Job ref no.: CT3127825-01#8587

Senior Risk Analyst

BNP Paribas

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 18,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.

Worldwide, BNP Paribas has a presence in 68 markets with more than 193,000 employees. It 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. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.

BNP Paribas offers you an exciting career in an international business environment that is fast-paced, diverse and focuses on creating high-value relationships with our clients. We offer competitive salary and benefits, as well as a working environment where you’re valued as part of the team.

  • excluding partnerships

https://careers.apac.bnpparibas/

Department Overview

The mission of RISK Global Markets (RISK GM) is to provide Senior Management of the Group, of the Operating Divisions, and of RISK with full transparency and dynamic analysis of the risks managed by CIB’s Global Markets Units (GM). Specifically, RISK GM mandate is to provide Senior Management with a consolidated and dynamic view of the market, counterparty and liquidity risk profile of GM activities.

The scope of RISK GM is:

  • Maintain and deliver day to day risk management excellence and expertise
  • Develop further our capacity to anticipate on events, to innovate, to identify emerging risks and think out of the box
  • Contribute to the definition of the Group's risk appetite, its risk decision making process and the optimization of capital allocation to support the development of the Operating Divisions
  • Contribute, when suitable beyond our perimeter, to the success of the large projects of the Bank and the department, whether regulation oriented or not
  • Enable industrialisation to increase efficiency
  • Interact in an efficient and benevolent way with our colleagues from the other streams and domains

Within RISK GM, Transactions and Electronic Trading Team (TET) is part of a C-SAT: Complex & Strategic Activities & Transactions. C-SAT team will regroup resources and responsibilities relative to Transactions and New Activities analysis (including the Primary and ECM perimeters), Electronic Trading, Transversal and Complex Structured, Exotic Frameworks, XVA and GMAT (the ALMT within GM). Besides fulfilling and executing the traditional responsibilities, the team will leverage on the proximity of seasoned experts on markets, products and transactions to reinforce in a transversal and consistent way the monitoring of complex and strategic activities.

The main role of TET is to provide a formal opinion on behalf of RISK and to exercise its delegation on new activities, exceptional transactions, equity and bond underwriting and provide coverage of the Electronic Business perimeter. In particular:

  • Providing a comprehensive analysis of new activities and pre-trade analysis of exceptional transactions, primarily but not exclusively generated by the CIB Global Markets business lines (e.g. EQD; G-10 Rates; FXLM.COM; PS&F, PCM)
  • Being the single point of contact for the governance of the Electronic business of GM (i.e. Automated Market Marking and the Electronic Commerce platforms)
  • Its mission is to focus specifically on new complex/structured transactions that have either new features or specificities that make them riskier such as wrong way risk, funding, modelling, counterparty risk or operational risk
  • TET has credit delegation for Special Purpose Vehicles used by GM for repacking notes to meet institutional client investment needs
  • Representing the RISK Function in CIB underwriting activities (bond and equity underlying)
  • Developing frameworks to improve the risk management process of capital markets activities


Requirements:

  • Master’s level in Business Administration, Finance, Economics or Engineering
  • 10 years+ experienced analyst in Risk Management, particularly in counterparty risk and market risk field, with solid work experience in derivatives and/or structured products. There is flexibility to consider very strong candidates with less years of experience
  • Understanding of corporate and financial institutions financing and balance sheet mechanisms
  • Knowledge and experience in the analysis of highly complex transactions and structured products
  • Some quantitative skills such as understanding of pricing or risk simulation would be much appreciated
  • Knowledge and experience in liquidity risk, CVA, XVA etc. and other various regulatory capital topics would be an added advantage
  • English (Chinese would be an added advantage but not a must)
  • Market risk knowledge in IR/FX, Credit Derivatives and/or Equities/Commodities
  • Counterparty/credit risk understanding
  • Good general derivative/primary markets product knowledge
  • Ability to understand and analyse highly complex transactions and structured products
  • Analytical skills, independent and detail oriented
  • Organised, efficient and self-motivating
  • Good interpersonal skills, able to deal efficiently and effectively with front office staff
  • Team-player with common sense
  • Working under pressure and deliver the task / project completed on time
  • Knowledge of Risk Navigator and MRX a plus
  • Understand all relevant RISK policies and procedures and apply where appropriate
  • To recognize when trade requests may need a Transaction Approval Committee (TAC) and New Activity Approvals (NAC), and to follow up with the business on the validation process

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More job information
Job ref no. CT3127825-01#8587
Salary
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 10 years - 15 years
Career Level
  • Non-management level
Education
  • Degree
  • Master's degree