MI Quantitative Models Analyst

About The JobThe Market Infrastructures (MI) Quantitative Models Analyst's main mission is to act as a center of quantitative expertise regarding market infrastructure entities, conducting annual and interim reviews of margin call algorithms and their risk management mechanisms while leading the periodic quantitative due diligence on the entity in own portfolio.Your Main Activities AreQuantitative assessment:Monitor and control the risk facing margin algorithms put in place by market infrastructure entities, considering among others the use, hypotheses, suitability, calibration and performance.Understand the risk drivers of the margin models and their interactions with the portfolios and market parameters.Analyze the inherent model risk by parallel building the model when information available permits it, quantifying errors and their significance.Maintain a continuous and sound dialogue with the Credit Officers.Quantitative opinion contribution:Provide a timely quantitative assessment on the robustness of the margin models to help the Credit Officers (CO) form a holistic opinion regarding the market infrastructure entity.Present the quantitative assessment at the relevant credit committees deciding on the market infrastructure entity in own portfolio.Risk monitoring:Monitor the portfolio of counterparties under own responsibility, jointly with CO, and detecting any quantitative issues that may require a specific review.Drive the necessary changes to work towards a more robust risk management platform in the market.Profile and Skills to SuccessMaster's degree in Mathematics and Statistics, Engineering, Manufacturing and Construction or any related fields.Up to 2 years of experience in Data Analytics or Risk and Controls.Great communication skills with fluency in English both oral and written.Knowledge of Python.Critical thinking with the ability to develop and adapt a process.Analytical ability with an innovative problem solving approach.Why joining BNP Paribas?BNP Paribas is the European Union's leading bank, and key player in international banking. It operates in 63 countries and has nearly 183.000 employees, including more than 146.000 in Europe.Our presence in PortugalIn Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 excellence centers providing value-added services to various countries where the BNP Paribas Group also operates.International reachThanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success.Diversity and Inclusion commitmentBNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation.Commitment towards work/life balanceAt BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest.Remote Working ConditionsAt BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration.Please note that only applications submitted in English will be considered. In case you are selected for this role, further documentation will be requested to support your hiring process.

#J-18808-Ljbffr Finanças