Quant jobs / BNP Paribas

Market Risk Analyst – Fixed Income Structured Products

Provide independent market-risk oversight for structured fixed-income trading. The work covers stress tests, valuation assumptions and risk limits, with reporting to senior decision-makers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Analyse trading-book market and liquidity exposures.
Calculate stress scenarios and challenge valuation assumptions.
Review limits and escalate material risk changes.
Automate monitoring and contribute to new-product risk assessments.

What they ask for

Required

Capital-markets risk knowledge
Probability and statistical modelling
VaR and stress testing
Clear risk communication

Education: Bachelor’s in mathematics, quantitative finance, engineering or economics.
Experience: At least 5–7 years in risk, quantitative finance or trading.
Markets: fixed-income, multi-asset

How to prepare

Stress a rates portfolio under curve and volatility shocks.
Compare VaR with scenario losses and model limitations.
Write a desk risk report explaining a limit breach.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BNP Paribas’s site before applying: requirements, location and pay can change after we check them.

View the posting on BNP Paribas’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BNP Paribas and doesn’t handle applications.