The role involves managing liquidity risk, IRRBB, and FXRBB for the bank's Brazil entity to ensure compliance with regulatory limits. Key tasks include optimizing balance sheet mismatches, executing risk mitigation stra…
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Jobs at BNP Paribas
3 current jobs at BNP Paribas.
Current opportunities
Search all jobsConduct independent reviews of market, counter-party, and valuation risk models to ensure conceptual soundness and regulatory compliance. Develop quantitative scripts to analyze model outputs and collaborate with stakeh…
Maintain and enhance pricing libraries and build support tools for global markets systematic strategies. Perform quantitative engineering to assist trading desks in managing the valuation and risks of their books. Requi…