you to become a key player within the market infrastructures and CCPs environment, which is an essential link in the business' operations.
Clearing through CCPs affects all asset classes and as such, the post will provide you with a broad knowledge across many functions within the group, allowing you to:
Develop your network through working with numerous stakeholders on a daily basis,
Develop your technical competencies regarding CCPs,
Develop your network with CCPs through participating in external working groups organised by CCPs and industry forums.

Professional Qualifications / Candidate Profile
Education: Masters (or higher) in Mathematics, Physics or Quantitative Finance

Languages: English (fluent)

Technical/Business Skills:
Strong interest and familiarity with risk management best practises, financial markets and economic developments on an academical level

Knowledge of derivatives, their risk drivers and the models used to price them; or exposure to at least one of the following asset classes: credit, repo, IR/FX, equity, commodities, preferably from a risk management perspective on an academical level

Good awareness of the regulatory framework for banks is desirable

Design and implementation of quantitative models, preferably using C# or C++ in a source-controlled environment on an academical level

Soft Skills:
Creative and problem-solving mindset

Strong organisational skills

Proven analytical skills

Excellent written and oral communication skills

Fonte: Neuvoo3_Ppc




  • C#
  • C++
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