About The JobThe mission of RISK MFI Capital and Resources is to ensure the coordination, reliability, and regulatory compliance of capital production across market, counterparty, and settlement risks for the BNP Paribas Group. The team is responsible for the official calculation, analysis, explanation and reporting of Risk‐Weighted Assets (RWA) related to these risk categories.In addition to capital reporting, the team oversees the delivery of forecasts, simulations, and responses to evolving regulatory requirements.RISK MFI Capital and Resources also plays a central role in ensuring that both current (Basel IV) and upcoming (FRTB for example) capital methodologies are consistently implemented at Group level and guide consistent implementation at Legal Entity levels, across locations and business lines.As a Market Risk Capital Analyst, you will play a key role in ensuring the accuracy, reliability and regulatory compliance of capital metrics related to market risk across the BNP Paribas Group. You'll work at the intersection of risk management and financial regulation, helping drive the transition of FRTB into business‐as‐usual processes while contributing to the ongoing production, analysis and forecasting of capital figures under Basel III/IV frameworks.This role offers a unique opportunity to gain broad exposure to global markets, regulatory frameworks and strategic risk oversight, within a collaborative and technical environment.Your Main Activities AreContribute to the transition of the FRTB (Fundamental Review of the Trading Book) framework to day‐to‐day operations (BAU). Oversee production of capital figures under FRTB, covering both Standardised (SA) and Internal Model (IMA) approaches.Quantitative Impact Study (QIS) and pre‐Production: Manage and coordinate the contribution to the QIS exercises and the pre‐production taskforce to deliver accurate and timely capital figures under the FRTB framework.Analysis & Reporting framework: Contribute to the setup of dedicated dashboards and reports and to the development and implementation of a proper analysis framework of FRTB metrics, allowing to provide clear analysis and commentary to key stakeholders.Capital Production Oversight: Contribute to the official market risk capital production process and the analysis of VaR, SVaR, and IRC dynamics.Contribute to the Financial Market Risk Committee (FMRC) and support the production of ad‐hoc reports for the Board and to Group, Businesses and RISK Management, as well as requests from ratings agencies, regulators, and auditors.Controls & Governance: Establish robust production processes and data controls. Ensure that internal procedures, methodologies, and control plans are up to date and in line with governance standards.Act as a point of contact for market risk capital topics with Business, Risk and Finance.Profile And Skills To SuccessPostgraduate degree in Mathematics, Finance, Engineering, or a related field.Up to 3 years of experience in Risk and Controls / Data Analytics, ideally with exposure to regulatory capital frameworks.Strong analytical skills and critical thinking skills.High attention to detail and accuracy.Proactive, collaborative mindset with a strong client‐oriented approach.Advanced proficiency in English, both written and spoken.Knowledge of Python is a plus.Why joining BNP Paribas?Leading banking institution.Our presence in Portugal since 1985 with more than 8,700 employees in the country.International reach through 63 countries and 146,000 employees in Europe.Diversity and Inclusion commitment: we are an equal‐opportunity employer and actively ensure no discrimination across protected characteristics.Commitment towards work/life balance: we promote a culture of good integration between work and rest.Remote Working Conditions: we embrace a Smart Working framework with flexible remote working modalities and support for home equipment.BNP Paribas is an equal opportunity employer and proudly provides 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 they foster creativity and efficiency, which in turn increase performance and productivity.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.#J-18808-Ljbffr