Credit Risk Model Validation | Risk
Há 4 dias
Job DescriptionWithin the Model Risk Management (MRM) department the Credit Risk & Non-Financial Model Validation teams are organized into four teams: Regulatory Credit Risk & Scoring Model Validation, IFRS9 and Credit Stress Test Model Validation, ALM Model Validation, and Compliance & Non-Financial Risk Model Validation. The Regulatory Credit Risk & Scoring Model Validation team is looking for a Quantitative Analyst to validate models for IRB credit model validation. The collaborator will be tasked with validating models in the Non Retail Credit Risk Model Validation domain. The responsibilities associated with this validation process include:Evaluating the risk dimensions of models (including data, methodology, performance, monitoring, usage, and documentation);Preparing a validation report and presenting findings to the validation committee;Monitoring the implementation of recommendations designed to enhance the models;Conducting oversight of regulatory and methodological developments. QualificationsMaster's degree in a quantitative field.Prior experience, at least 3 years, in credit risk modeling or validation within the banking sector is necessary.Familiarity with the regulatory landscape and texts related to risks including (NDOD, Basel IV, EBA Guidelines, CRR/CRD, Collateral eligibility, ECB Guide to Internal Models);Understanding of modeling techniques (including statistics, economics, machine learning algorithms, etc.);Expertise in programming languages such as Python, SQL, and R;Expertise in Microsoft Office applications (Excel, PowerPoint, Word);Excellent writing skills and capacity for synthesizing complex information;Advanced written and spoken English and French as a plus.Soft Skills: Ability to work independently;Attention to detail;Proactive mindset;Excellent interpersonal communication;Competence in written communication.We will only consider English Cv's.Additional InformationOur workplace reflects the vibrant spirit of our locations, with initiatives such as a Green Transportation Budget, electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club, a Prayer Room, a Lactation Room, and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies, we are committed to being inclusive, caring, and fair, ensuring every voice is heard and valued.
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Credit Risk Model Validation
Há 4 dias
Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide. As part of Groupe BPCE's international division, Natixis in Portugal designs and delivers solutions for its two core areas – Corporate...
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Credit Risk Model Validation
Há 3 dias
Porto, Porto, Portugal Natixis in Portugal Tempo inteiroCompany DescriptionNatixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide.As part of Groupe BPCE's international division, Natixis in Portugal designs and delivers solutions for its two core areas – Corporate &...
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Credit Risk Model Validation
Há 3 dias
Rua de Santos Pousada , -, Porto, Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide. As part of Groupe BPCE's international division, Natixis in Portugal designs and delivers solutions for its two core areas – Corporate...
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Model Validation
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Porto, Portugal Natixis in Portugal Tempo inteiro**Company Description** Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide. Natixis in Portugal is part of the Global Financial Services division, where it applies technology for the development of financial...
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Credit Risk Modeller
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Porto, Portugal Emprego PT Tempo inteiroOur client is an international company. They seek to find for Porto Area Credit Risk Modeller (M/F) 70% Remote. Credit Risk Modeller main missions are Modelling of admission and behaviour scorecards, modelling and estimation of Basel Risk parameters (PD, LGD), Reporting of risk indicators such as default rates or loss rates, Sharing studies and results...
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Model Validation Quantitative Analyst
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Porto, Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis in Portugal is a Centre of Expertise whose mission is to transform traditional banking by developing innovative solutions for the business, operations and work culture of Groupe BPCE worldwide. As part of Groupe BPCE's international division, Natixis in Portugal designs and delivers solutions for its two core areas – Corporate...
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Business Analsyt
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Porto, Portugal BNP Paribas CIB Tempo inteiroBusiness Analyst for Credit Risk Stress TestingJoin to apply for the Business Analyst for Credit Risk Stress Testing role at BNP Paribas CIBAbout The JobRisk 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...
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Credit Risk Analyst
2 semanas atrás
Porto, Portugal Natixis in Portugal Tempo inteiroCompany Description Natixis in Portugal is fully integrated in the global organization of Natixis, a French multinational financial services firm specialized in Asset & Wealth Management, Corporate & Investment Banking, Insurance and Payments. A subsidiary of Groupe BPCE, Natixis counts nearly 16.000 employees across 38 countries. Based in Porto, Natixis...
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Credit Risk Quality Assurance Analyst
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Porto, Portugal Natixis in Portugal Tempo inteiro**Company Description** Natixis in Portugal is fully integrated in the global organization of Natixis, a French multinational financial services firm specialized in Asset & Wealth Management, Corporate & Investment Banking, Insurance and Payments. A subsidiary of Groupe BPCE, Natixis counts nearly 16.000 employees across 38 countries. Based in Porto,...
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Business Analsyt
1 semana atrás
Porto Salvo, Portugal BNP Paribas Tempo inteiroAbout The Job The Credit Risk Analyst performs continuous data analysis on the group's credit risk parameters and their impact on Risk Weight Assets calculation Your Main Activities Are Investigate, analyze and control the calculation of Risk Weight Assets, monitor and explain Participate in testing new implementations, gathering, and documenting data on...
