Market Risk Analyst

About The Job

• The mission of RISK MFI Capital and Resources is to ensure the coordination, reliability, and regulatory compliance of capital production across market, counterparty, and settlement risks for the BNP Paribas Group. The team is responsible for the official calculation, analysis, explanation and reporting of Risk-Weighted Assets (RWA) related to these risk categories
• In addition to capital reporting, the team oversees the delivery of forecasts, simulations, and responses to evolving regulatory requirements
• RISK MFI Capital and Resources also plays a central role in ensuring that both current (Basel IV) and upcoming (FRTB for example) capital methodologies are consistently implemented at Group level and guide consistent implementation at Legal Entity levels, across locations and business lines
• As a Market Risk Capital Analyst, you will play a key role in ensuring the accuracy, reliability and regulatory compliance of capital metrics ...