full-time
Risk Quantitative Analyst
BNP Paribas
- Employer
- BNP Paribas
- Location
- Lisbon
- Working pattern
- hybrid
About the role
Develop and improve risk modelling, measurement, and back-testing capabilities for market and counterparty credit risks. Support regulatory interactions and assist risk managers and the Front Office in assessing deal risks. Requires a Master's degree in Mathematics, Physics, Computer Science, or Engineering with up to 2 years of experience in Quantitative Finance or Data Analytics. Proficiency in English is required, and knowledge of C-based languages or Python is a plus.