RISK GLOBAL MARKETS – RISK / QUANTITATIVE ANALYST

Employer
BNP Paribas
Location
Lisbon (PT)
Salary
To be negotiate
Posted
Jan 29, 2019
Closes
Feb 28, 2019
Job Function
Risk Management
Employment Type
Full Time
Education
Masters

ROLE AND RESPONSIBILITIES

  • Contributing to the continuous improvement of the tools in use by the team
  • Participate in analysis projects with a main focus on the analysis of the corresponding data and the visualisation of the results
  • Help drive new approaches to presenting the risks to senior management, such as the use of dynamic dashboards to replace static reports
  • Investigate the use of machine learning approaches to get a better understanding of the risks, improve methodologies, or help identifying data quality issues automatically
  • Contribute to ad-hoc projects, such as ad-hoc stress testing or investigating the impact of new regulation for the bank

PROFILE

  • Experience between 1 to 5 years in relevant areas (Data Science, Quantitative and Risk Analysis)
  • Knowledge of derivatives instruments and associated risk drivers is a must and experience with simulation models (Monte-Carlo, interest rate, FX models, among others)
  • Strong programming skills in R and / or Python
  • Solid Excel / VBA
  • Programming languages, such as javROLE data sascript, jQuery are a plus
  • Knowledge in Machine Learning
  • Ability to react quickly but precisely in high pressure trading situations with Front Office interactions, requiring a structured approach and resourcefulness
  • Deadline oriented