Senior Risk Analyst

Expected Role:

Within BNP Paribas, RISK group is responsible for calculating & providing Market and Credit Risk to traders, market and risk analysts. We are looking for a Support Analyst to provide enterprise level technical & business support to our users located globally. You will analyze all available sources of information, as well as liaising with colleagues to obtain technical & business knowledge in order to ensure quick resolution to run the business functions. The main objective is to consistently deliver high quality client services to Risk Systems users by combining industrial operational processes with sound risk knowledge. The team is responsible to ensure the correct risks are available in timely manner and to provide functional provision of the risk system to the users on a daily basis.

Responsibilities

Understanding of the flow & overall business in investment banking

Ensuring the accurate calculation reporting of capital measures such as value-at-risk (VaR), stress VaR, Incremental Risk Charge (IRC), Comprehensive Risk Measure (CRM) including the floor calculation, counterparty risk exposure capital and VaR-on-CVA for the perimeter covered by the approved internal models.

Ensuring the timely re-calibration of these models and performance of back-testing to support the usage of these models for the capital declaration.

Ensuring the accurate calculation of other critical risk measures such as credit value adjustments and market risk reserves that impact the banks P&L

Ensuring the timely provision of other risk measures such as stress testing and greeks required by users for limit monitoring, analysis and reporting.

Ensuring users of the system receive the agreed level of service

Responsible Data integrity: responsible to check the data integrity within the system.
Research, diagnose, troubleshoot and identify solutions to resolve functional/data issues/queries

Able to understand KPI reporting, prepare accurate and timely reports
Provide a first level of explanation on level and the movements of the risk metrics displayed and computed within Risk Systems: Risk Sensitivities, Capital Charges, Reserves, Stress Tests, CVA, Limits, and Exposure.

Appropriate and timely communication with all stakeholders

Ability to operate in Agile methodology and have an understanding on deliverables.

Experience and knowledge of financial products across asset classes

4 Yrs of experience of risk management experience atleast

Maintain quality of deliverables to keep the key KPI and trends in check

Provide input to the implementation plans

Creative problem solving ability, inquisitive mind-set, comfortable with working on ambiguous situation

Attention to detail and high quality standards of documentation, processes and control environment

Flexibility (Openness to change)

Propose and Implement Service improvements that may be in progress service Improvement.

Sound financial product knowledge

Leadership skills to drive E2E agenda and someone who can articulate and maintain stability under challenging situations.

Successful candidate is expected to perform the above tasks in collaboration and agreement with the team leaders, project leads and other development staff, and where necessary with the Business Analysts, Ops Leads, FO, A & D teams, Methodology teams

Background

Strong Functional/Data/Risk Analysis experience.

Awareness Market and counterparty risk and Credit risk

4 years of Risk Management experience atleast. Overall 7 years experience cap

Technical Qualification

Experience in risk management and reporting role

3+ years experience in hands-on risk management

Proven working experience of atleast 4 yrs in Risk Management

Experience with working in an ITIL environment

Ability to multi-task, work under pressure & tight deadlines

Self-motivated and highly professional with ability to lead and take ownership and responsibility

Strong organizational and planning skills

Team player with strong interpersonal, oral and written communication skills.

Good hands-on experience in Unix/Linux systems and Shell or Python scripting

Good hands-on experience in SQL

Knowledge of Capital Market or Market Risk and Credit Risk is key

Microsoft Excel/Power BI/PowerPoint/Splunk

Non-Technical Qualifications

Excellent communication both verbal and written.

Excellent problem-solving and logical thinking.

Team player

Process-oriented

Innovation/Out-of-the-box thinking

Positive attitude and forward thinking

/ B.E / B. tech or equivalent

Preferred Certifications / Affiliations:

FRM/CFA certifications would be a plus.

Skills Referential

Behavioural Skills: (Please select up to 4 skills)

Attention to detail / rigor

Adaptability

Communication skills - oral & written

Ability to share / pass on knowledge

Transversal Skills: (Please select up to 5 skills)

Ability to understand, explain and support change

Analytical Ability

Ability to develop and leverage networks

Ability to anticipate business / strategic evolution

Ability to develop and leverage networks

Education Level:

Master Degree or equivalent

Experience Level

At least 3 years

Other/Specific Qualifications