Strategy, Conduct & Risk (“GM SCR”) is a transversal team within Global Markets (“GM”) responsible for overseeing the main risks, driving the strategy and managing the financial resources of the business, while ensuring integrity and sustainable development in Global Markets’ portfolio of activities. Working in strong cooperation with Global Business Lines, transversal teams, functions and BNP Paribas’ General Management, GM SCR has a global mandate across all platforms, with team members in Americas, APAC and EMEA offices globally.
What you will do
- Production of inputs required for capital run computation
- Perform first level analysis of source data received from RISK and Finance to be provided to GBL (Global Business Line) and Desk Heads, to ensure the accuracy of capital numbers allocated to them.
- Ensure regular communication of the results during the run to the impacted business lines in a timely / succinct manner
- Perform required adjustments/corrections where possible
- Production of overall Global Markets APAC capital explain per type of risk and provide first level analysis
- Assist in the quarterly preparation of presentations to each GBL Head highlighting
- Capital, Balance Sheet and other relevant Financial Resources metrics (RoE, RoCE, RoLE, etc at Desk Level).
- Develop tools to assist in streamlining the local reporting needs using centrally produced data (from Lisbon, London and Paris)
- Production of inputs required for capital allocation computation and consolidate all results for each type of risk
- Perform first level of control of the allocation results accuracy for all types of risks, at all levels (GBL, Region, Desks, Portfolios) liaising with Resources managers
- Build and produce regular reports of the impacts of future regulations (Basel IV)
- Provide support on improving template of training documents on future regulations
- Provide support to the APAC team on more specific requests
- Provide support to improve the overall accuracy of all resources (capital and balance-sheet constraints) and their optimisation
- Perform required manual interventions to produce B/S constraints allocation, in particular production and monitoring of GSIB scores at relevant GBL, Regional and desk level
- Assist in the production of profitability metrics for any new activities or transactions as part of the Transaction Approval / New Activity Committee (TAC/NAC process)
Required Skills and Abilities
- Analytical and quantitative skills
- Excellent knowledge of Excel, VBA (other languages would be a plus)
- Precision, rigorousness
- Accounting and/or Financial Engineering orientated studies preferred
- Reliability, capacity to deliver
- Autonomy, proactivity
- Team spirit, ability to work with others
- Job type:Internships
Hong Kong (Hong...
- Closing Date:30th Nov 2018, 6:00 pm