Market Risk Quantitative Analyst- Risk Hub
hace 4 meses
.I Department OverviewIn many respects, banking is the business of managing risks.At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK.Created at the same time as BNP Paribas, RISK is today a global function present in five continents and at the forefront of risk management through best-in-class expertise.RISK is an integrated and independent function and is part of BNP Paribas's control functions.It is the independent second line of defence on the risk management activities of the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk and environmental and social risks.RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group's Risk Appetite and its strategy. RISK teams engage in an upstream dialogue with businesses to better understand their strategy, objectives and then they express their opinions and recommendations.II Job DescriptionWe currently look for a MODEL RISK AND MODEL VALIDATION ANALYST.RISK Independent Review & Control (RISK IRC) is a special unit within the RISK organisation and reports directly to the Group CRO. The independent review arm of the department provides second line of defence for the use of various types of models and, accordingly, is in charge of model risk management.The position in subject is within the team that covers market risk, counterparty risk and valuation risk methodologies. These methodologies are developed and used globally for both regulatory and internal risk management purposes, covering all activities of the Group. These methodologies cover amongst others:* Market risk internal models like Value-at-Risk (VaR), Stressed VaR, Incremental Risk Capital (IRC) and Comprehensive Risk Measure (CRM) metrics, as well as the new market risk methodologies that are developed to comply with the forthcoming Fundamental Review of the Trading Book (FRTB) regulation. These models cover all asset classes and all products, whether securities or derivatives, including also the market risk management of CVA and funding value adjustment.* On the counterparty risk side, the Group has developed Potential Future Exposure (PFE), Effective Expected Positive Exposure (EEPE) and CVA Capital Charge measures for various OTC, listed derivatives, prime brokerage and repo trading activities. The bank has implemented also the new Standardised Approach for Counterparty Credit Risk (SA-CCR) metric. Furthermore, the Group has developed and uses various types of margining methodologies, like the standard initial margin model (SIMM) used for non-centrally cleared derivatives
-
Market Risk Quantitative Analyst- Risk Hub
hace 1 mes
Madrid, España Bnp Paribas A tiempo completoI Department OverviewIn many respects, banking is the business of managing risks.At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK.Created at the same time as BNP Paribas, RISK is today a global function present in five continents...
-
Market Risk Quantitative Analyst- Risk HUB
hace 1 mes
Madrid, España BNP Paribas A tiempo completoI Department OverviewIn many respects, banking is the business of managing risks.At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK.Created at the same time as BNP Paribas, RISK is today a global function present in five continents...
-
Market Risk Quantitative Analyst- Risk HUB
hace 1 mes
Madrid, España BNP Paribas A tiempo completoI Department OverviewIn many respects, banking is the business of managing risks.At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK.Created at the same time as BNP Paribas, RISK is today a global function present in five continents...
-
Quantitative Risk Analyst
hace 3 meses
Madrid, España SIX Group AG A tiempo completoBME - Bolsas y Mercados Españoles - impulsa la transformación de los mercados financieros y pertenece a SIX, el tercer grupo bursátil más grande de Europa. Lo que nos hace diferente, nos impulsa a avanzar: entre raíces locales y relevancia global, somos una mezcla única de tradición y futuro, de cimientos y crecimiento. Apreciamos el valor de mentes...
-
Quantitative Risk Analyst
hace 3 meses
Madrid, España Six Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team.Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
-
Quantitative Risk Analyst
hace 3 meses
Madrid, España Six Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team. Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
-
Quantitative Risk Analyst
hace 4 semanas
Madrid, España SIX Group Services Ltd. A tiempo completoMadrid | Working from home up to 60% | Referencia 6579As Quantitative Risk Analyst of BME Clearing, you will be a key member of our BME Clearing Quantitative Risk team. Your primary responsibility is to develop, calibrate, implement and review quantitative risk methodologies of the Central Counterparty (CCP), enhancing the existing quantitative risk...
-
Market Risk Quantitative Analyst- Risk Hub
hace 1 mes
Madrid, España Bnp Paribas A tiempo completo.I Department OverviewIn many respects, banking is the business of managing risks.At BNP Paribas, our well-developed risk management culture is based on a long-term perspective, a committed management, and a strong and independent risk organisation led by RISK.Created at the same time as BNP Paribas, RISK is today a global function present in five continents...
-
Market Risk Analyst
hace 3 semanas
Madrid, Madrid, España SIX Group Services Ltd. A tiempo completoAbout the RoleSIX Group Services Ltd. is looking for a talented Market Risk Analyst to join our team as a Quantitative Risk Modeling Expert.Your ResponsibilitiesYou will develop and implement quantitative risk methodologies to ensure the resilience of BME Clearing in adverse market conditions.You will work closely with Quality Risk Management, Swiss...
-
Quantitative Risk Analyst
hace 1 mes
Madrid, España Taleo Consulting A tiempo completo**Mission.**: **What will you do?** We believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers. We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s...
-
Quantitative Risk Analyst – Banking Sector
hace 4 semanas
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo's success depends on the talent of its...
-
Quantitative Risk Analyst – Banking Sector
hace 3 semanas
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo's success depends on the talent of its...
-
Quantitative Risk Analyst – Banking Sector
hace 1 mes
Madrid, España Taleo Consulting A tiempo completoMission.What will you do?We believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo's success depends...
-
Quantitative Risk Analyst – Banking Sector
hace 4 semanas
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success depends on the talent of its...
-
Quantitative Risk Analyst – Banking Sector
hace 1 semana
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success depends on the talent of its...
-
Quantitative Risk Analyst – Banking Sector
hace 14 horas
Madrid, España Taleo Consulting A tiempo completoWe believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers. We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success depends on the talent of its...
-
Quantitative Risk Analyst
hace 3 meses
Madrid, España Six A tiempo completoWhat You Will Do Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure BME Clearing resilience to adverse market conditions Write well-formulated documents of model/methodology specifications, behavior, and testing results Close collaboration with Quality Risk Management, Swiss...
-
Quantitative Risk Analyst
hace 3 meses
Madrid, España SIX A tiempo completoWhat You Will Do Developing, calibrating, implementing and reviewing quantitative risk models, stress- and back-tests, scenario analysis to ensure BME Clearing resilience to adverse market conditions Write well-formulated documents of model/methodology specifications, behavior, and testing results Close collaboration with Quality Risk Management, Swiss...
-
Quantitative Analyst
hace 3 semanas
Madrid, Madrid, España Axpo Group A tiempo completoRole SummaryWe are seeking an exceptional quantitative analyst to manage and analyze market and credit risks within our gas trading environment.Main Responsibilities:Develop and maintain complex risk models using machine learning algorithms.Work collaboratively with cross-functional teams to enhance production processes.Analyze and interpret large datasets...
-
Quantitative Market Risk Specialist
hace 3 semanas
Madrid, Madrid, España Cepsa Colombia S.A. A tiempo completoAbout the RoleWe are seeking a highly skilled Quantitative Market Risk Analyst to join our Middle Office Risk Management Team. As a key member of the team, you will be responsible for analyzing, managing, and preventing risks associated with our trading activities. Your deep understanding of the business, processes, and implemented procedures will enable you...