Fresh - Business Analyst for Credit Risk Stress

FRESH - BUSINESS ANALYST FOR CREDIT RISK STRESS TESTING (JOB NUMBER: 2403GFSO17775)

**About the job**

FRESH is an IT framework encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK and IT backgrounds, with a strong focus on efficiency, proximity, agility and time-to-market.

It is a new worldwide organizational model that contributes to tackle major challenges of Group’s transformation of today and tomorrow, building the best offer for Finance and RISK community through a progressive rotation towards new technologies and best practices.

FRESH is a unique organization within BNP Paribas, part of IT Group yet actively managed through an innovative partnership with Finance and RISK.

Risk Dedicated Solutions is in charge of delivering dedicated solutions for RISK reporting streams and supporting RISK missions and transformation.

RDS 06 - Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk, internal capital and IFRS9 provisions. Within the scope of the projects monitored by the team, there are high visibility projects (Basel IV and IFRS9), regulatory developments (climatic stress tests, EBA stress tests, etc.) and internal developments.

The systems involved aim to:

- Provide the calculation of risk parameters;
- Provide metrics for regulatory purposes: provisions, cost of risk, capital and RWA
- Ensure the generation of macro-scenarios;
- Perform data quality processes;
- Allow users to monitor their own stress test use cases autonomously, by using a dedicated user interface.

In Lisbon, the team will be in charge of both production and support to end users. The team will also be part of the definition, specification and testing regarding new evolutions of the engines and the UI, accordingly

**Your Main Activities Are**
- Understand and analyze the needs expressed by the business teams, specifying and testing them in order to enable the deployment of the solution while respecting the budget and both regulatory and deadline constraints, in an Agile organization;
- Work in close collaboration with the various stakeholders and, in particular, the business contacts and the team's developers;
- Participate in the process of producing official stress test results and provide functional support;
- Be a force for proposals with a view to continuous improvement, in order to guarantee the operation of the engines, their maintainability and their scalability;
- Acquire a transversal vision of the products / processes within its perimeter of responsibility.

**Profile and Skills to Success**
- Bachelors degree in Mathematics, Information Technology or Computer Science;
- Relevant professional experience as a business analyst or as a functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests is mandatory (3 - 4 years);
- Knowledge of SQL and Python is mandatory;
- Fluency in English (B2 - C1);
- Strong analytical mind, problem solving, planning and organizational skills;
- Ability to manage a project;
- Ability to report (simplify complex information in a clearly organized and visually interesting manner, adapting it to the different stakeholders);
- At ease with multi-tasking.

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 clients.
- **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