Risk Model Performance Backtesting Senior Analyst

2 semanas atrás

Lisboa, Lisboa, Portugal BNP Paribas Tempo inteiro

About the job


The Model Performance team has a key role to play in the development of a strong risk management framework for the BNP Paribas Group.

As a prominent international banking institution and a leader in the Eurozone, BNP Paribas is relying on internal models to assess risks arising from its business activities

By integrating the Model Performance Lisbon team, you will work in a best-in-class team responsible for assessing the performance of BNP Paribas internal models and thus contributing to meet ECB regulatory requirements

In this role, your primary responsibility will be to conduct backtesting activities focused on credit risk models, i.e. testing the predictive capacity of the models on historical data


By joining the RISK department at BNP Paribas Portugal, you will be part of a dynamic, talented and expert team, with a global coverage.

You will be able to develop your knowledge through career development plan and internal mobility

Your Main Activities Are
Contribute to the production of Retail and Non-retail backtesting on PD (Probability of Default), EAD/CCF (Exposure At Default) and LGD (Loss given default) risk parameters through different stages: data collection, database construction, backtesting production, report preparation

Contribute to the production of the backtesting ECB templates

Contribute to the production of the backtesting shortcuts

Participate in transversal projects related to credit risk models performance assessment

Contribute to the continuous improvement of existing tools and processes

Ensure adequate documentation in line with Group documentation standards

Profile and Skills to Success
Masters Degree in Mathematics and/or Statistics

At least 2 years of relevant experience

Advanced level of English, both written and oral

Knowledge in

Data Viz, Blending and Analytics

SAS, SQL, R, Python

Ability to deliver / results driven

Critical thinking

Ability to develop others and adapt a process

Analytical ability

LI-Hybrid

Why joining BNP Paribas?
-
Leading banking institution


BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history.

It has a presence in 65 countries, with around Employees - including more than in Europe.
-
Our presence in Portugal
Since 1985, BNP Paribas was one of the first foreign banks to operate in the country.

Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

-
International reach


Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success.

BNP Paribas holds key positions in its three core operating divisions:

-
Retail Banking, **a division that brings together all of the Group's retail activities and specialised business lines
-
Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services.
-
Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional client.
-
Diversity and Inclusion commitment
-
Commitment towards work/life balance


At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest.

We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally.

Only through this balance we may all be at our best while working.
-
Remote Working Conditions
At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment.

To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.


  • In case you are selected for this role, further documentation will be requested to support your hiring process.

PRIMARY LOCATION

PT-11-Lisbon

JOB TYPE

Standard / Permanent

JOB

OPERATIONAL EFFICIENCY TRANSFORMATION AND BUSINESS ANALYSIS

EDUCATION LEVEL

Master Degree or equivalent (> 4 years)

EXPERIENCE LEVEL

At least 2 years

SCHEDULE

Full-time

REFERENCE

2311RSK16652

APPLY
***- (

REF:
2311RSK16652)*****(OPENS IN A NEW TAB)

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