Website 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.
The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporates and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, the Group has four domestic markets (Belgium, France, Italy and Luxembourg) and BNP Paribas Personal Finance is the European leader in consumer lending. BNP Paribas is rolling out its integrated retail-banking model in Mediterranean countries, in Turkey, in Eastern Europe and a large network in the western part of the United States. In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.
As one of the world’s pre-eminent banking groups – and the first ever French bank to set down roots in the UK in 1867 – the breadth and depth of our presence across the country means BNP Paribas is able provide UK companies and investors access to a full global suite of products and solutions in Europe and worldwide. This, combined with our long-term commitment to the UK, is what truly distinguishes BNP Paribas from other international banks operating in the country.
Business Area/Dept Overview:
SIGMA is the quantitative risk modelling team with overall responsibility for market and counterparty credit risk models within BNP Paribas. It also maintains the internal model methodology for operational risk. SIGMA is organized in four streams, each responsible for a given asset class (Interest Rate / FX, Credit / Repo, Equity / Commodity) and transversal aspects of risk methodologies (Cross-Product). The team is present in several locations: London, Paris and Lisbon.
Organisationally, SIGMA is embedded in the RISK Enterprise Risk Architecture (ERA) Models group which itself is part of RISK Enterprise Risk Management (ERM).
Purpose & Scope of role:
SIGMA services the business activities within the Risk function’s scope and provides Risk and the General Management with key risk metrics for their decision making process, by researching and adopting best practices for measuring and monitoring the risks in scope, working in close partnership with Risk Systems to deliver solutions to users. The team’s responsibility also includes any other market and investment related risks, including contributions to CVA (xVA) and capital related measures. This mission requires that the team:
Key Responsibilities of role:
A diverse and dynamic team, working in SIGMA you should expect:
Experience, Qualifications & Competencies:
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