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 71 countries, with 200 000 Employees ? including more than 150 000 in Europe and 6 000 in Portugal alone.
BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, the Group has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
Thanks to its international presence and regular and close collaboration among its businesses, BNP Paribas has the resources to support all clients - individuals, entrepreneurs, SMEs, large corporates, institutional investors and community organisations - 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: Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.
The mission of RISK is to provide Senior Management of the Group and of the Operating Divisions, with full transparency and dynamic analysis of the risk and clients managed by Corporate and Investment Banking (CIB) and Investment Solutions (IS) business units, as per the scope detailed below.
The scope of RISK is:
On Market and Liquidity risks: it is Group-wide. RISK comprehensively covers the CIB capital markets activities, ALM Treasury as well as the IS Business Units,
On Counterparty risk: it is Group-wide. RISK covers all counterparty risks arising from derivative and repo transactions,
On Credit risk: credit analysis and approval for all Financial Institutions (including Funds and SPVs), Sovereigns, Wealth Management clients and other IS private clients,
On Insurance risk: risks generated by Insurance activities,
Depending on mandates given, RISK also assumes, directly or indirectly, responsibilities on the above risk categories in specific areas of the Retail Business Units.
RISK contributes to the definition of the Group?s risk appetite, its risk decision making process and the optimization of capital allocation to support the development of the Operating Divisions.
The RISK ERA Systems team is part of RISK. Its mission consists in providing the Bank with a comprehensive capital markets risk system used to calculate market and counterparty risk capital figures using advanced methods and to support the needs of users for risk analysis, risk reporting and the credit process.
In this context, the Market Risk Measures (MRM) team is focusing on VaR. Limits and Reserves computation. It is split between London and Lisbon. The team is working in AGILE mode ? and more precisely following the SAFe methodology.
ROLE AND RESPONSIBILITIES
We are looking for a Python Developer responsible for construction of application components and scripting to manage the interchange of data between external services and the system and apply the methodologies related to the calculation of market risk metrics. Your primary focus will be the development of all server-side logic, ensuring high performance and responsiveness to requests from the front-end. Thus, a commitment to collaborative problem solving, sophisticated design, and product quality is essential. Finally, a basic understanding of front-end technologies is necessary as well.
The successful candidate will be expected to fulfil the role of a Python developer with a strong business appetite as follows:
Be part of a growing team that is at the heart of our investment in regulatory and business driven change
Design, build, and maintain efficient, reusable, and reliable Python code
Rapidly prototyping solutions to quickly prove/disprove new concepts
Design and implementation of low-latency, high-availability, and performant applications
Integration of user-facing elements developed by front-end developers with server side logic
Ensure the best possible performance, quality, and responsiveness of the applications
Identify bottlenecks and bugs, and devise solutions to these problems
Help maintain code quality, organization, and automation
Integration with a variety of data storage solutions
PROFILE
Master?s degree in Computer Science, Finance or related field
Data or Risk Management related business analysis experience is preferred
Able to incrementally deliver server side applications to meet dynamic customer requirements
Proficient in Python, with a good knowledge of its ecosystem
Solid understanding of object-oriented programming and functional programming paradigms
Familiar with Python application design and architectural patterns
Knack for writing clean and readable code
Experience with both external and embedded databases
Understanding fundamental design principles behind a scalable application
Creating data schemas that represent and support business processes
Unit test and debugging skills are welcome
Strong analytical skills with a creative and flexible approach to problem solving
Capacity to work effectively in a team
Delivery-focused with keen attention to detail
Excellent interpersonal and organisational skills
Professional and precise communication skills
English
Portuguese and/or French are nice to have, but not mandatory
Experience of market and/or counterparty risk
Exposure to the practical issues of data loading, validation and management
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.
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, 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.
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