Job Description

MARKET RISK ANALYST – RISK CIB - RISK GLOBAL MARKETS - METRICS AMERICAS (JOB NUMBER: RISK-150822-001-NA)

RISK is a fully independent function whose mission is to advise the bank’s top management on risk appetite, to provide fast and reliable information about the risk profile to report, to offer high quality risk management expertise to the group’s stakeholders as well as to foster risk anticipation. RISK Global Markets ("RISK GM") is responsible for the monitoring of market, liquidity and counterparty risks of the BNP Paribas Corporate and Institutional Banking (CIB) perimeter. RISK GM helps the Group senior management, the RISK Function and Global Markets to make the best choices by anticipating on events and finding the right balance between profitability and long term protection of the Bank. RISK GM is organized into 3 streams (Analysis, Metrics and Models & Methodologies), present in 14 locations across Europe, Asia Pacific (APAC) and Americas. As part of the RISK GM Metrics Americas team, the candidate will have the following responsibilities:

• Monitoring of main risks and limits on business lines,
• Management of production issues affecting market risks in tandem with IT teams,
• Participation in process harmonization with counterparts in Europe and Asia,
• Participation in innovation projects to improve process efficiency.

After an initial training period with a team member, the candidate will progressively take on responsibility for monitoring a business line (e.g. equity derivatives, interest rates, credit products, etc.) The candidate will be in charge of a number of daily tasks, including daily limit reporting and limit excess notification. For the business line that the candidate is responsible for, he/she will monitor data quality in the RISK systems and potentially represent RISK GM’s interests for projects that involve data quality improvement. With the on-the-job experience acquired, the candidate will also be able to propose ways of improving the efficiency of RISK GM processes (e.g. reporting, calculation methodologies, etc.) The candidate will also be tasked with proposing and developing IT tools (spreadsheets, macros, Python/R scripts, etc.) for the team and for other teams within RISK GM. All in all, the mission will allow the candidate to gain more knowledge on markets, products and market risk management. At the same time, the innovation aspect will allow the candidate to develop technical skills. As such, this position is a rare opportunity to gain in both functional and technical knowledge

• A minimum of a Bachelor’s degree in Engineering, Financial Engineering, Finance, Math, Sciences, Economics, Econometrics or related discipline;
• Proficiency with MS Office Tools, and an interest in developing practical solutions to data analysis problems by using more advanced solutions (R/Python);
• Some familiarity with financial products is an advantage (bond pricing, definition of Greeks (Delta/Vega/Gamma), concepts of option pricing) and is preferred;
• Exposure to banking regulation issues is an advantage but not a requirement.

Additional requirements

• Proficient written & oral communication
• Motivation and ability to work collaboratively as part of a global team,
• Curiosity and ability to learn quickly and being results driven
• Capacity for critical thinking & express good judgement and a sense of responsibility
• High degree of work ethics and exemplary conduct
• Good organizational skills

Primary Location

: CA-QC-Montréal

Job Type

: Standard / Permanent

Job

: RISK
Education Level: Bachelor Degree or equivalent (>= 3 years)
Experience Level: At least 5 years

Schedule

: Full-time