BNP Paribas ISPL

3 months ago

Navi Mumbai, India BNP Paribas India Solutions Pvt Ltd Full time

About BNP Paribas India Solutions:

Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union's leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and Institutional Banking, Investment Solutions and Retail Banking for BNP Paribas across the Group. Driving innovation and growth, we are harnessing the potential of over 10000 employees, to provide support and develop best-in-class solutions.

Commitment to Diversity and Inclusion

At BNP Paribas, we passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued, respected and can bring their authentic selves to work. We prohibit Discrimination and Harassment of any kind and our policies promote equal employment opportunity for all employees and applicants, irrespective of, but not limited to their gender, gender identity, sex, sexual orientation, ethnicity, race, colour, national origin, age, religion, social status, mental or physical disabilities, veteran status etc. As a global Bank, we truly believe that inclusion and diversity of our teams is key to our success in serving our clients and the communities we operate in.

About Business line/Function:

The mission of RISK Markets and Financial Institutions ("RISK MFI") is to provide Senior Management of the Group, of the RISK Function and of Global Markets ("GM") with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks originated and managed by CIB GM, to assist them in their risk decision making.

The Valuation Adjustments team is within RISK MFI, owns all responsibilities related to Independent Price Verification (IPV), Fair Value Reserves (FVR), Methodology Corrections (MC) & Prudent Value Adjustments (PVA) across all Global market trading activities and regions

Position Purpose

Fulfil the mission statement of RISK MFI Valuation Adjustments by taking ownership of the definition, maintenance, documentation, reference implementation, testing and release of methodologies used for Valuation adjustments covering Independent Price Verification (IPV), Fair Value Reserves, Prudent Value Adjustments among all asset classes. Contribute to maintaining the right and the related Valuation Input cartographies.

The role provides a unique opportunity to join the Valuation Adjustments team within the RISK MFI organization and to be directly involved in reinforcing the governance, controls and visibility of RISK MFI on all IPV and MC processes while actively participating in strengthening the industrial features of the valuation adjustment platform.

Valuation Adjustment team works within an Agile of the Quantitative Methodology Specialist role

- Lead or contribute to the maintenance and design of existing or new methodologies based on (1) knowledge and expertise on the underlying products; and (2) proper quantitative analysis using historical data and simulation.

- Assess the impact of internally or externally driven updates to the methodology set and communicate with the relevant stakeholders (trading, quantitative research, risk managers, risk methodology approvers, audit) before release.

- Perform the calibration of Valuation Adjustments methodologies at the defined frequency leveraging large data sets of market information.

- Continuously develop and improve a critical opinion about the data set used in the methodologies under responsibilities, exploring and integrating new sources and regularly assessing the quality of the existing set.

- Manage and overview the computation, validation and reporting of monthly & quarterly VAs.

- Analyze the monthly variations of VAs stocks from complex methodologies used for exotics products and communicate them to relevant stakeholders (Trading, Market Risk, Quantitative Research, Finance) across the relevant business lines (Credit, Rates & FX, Equities, Commodities).

- Represent the team in the committees related to Valuation Adjustments

- Lead small projects to improve the efficiency and reliability of the team processes, by developing automated solutions leveraging high industrialization standards, or integrating the methodologies under responsibility into IT platform in close collaboration with IT development and Digital teams.

Technical & Behavioral Competencies

- Ability to gather, prioritize and integrate large amounts of information, to process and simplify it.

- Ability to systematically produce relevant documents with accurate, precise and verified information.

- Ability to act in advance of a future situation, to take control and initiatives to implement relevant actions in the short and long term.

- Able to identify solutions to overcome obstacles and drive results to conclusion working autonomously and implementing work processes, ideas and solutions with tenacity.

- Effectively deliver and adapt complex messages according to the targeted audience

- Value and integrate client's feedback to improve products, services and processes.

Specific Qualifications (if required)

- Master's degree in finance, Applied Mathematics, Science or Engineering. Advanced degree or professional certifications like FRM or CFA are a plus.

- 7 to 12 years of working experience in a relevant financial market methodology field. A previous experience in Market Risk Management is an advantage

- Good computer programming skills. Knowledge of Python is required

- Good knowledge of Financial & Risk management concepts as well as derivatives products recommended.

