Portfolio Analytics & Modelling Associate

January 10, 2022
Employment contract
Standard / Permanent
Location
CA-QC-Montréal
Job / Mission
MISCELLANEOUS
Reference
GBA-100122-001-NG
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At BNP Paribas Canada, it is our employees which make the difference… Our 75 nationalities are part of our diversity!

Do you like challenges, a structured framework, the prospect of optimizing and innovating? You are known for your originality and want a certain freedom to think while sharing your knowledge and ideas?

… Come help us contribute to the growth of our Canadian platform!

You will benefit amongst other things from:

  • Access to social volunteer and recreational programs, via our many Employee Resource Groups (ERGs)
  • Opportunities for career development through active internal mobility and our innovative training program: Canada Academy
  • A brand new workspace, flexible, comfortable and easily adaptable to your needs: remote work opportunities, standing desks, innovation lab., open meeting rooms and spaces

About the Department

Portfolio Management is a part of the Corporate & Institutional Banking activity. PMA is a transversal department within Global Banking Americas (GBA), with a regional management scope that includes the United States, Canada and Latin America. PMA is currently composed of 3 teams: Origination & Active Management; Portfolio Analytics & Modelling; and Credit Solutions & Products Engineering.

The main mission of PMA is to contribute to risk return optimization at origination, to actively manage the financing loan books and to contribute to capital optimization. The team is responsible for monitoring with Coverage the process at Origination on financing transactions with a focus on the main resources consumption, namely, capital, liquidity, balance sheet and risk-return. The team is also in charge of initiating and implementing solutions to optimize capital consumption, exposure management or liquidity consumption.

Summary of the role:

  • Maintaining discipline at origination by contributing to risk return/Risk Weighted Assets (RWA) management, liquidity cost, Exposure analysis and CDS/Insurance market intelligence at the Resource Allocation Committee, in coordination with Coverage and Business Lines
  • Back testing of clients profitability in liaison with Coverage
  • Managing the loan books of the Corporate Platform from a risk, capital, liquidity and return perspective through execution of Active Management actions (loan sales, hedging with CDS and credit insurance, balance sheet securitization)
  • Management of the credit derivatives
  • Create and maintain an expertise center on client profitability tools and guidance for methodologies in credit risk-return and value creation for CIB
  • Actively monitor Global Banking Americas financial resources and associated risk appetite limits (including budgeting, forecasting and monitoring of RWA, Lending Exposure, US booked Leverage Lending Exposure, underwriting commitments, Environmental Social Governance (ESG) Exposure, IFRS 9 Stage 1 & Stage 2 Cost of Risk (CoR) and Corporate Loan Book P&L under baseline and stress scenarios)
  • Provide Senior Management including Head of CIB Americas with quarterly review of the key resources consumption across the Corporate Platform and impact of expected regulations and supervisory changes through the Strategic Resource Committee. Additionally perform analysis and monitoring of the portfolio profitability from a risk return and value creation standpoint at client level on an ex-ante, prospective and ex-post basis taking into account forthcoming changes in regulatory environment
  • Liaise with RISK department on Annual Credit Risk identification exercise on behalf of GBA

PMA has main interactions with Coverage, Business Lines, Asset and Liability Management Treasury (ALMT), RISK, Middle Office, Finance, Legal, Compliance, Global Markets and Portfolio Management teams in the other regions.

Main Responsabilities:

The Portfolio Analytics & Modelling team is responsible for monitoring and forecasting the key resources (balance sheet and capital) consumption of Global Banking Americas in close coordination with Business Lines and Coverage units. Additionally, the team is responsible for the regional Strategic Resources Committees to review key resources consumption and value creation metrics with Regional Senior Management and if needed provide feedback on behalf of GBA to the CIB Leadership forum.

The position reports to the Head the Portfolio Analytics and Modelling team.

Contributions

In coordination with main stakeholders in GBA and across the platform:

  • Monitoring, Budgeting and Forecasting GBA Resources (RWA, balance-sheet and provisions) consumption
  • Tracking the Resource Allocation Committee (RAC) approved deal pipeline
  • Monitoring, Budgeting and Forecasting Loan Book Revenues
  • Preparing the Strategic Resources Committee presentations for Regional Senior Management, and provide feedback to the CIB Leadership forum
  • Coordinate the annual Americas client back-testing exercise by liaising with PM Origination team and North America/Latam coverage teams
  • Representing PMA in IT project developments related to their scope
  • Steering the Quarterly IFRS 9 Americas Regional Portfolio Review including sensitivity analysis

Main Qualifications and skills:

Key Skills

  • Aptitude for data analysis and comfortable with big datasets
  • Attention to details
  • Excellent verbal, written and presentation skills
  • Strong interpersonal skills and having a positive “can-do” attitude
  • Ability to collaborate and work well with others
  • Thrives in a fast paced environment with changing priorities

Qualifications:

  • Bachelor’s degree or foreign education equivalent in Finance or Accounting
  • 1-3 years of experience working in a large international bank or financial services,
  • Familiarity with Portfolio Management or CIB activities
  • Understanding of Credit or Counterparty Risk and Capital / Risk Weighted Assets (RWA) concepts
  • Proficient in Excel and Powerpoint

Modelling capabilities, programming skills or experience with business intelligence tools are a plus

About BNP Paribas

With more than 200,000 employees in 72 countries, the Group serves nearly 32 million individual customers and 850,000 professionals, entrepreneurs, SMEs and large companies. BNP Paribas is a leading bank in the euro zone and a leading international banking player.

Did you know? In 2019, BNP Paribas named World’s Best Bank for Corporate Responsibility 2019

About BNP Paribas in Canada

With more than 900 employees, BNP Paribas Canada continues to attract experts from diverse fields as well as ambitious young talent from around the world. We are proud to offer our employees a rewarding and international workplace where they can build their professional careers by honing their skills, meeting challenges and enriching their knowledge of the financial industry.

A recruitment policy that promotes equality and diversity:

BNP Paribas is an equal opportunity employer. BNP Paribas recruits, employs, trains, compensates and promotes regardless of race, religion, color, national origin, sex, disability, age, and other protected status (Employment Equity Act).

Part of BNP Paribas dedication to diversity, multiculturalism and inclusion is clearly reflected on how we believe and live diversity and inclusion all together. As such, one of BNP Paribas’ initiatives is hosting Employee Resource Groups (ERGs) which are focused on equality of gender, sexual orientation and learning from other cultures. 

We can assist with access to job offers for people with disabilities who may be unable to use our career site – please contact us by email canada_recrutement@ca.bnpparibas.com  or by phone on 514-285-6000

Want to know more about the BNP Paribas Group?

https://group.bnpparibas/en/group

** Only selected applications that meet the requirements of the role will be contacted **