Counterparty and Financing Risk Analyst - Risk Global Markets APAC
BNP Paribas
Hong Kong, Hong Kong, HK
6天前

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860.

Currently with over 18,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs.

It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.

Worldwide, BNP Paribas has a presence in 68 markets with more than 193,000 employees. It 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.

Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.

  • excluding partnerships
  • BNP Paribas offers you an exciting career in an international business environment that is fast-paced, diverse and focuses on creating high-value relationships with our clients.

    We offer competitive salary and benefits, as well as a working environment where you’re valued as part of the team.

    https : / / careers.apac.bnpparibas /

    Position Purpose

    The mission of RISK Global Markets is to provide Senior Management of the Group, of the Operating Divisions, and of RISK with full transparency and dynamic analysis of the risks and clients managed by CIB and IS Business Units, as per the scope detailed below.

    The RISK Analyst position is available within the APAC Counterparty Team, based in Hong Kong. The counterparty team belongs to Risk Global Markets, which is part of the RISK Function within BNP Paribas.

    Scope

  • Counterparty risks generated by derivatives, including flow requests and overrides
  • Portfolio analysis for all the counterparties under the coverage of Global Markets APAC
  • Analysis of collateral received through CSA agreement and REPO / SLAB transactions
  • To a lesser extent, market risks generated in the GBL PSNF, including Prime Brokerage
  • The candidate will be in direct and regular contact with front office (Trader, sales and management), participating to various meetings and managing the relationship with the first line on a day-to-day basis.

    It will be necessary to also work closely with other RISK teams, especially RISK I2S (SCO, analysis & CRC).

    Responsibilities

    Main responsibilities from a counterparty risk angle

  • Review and analyze, from counterparty risk point of view, all transactions belonging to the following categories :
  • Trades not adequately represented in risk systems or for which the Business needs RISK support
  • Trades with counterparties already in excess,
  • Trades that trigger an excess when simulated
  • Analysis and monitoring of counterparty risk exposures on selected names or portfolios, by :
  • Understanding the origin of the exposures (specific trades, products),
  • Designing, in close coordination with Market Risk and credit officers, relevant metrics and stress testing, under both internal and regulatory context;
  • Aggregating and monitoring, in coordination with Market Risk, across products and Business Units market risk sensitivities by counterparty, hence providing a transversal view
  • Regular interacting with credit officers to share information
  • Define and maintain overrides, on the global scope of counterparties, for exotic counterparty exposures in systems, at both individual transaction and portfolio levels
  • Be the central point of contact for collateral within the region
  • Analysis & monitoring of Economic and Regulatory Measures including Stress Testing linked to Counterparty Credit Risk on the global scope of counterparties
  • Main responsibilities from a market risk angle

  • Market risks limit quantification in line with risk appetite.
  • Analysis and monitoring of market risk of GM PS&F. In particular :
  • Apply RISK GM Market Risk GBLs Mission statement on GM PS&F in coordination with other streams of RISK GM.
  • Review and approval of various transactions, from market risk point of view.
  • Define appropriate risk representation of market risk exposures in Risk systems (shared responsibility with RS).
  • Contributions

  • Propose methodology and systems enhancements for counterparty risk monitoring
  • Review of official risk management models and counterparty risk methodologies
  • Investigation on limit excess events as referred by Credit Risk Control ( CRC )
  • Answer to requests from auditors or regulators for Counterparty or Market Risk related topics, in coordination with relevant stakeholders.
  • Technical & Behavioral Competencies

  • Strong interpersonal and communication skills (written and verbal) to :
  • Further build the business / RISK relationship
  • Synthetize clearly key messages through risk analysis
  • Strong analytical skills in order to independently solve various problems arising on our day-to-day, using curiosity and creativity.
  • The candidate will need to have and develop a solid quantitative background.
  • Knowledge of derivatives, ideally across multiple asset classes.
  • Ability to react quickly but precisely in high pressure trading situations with Front Office interactions.
  • Computational skills required (VBA or R / Python)
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