Senior Quantitative Analyst – Market and Counterparty Risk Modelling

GROUP BNP PARIBAS

BNP Paribas is a leading global bank and a prominent international banking institution, operating in numerous locations worldwide and offering multiple financial services, from retail banking to corporate and institutional banking (clients financing, advisory, capital market services). The bank is head-quartered in Paris but has a significant presence in the EU and worldwide.

Department Overview

Systems InteGrated Methods and Analytics (SIGMA) is a team of specialised risk officers with global accountability for the counterparty, market and liquidity risk methodologies within the Bank’s RISK function. It also maintains the internal model methodology for operational risk.

Organisationally, it is embedded in the RISK Global Framework department and in particular its RISK Models & Regulatory group.

SIGMA’s mission is to develop and con...