Risk Calculation Analyst

BNP Paribas offers you an exciting career opportunity in an international, challenging business environment characterized by high pace and diversity with focus on creating valuable relations with our customers. We offer a competitive salary & benefits package and also an excellent work environment where you’re valued as part of our team!

The candidate 's main responsibilities are :
  • to monitor and validate risk figures provided by market risk system
  • to provide explanation and support to the risk analysts and business lines about the risks changes and the calculation methodologies
  • to contribute in developing risk analysis tools to improve the accuracy and the timeliness of the various risk calculations
  • to contribute to the industrialization of the production tools and processes
  • to build close links with the risk analysts and the business managers about the definition and the integration of new types of risks or products
  • to contribute to the development of new ways to look at risks via the internal market risk system
  • to provide training and guidance to new user of the system
  • to analyse regulatory requirements for asia pacific perimeter



Professional Qualifications / Candidate Profile

Education:
Master degree in Finance / IT / Mathematics, Engineering

Experience:
3 - 6 years' experience in the banking industry having work in a Risk or IT department.

Languages:
English

Skills:
  • Solid IT background preferably with good knowledge of financial products
  • Flexible and responsive approach because of the exposure to varied demands
  • Good written and verbal communication due to the interactions with various professionals (risk analysts, IT, auditors)
  • Problem solving approach and good intuition in risk measurement
  • Interest and aptitude to apply quantitative techniques for measuring risks of derivatives products
  • Pragmatic approach to handle the production process and to deal with exceptions
  • Good communication skills, able to deals with users in stressful environment
Hong Kong Hong Kong Hong Kong HK