Risk Quantitative Stress Testing Analyst

7 meses atrás

Lisboa, Portugal BNP Paribas Tempo inteiro

RISK QUANTITATIVE STRESS TESTING ANALYST (JOB NUMBER: 2306RSK15362)

**About the job**
- The STFS (Stress Testing and Financial Simulations) Team, has for objective to coordinate the strengthening of BNP Paribas’ Stress-Testing (S/T) and planning capabilities so as to better serve Business Lines, Legal Entities and Group needs and meet supervisory requirement on these matters, and in a cost-efficient manner
- To that effect, STFS aims at building a flexible, industrialized, central utility accessible by BNP Paribas’ Business Lines and Entities (B/E) for their local needs and their contribution to Group exercises. STFS offers an integrated S/T service to B/Es to support them in capitalizing on the shared framework for their local needs

**Your Main Activities Are**
- Carrying out stress test exercise for internal and Regulatory purposes: stress test exercises rely on macroeconomic parameter forecasts. These parameters have impacts on forecasted default rates and credit risk cycle. You will be in charge of calculating and computing these parameters and then feeding the stress test engine
- Analyzing and producing automatic reporting for quarterly stress test exercise and provide stress test results for local regulators
- Carrying out IFRS9 quarterly exercise: updating IFRS9 parameters according to macroeconomic scenario, ensuring consistency between stress test and IFRS9’s models, sensitivity analysis, rationalization effect measurement
- Data science: treatment of large dataset in a big data environment, using Python/R code. Data analysis and treatment on both input parameters (including loan and client level portfolio data) and on model generated data

**Profile and Skills to Success**
- Master’s Degree in Mathematics / Econometrics / Statistics and/or Engineering
- At least 2 years of relevant experience
- Advanced level of English, both written and oral
- Knowledge in
- Statistics Modeling Tools
- Database Management
- Data Viz, Blending and/or Analytics
- Abillity to collaborate / Teamwork
- Ability to deliver / results driven
- Analytical Ability
- Ability to develop and adapt a process

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 190 000 Employees - including more than 145 000 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

**Entity***: PRT - CIB

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