Senior Market Risk FRTB Analyst

at  BNP Paribas

Lisboa, Área Metropolitana de Lisboa, Portugal -

Start DateExpiry DateSalaryPosted OnExperienceSkillsTelecommuteSponsor Visa
Immediate08 Feb, 2025Not Specified09 Nov, 20242 year(s) or aboveGood communication skillsNoNo
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Description:

ABOUT THE JOB

The role of Senior Market Risk FRTB Analyst is primarily to ensure the coordination, reliability and compliance of regulatory and internal capital production for market, counterparty and settlement risks for the BNPP Group, as well as additional thematically-linked deliverables relating to Resources Management. The team are ultimately responsible for the official calculation, associated analysis / explanation and reporting of Market, Counterparty and Settlement Risk RWA, and additionally for updates of forecasts and simulations delivery, alongside related regulatory demands (such as QIS)
RISK MFI MI - Capital and Resources is responsible for ensuring that existing (Basel III) and future (Basel IV, Fundamental Review of the Trading Book (FRTB)) capital-related methodologies and procedures are implemented consistently at Group level and guide consistent implementation at Legal Entity levels, across locations and business lines

Responsibilities:

Please refer the Job description for details


REQUIREMENT SUMMARY

Min:2.0Max:3.0 year(s)

Financial Services

Accounts / Finance / Tax / CS / Audit

Finance

Graduate

Proficient

1

Lisboa, Portugal