Market and Liquidity Risk Team Leader

June 28, 2024

Market and Liquidity Risk Team Leader


  • Permanent
  • PT-Lisbon
  • RISK
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By Joining RISK Portugal at BNP Paribas, you will be part of a dynamic, talented and expert team, with a global coverage. You will be able to develop your knowledge through career development plan and internal mobility. The journey starts here.

About the job

  • The mission of RISK Market & Financial Institutions (“RISK MFI”) is to provide the Senior Management of the Group, of the RISK Function and of Global Markets (“GM”) and of BP2S with full transparency and dynamic analysis and monitoring of market, counterparty, valuation and liquidity risks originated and managed by CIB and of credit risks on Financial Institutions in order to assist them in their risk decision making and monitoring
  • The mission of RISK MFI Analysis & Decisions is to develop holistic analysis approaches across the risks covered by RISK MFI, to enhance the support provided to Senior Management and to collaborate with CIB businesses as their principal contact point with regards those risks
  • Within this stream, Market & Liquidity Risks provide for the overall Markets and Liquidity Risk approvals and decisions transversally across business lines, at origination of trades or new activities, on the valuation models, through the exotic and structured product risks and the XVA risk management, on regular trading activities of which the automated ones

Your Main Activities Are

  • The successful candidate takes responsibility alongside their team for
    • The initial and periodic review and reassessment of all relevant valuation models of Global Markets
    • The analysis of valuation model events requests before their validation
    • The maintenance of the documentation supporting the above review, reassessments and approvals
    • The maintenance, monitoring and regular reporting of the various valuation model performance indicators
    • Some ad-hoc analysis on the exotic products market risk profile and how they ling with the underlying pricing model
    • The regular analysis of new exotic transactions and the analysis of new activities or specific Transactions proposed by Global Markets
    • A leading or contributing role in the credit risk analysis of underwriting primary transactions
    • The participation to some ad-hoc methodology improvements on Stress Test, Valuation or Market Risk framework
    • The analysis of liquidity metrics on a regular basis
    • The regular monitoring of performance indicators of the team
  • In addition, the team leader is responsible to:
    • Lead and motivate the team to advance employee engagement and develop performance.
    • Staff the teams adequately with a diverse level of experience and skills
    • Actively contribute to the personal and professional development of each team member.
    • Build trustful relationships with key partners in RISK CIB as well as with Global Markets. Act as a point of contact for important stakeholders
    • Thrive to complete missions assigned by the team manager and efficiently allocate responsibilities within the team
    • Manage team projects regularly discussing and providing an overview of progress with other team leaders from RISK MFI Analysis & Decisions
    • Demonstrate proactivity, transparency and accountability for identifying and managing conduct risks
    • Take responsibility for the team’s conduct and conduct risks
    • Consider the implications of own actions on colleagues, partners and clients before making decisions, and escalate issues to own manager when unsure
    • Leverage feedback received and constructively challenge own responsibilities to seek continuous improvement
  • Finally, the role allows to develop your understanding of the market risk and counterparty risk management framework of BNP Paribas

Profile and Skills to Success

  • Masters Degree in Economics/ Maths/ Sciences/ Finance
  • Between 10 and 15 years of relevant experience
  • Advanced level of English, both written and oral, is mandatory
  • Knowledge in
    • Office Pack – Excel and Powerpoint is required
    • Python and VBA is required
    • Models and pricing tools – Financial Products is required   
  • Ability to synthetise / simplify
  • Ability to collaborate / Teamwork
  • Creativity & Innovation / Problem solving
  • Attention to detail / rigor
  • Communication skills – oral & written
  • Decision Making


Why joining BNP Paribas?

· Leading banking institution

BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe’s banking history. It has a presence in 65 countries, with around 190 000 Employees – including more than 145 000 in Europe

· Our presence in Portugal

Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses

· International reach

Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success. BNP Paribas holds key positions in its three core operating divisions:

  • Retail Banking, a division that brings together all of the Group’s retail activities and specialised business lines;
  • Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
  • Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional clients

· Diversity and Inclusion commitment

BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients

· Commitment towards work/life balance

At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working

· Remote Working Conditions

At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices

To find out more on why you should join BNP Paribas visit

* Please note that only applications submitted in English will be considered.

* In case you are selected for this role, further documentation will be requested to support your hiring process

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