Quantitative Backtesting Analyst

4 semanas atrás

Lisboa, Portugal BNP PARIBAS PERSONAL FINANCE Tempo inteiro

Want to be part of the change?

Then, you're in the right place. Our ambition is to build a sustainable future for our clients and our teams... But we can't do that without you

By joining our Group, take part in our great transformation towards building a more sustainable world: we are committed to promoting access to more responsible and sustainable consumption to support our customers and partners.

To achieve this, we implement concrete actions, not only in the way we develop our business and enhance our sustainable growth, with the ambition to reduce our environmental footprint, but also in the way we support those who need it most.

**Quantitative Backtesting Analyst**

**In concrete terms, your daily life**

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. Your mail activities will be:

- Contribute to the production of Personal Finance regulatory backtesting on PD (Probability of Default), EAD/CCF (Exposure At Default) and LGD (Loss given default) risk IRBA models and parameters
- Implement, maintain and run the Personal Finance backtesting on PD (Probability of Default) and LGD (Loss given default) IFRS9 risk models
- Contribute to the production of the backtesting reports
- Contribute to the production of specific analysis when required
- Contribute to the production of the backtesting Synthesis for the Entities and for Central Risk
- Participate in transversal projects related to credit risk models performance assessment
- Contribute to the continuous improvement of existing tools and processes
- Interact with the model owners, with the model developers and the management
- Ensure adequate documentation in line with Group documentation standards

**Missions are important, but the team and the work environment too**

Welcome to BNP Paribas Personal Finance, 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.

Scoring Centre team is responsible for the relevance of risk rating models used within all local entities and for maintaining a high level of expertise with integrating new statistical techniques in new modelling environments. The Scoring Centre is a multi-cultural team of 40 people having various experiences and careers.

You operate in a friendly environment designed to make the collaborating experience as pleasant as possible and you will be welcomed upon your arrival by an integration course, on-the-job training and networking.

**What do we have to offer you?**

This is a very important topic that we'll discuss together, based on your specific experience and education.

For now, we highlight the following benefits:

- benefit+: package that considers benefits in areas such as protection, education and well-being, and which always includes Health Insurance, extendable to your familiy, and Life Insurance
- Personal Credit to employees, under advantageous conditions compared to the market
- Extra vacation days depending on seniority and volunteering
- Smart working policy
- Partnerships with various entities that give access to some advantages (tourism, food, hospitality, fashion, technology...

**Profile and Skills to Success**
- Master's Degree in Mathematics and Statistics
- Up to 2 years of relevant experience
- Fluent in English, both written and oral are mandatory
- Strong analytical skills
- Team player
- Mandatory technical skills
- Knowledge in data intelligence (data exploration, data preparation and data visualization)
- Statistical analysis using Python (SAS is a plus)
- Knowledge of risk management principles and IFRS9 / Basel regulation is a plus
- Ability to communicate with the management

**Our commitments**

BNP Paribas is an equal opportunity employer that is proud to provide equal employment opportunities to all job seekers. As a socially responsible company, we incorporate the principles of Diversity and Inclusion in our values and practices.

To achieve all our goals, we intend to attract, develop, and retain different profiles, assuming diversity as an enabler and differentiator of innovation, fundamental in our organization.

**What makes us proud as reference employer?**
- Top Employer Portugal and Top Employer Europe certification, for the seventh consecutive year;
- 92% of our employees identify BNP Paribas as a company with "an inclusive management that supports all kinds of differences (age, origins, sexual orientation...)";
- 93% of employees identify with and benefit from the "Smart Working" policy, feeling comfortable in a hybrid work environment, and with the digital tools and workspaces available;
- 71% of our customers are promoters of our brand.

Job ID 12355632
- ABOUT COMPANY
- BNP Paribas
- Paris, France
182656 Employees Corporate Banki

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