Job Title: Market Risk Officer

Department: Risk Markets & Financial Institutions (MFI) - Analysis & Decision (A&D;) - Markets & Liquidity Risk (MLR)

About Business line/Function: RISK

Position Purpose

As part of the RISK function, the mission of RISK MFI A&D; Market & Liquidity Risk (“MLR”) 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 and liquidity risks originated and managed by CIB GM, to assist them in their risk decision making.

RISK MFI MLR is responsible for monitoring and analyzing all market, liquidity and contribute to the counterparty risks analysis on the trading book. Furthermore, they contribute to the approval of transactions from market and counterparty risk perspectives and are responsible for the review of valuations and reserves.

The successful candidate will join the RISK MFI MLR APAC team, which covers the Global Market business in the region. Within Global Markets business, the activities covered include Developed Market Rates,



Equities & Derivatives, Credit structured products. This role will have a principal focus on the Equities perimeter.

Responsibilities

Direct Responsibilities

• Within RISK MFI team,
• Monitoring and analysis of market risks.
• Focus on portfolio and transaction analysis across the products and dimensions.
• Monitor and report limit excess and coordinate with trading for actions to rectify the excesses.
• Be a key point of contact for Front Office.
• Anticipation, detection, monitoring, analysis, and opinion on market risk taken:
• Early identification and in-depth review of hidden risks and potential threats, concluding with a transparent view and recommendation for risk mitigating actions.
• Escalation to the management when relevant.
• Contribution to the analysis of risk topics for exceptional transactions or stress tests.
• Maintain a close working relationship with Regional & Global RISK MFI MLR

📌 Market Risk Officer (Mumbai)
🏢 BNP Paribas
📍 Mumbai