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| Model Risk Analyst |
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Environment
- Working closely with the rest of FI Portfolio Analyst Teams as part of a broader team of Risk Capital Markets Analysts
- Working in close partnership with other model risk analysts.
Key Job Elements:
- Review and approval of all valuation and official risk management models and methodologies used in trading books
- Work closely with the Front Office research team and follow ongoing model developments
- Challenge business view, proposing model improvements or alternatives
- Contribute to monitoring of proper implementation of exotic models in the bank's systems
- Contribute to quantification of model risk and reserve policies and procedures
- Contribute to daily analysis of complex model issues
- Contribute to raise awareness of the model risk and complex risks among senior management. |
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Bachelors
Doctorate
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3 years + |
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English : Speak / Write Fluently
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open-ended |
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unspecified |
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EU National |
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London |
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- Strong quantitative academic background essential, preferably PhD or equivalent
- Solid experience within a quantitative Market Risk department, validation team or quantitative research function on IRFX derivatives within a major international financial institution
- Strong skills in stochastic calculus and financial products modelling techniques
- The candidate will need to be IT literate
- Ability to operate autonomously and independently with decision making skills
- Thrives in a very challenging and constantly evolving environment, copes well under pressure, is highly committed and motivated
- Strong interpersonal skills (confidence, credibility, diplomacy, and team player)
- Bright, quick thinking, strong attention to detail, curious and capable of challenging others' views
- Ability to be synthetic and keep a 'bigger' picture view. |
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BNP Paribas is a European leader in global banking and financial services and one of the six strongest banks in the world according to Standard & Poor's. |
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BNP Paribas
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