London – GЯΛDUΛTΞ ΛNΛLYST PЯOGЯΛMMΞ 2022 -ΛSSΞT LIΛBILITY MΛNΛGΞMΞNT & TЯΞΛSUЯY ЯISK
- Country: UK
- Programme: Graduate / Analyst
- City: London
- Department: Risk
- Role: Not applicable
Main duties & responsibilities
Business Area/Department Overview
This is a Risk analyst position within the local RISK ALMT team set-up in February 2018. The local RISK ALMT team consists of 2 people: Risk Manager and Risk Analyst, which have a direct report line to UK Risk Senior Management in London and a functional report line into RISK ALMT HO in Paris. The function has 2 principal roles: oversight of local ALMT activity of BNPP London Branch as well as direct supervision of ALMT risks of the following countries: Netherlands, Ireland, Luxembourg, Norway, Denmark, Sweden and Jersey. This RISK team is considered as Northern Europe HuB, one of 3 European hubs within global RISK ALMT organisation, responsible for comprehensive risk coverage of the concerned entities.
As a Graduate Risk Analyst you will :
- Analyse and monitor all risk exposures of the ALM Treasury activities (interest rate, liquidity/funding and FX risk)
- Oversee compliance with market risk limits, investigating excesses and reporting these excesses, the reason for their occurrence, and recommending corrective action to appropriate levels of Management.
- Ensure that new types of transactions / new folders are correctly booked and represented in risk system
- Work to ensure consistency with BNP Paribas group wide risk management policies, procedures, and practices with respect to limit structures, risk measurement methodologies, valuation methods, risks monitoring, and reporting.
- Ensure that all rules regulating ALM Treasury markets activities: market risk, liquidity/funding risk and the country risk envelope – from either Head Office or local regulator’s requirements are fully complied with.
- Follow up of the ALM Treasury market transactions if they require specific analysis and decisions
- Help the Market Risk Manager in regional coordination and any other specific tasks such as: analysing balance sheet, participating in new project implementation
Length of the programme
- 24 months
Qualifications• Graduate / MA / MSc / GED or equivalent / Post Graduate Degree / MBA / Phd or equivalent
Specialisation : Market Finance or Risk Management
Technical skills required for the position:
- Good knowledge of the capital markets and its products.
- Very good Knowledge and understandings of derivatives products.
- Quantitative skills to understand complex products/ valuation models.
- Excel/VBA/Python skills highly appreciated
Conduct
- Teamwork
- Communication skills
- Ability to report
- Take Initiative and ability to learn
