About Us
THΞ ЯΞCЯUIT are a boutique Talent Acquisition Agency, matching employers with prominent talent.

London

07506 563 885

info@ther3cruit.co.uk

Follow Us

The Details

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
ΛPPLY

About BNP Paribas

BNP Paribas is a leading bank in Europe with an international reach. It operates in 68 countries and has more than 193,000 employees, including nearly 148,000 in Europe.

The Group 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.