Skills Referential

Behavioral Skills:

- Adaptability

- Client focused

- Critical thinking

- Creativity & Innovation / Problem solving

Transversal Skills:

- Ability to understand, explain and support change

- Analytical Ability

- Ability to manage a project

- Ability to develop and adapt a process

- Ability to anticipate business / strategic evolution

Education Level: Master Degree or equivalent

(ref:iimjobs.com)

  • Chief Risk Officer

    3 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • Associate - Ispl Project Office

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    ASSOCIATE - ISPL PROJECT OFFICE (JOB NUMBER: ISP000431) **Job Description - APAC** About BNP Paribas Group: BNP Paribas is a top-ranking bank in Europe with an international profile. It operates in 71 countries and has almost 199 000 employees. The Group ranks highly in its three core areas of activity: Domestic Markets and International Financial Services...

  • Associate - Ispl Project Office

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    **Job Description - APAC** About BNP Paribas Group: BNP Paribas is a top-ranking bank in Europe with an international profile. It operates in 71 countries and has almost 199 000 employees. The Group ranks highly in its three core areas of activity: Domestic Markets and International Financial Services (whose retail banking networks and financial services...

  • BNP Paribas CIB | Senior Technical Architect

    4 days ago

    mumbai, India BNP Paribas CIB Full time

    About BNP Paribas India Solutions:Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • BNP Paribas CIB | Senior Technical Architect

    3 days ago

    mumbai, India BNP Paribas CIB Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • PMO - Finance - Cio Office

    1 month ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • Associate Level 1

    4 days ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • QA Associate

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    QA ASSOCIATE (JOB NUMBER: CIB008290) About BNP Paribas Group: BNP Paribas is a top-ranking bank in Europe with an international profile. It operates in 71 countries and has almost 199 000 employees. The Group ranks highly in its three core areas of activity: Domestic Markets and International Financial Services (whose retail banking networks and financial...

  • Executive Assistant

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    EXECUTIVE ASSISTANT - CIB ITO CIO (JOB NUMBER: BNP024478) About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India...

  • Associate Level 1

    3 days ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • Obiee Ba

    1 month ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • Associate L1 sr Associate

    6 months ago

    Mumbai, India BNP Paribas Full time

    About BNP Paribas Group: BNP Paribas is a top-ranking bank in Europe with an international profile. It operates in 71 countries and has almost 199 000 employees. The Group ranks highly in its three core areas of activity: Domestic Markets and International Financial Services (whose retail banking networks and financial services are grouped together under...

  • Administrator

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • Administrator

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    ADMINISTRATOR (JOB NUMBER: USE000195) - _ About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions...

  • Associate/associate L1

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    ASSOCIATE/ASSOCIATE L1 - WM SCS BONDS & STRUCTURED PRODUCTS (JOB NUMBER: CHA000236) **About BNP Paribas Group**: **BNP Paribas Group is a leading European bank with a strong global footprint across 72 markets and more than 202,000 employees.** The Group provides corporates, institutional and private investors with product and service solutions tailored to...

  • Associate/associate L1

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    **About BNP Paribas Group**: **BNP Paribas Group is a leading European bank with a strong global footprint across 72 markets and more than 202,000 employees.** The Group provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate...

  • Apac -associate - Fs Bs

    5 months ago

    Mumbai, India BNP Paribas Full time

    APAC -ASSOCIATE - FS BS (JOB NUMBER: FIN003456) **BNP** **Paribas India Solutions Private Limited (BNPP ISPL)** isa global delivery centre for BNPParibas Group, one of the largest banking groups in the world. BNPPISPLprovides IT, IT Enabled Services to the predominantlyinternational Corporate and Investment Banking business of BNP Paribas Group. Corporate...

  • BNP Paribas CIB | Head INet

    4 days ago

    mumbai, India BNP Paribas CIB Full time

    About BNP Paribas India Solutions:Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • BNP Paribas CIB | Head INet

    3 days ago

    mumbai, India BNP Paribas CIB Full time

    About BNP Paribas India Solutions: Established in 2005, BNP Paribas India Solutions is a wholly owned subsidiary of BNP Paribas SA, European Union’s leading bank with an international reach. With delivery centers located in Bengaluru, Chennai and Mumbai, we are a 24x7 global delivery center. India Solutions services three business lines: Corporate and...

  • Associate: Pad

    5 months ago

    Mumbai, Maharashtra, India BNP Paribas Full time

    **About BNP Paribas Group**: BNP Paribas is a top-ranking bank in Europe with an international profile. It operates in 71 countries and has almost 199 000 employees. The Group ranks highly in its three core areas of activity: Domestic Markets and International Financial Services (whose retail banking networks and financial services are grouped together under...