Position Purpose

RISK Strategic Governance & Credit Platform (SGCP) & Risk Control Officer is a member of China Risk team as well as APAC SGCP team. APAC SGCP is a regional and transversal team whose mission is to provide Senior Management with a comprehensive and holistic understanding of the Bank’s existing and forward looking portfolio risks related to Credit, Market, Counterparty, Liquidity and Operational risks and to manage the associated strategic risk governance framework allowing for risk appetite decisions and orientations on business strategies and risk taking. 

The staff’s core tasks are two folds:

• Portfolio analysis for BNP Paribas China Limited: To prepare and analyze risk portfolios and ensure the accuracy, consistency and qualitative information embedded into the different portfolio analysis performed; leading the risk-related tasks in regulatory such as large exposure and SA-CCR reporting, country risk, ICAAP, stress testing, BASEL, Risk Identification, Risk Appetite Statement, ECL, and regular and ad hoc regulatory inquiries etc., and involving in local risk governance including but not limited to Risk Management Committee meeting, Board of Director meetings.
• Involving in BNP Paribas China Limited’s credit risk control and monitoring, and supporting China CRO in dealing with Regulatory Affairs topics in China, in liaison with APAC RISK Regulatory Affairs stakeholders

Responsibilities

Preparing various Portfolio risk analysis, working in constant interaction with the RISK teams (RISK Corporate, RISK MFI, RISK ORM…) based in both APAC and BNP Paribas China Limited. As well as regional and central RISK GSA teams to ensure the consistency of the reports offering. The main reports and analysis are:

• Portfolio reviews for the RISK streams (RISK Corporate, RISK MFI …), ESG portfolio analysis, business lines, or senior management of BNPP China Limited 
• Dashboards for the senior management of BNPP China Limited synthetic and comprehensive view all the risks (qualitative content). 
• Ad-hoc projects related to RISK 
• Participate in data analytics with a focus of IFRS9 Impairments, credit RWA or risk portfolio dynamics and quality 

Risk Strategic Governance & Credit Platform  main tasks include:

• Preparation of RMC and BOD meeting materials 
• Support BNPP China CRO in dealing with Regulatory Affairs topics in China, in liaison with APAC RISK Regulatory Affairs stakeholders
• Regular and ad hoc regulatory inquiries and surveys
• ICAAP exercise and document preparation 
• Risk Appetite Statement updated and preparation on a yearly basis and quarterly update of the metrics
• Stress testing
• Coordination of the Risk ID exercise
• Country risk monitoring and reporting
• Large exposure  and SA-CCR reporting
• Other ad-hoc projects