Informação geral
Ref #
1111111111117173
País
Portugal
Região
Lisboa
Cidade
Lisboa
Tipo de contrato
Contrato Permanente
Família profissional
F03 - RISCO
Descrição
Present in more than 30 countries, BNP Paribas Personal Finance leads the personal and consumer credit business. In some markets we are leaders, and we bet on people and innovation to open up new opportunities, in others we are a fast growing business. In all markets, we value relationships, knowledge sharing and responsible action.
In practice, your day-to-day
- 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.
- In this context, BNP Paribas is subject to stringent regulatory requirements on the assessment of the performance of internal rating and risk estimation systems.
- 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 and provision 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 provisioning and credit risk models performance assessment
- Contribute to the continuous improvement of existing tools and processes
- Ensure adequate documentation in line with Group documentation standards
The Mission is important, but so is the Team and the workplace!
- Within the RISK Global Framework department, the Model Performance (MP) team develops and maintains the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF) including the relevant ad-hoc criteria measuring the performance.
- The team carries out many other studies and participates in various transverse projects: improvement of the backtesting methodology and process, industrialization of tools, remediation projects…
- Due to growing demands from European regulator/supervisor, the model performance team is carrying out studies that are becoming increasingly important.
- We are prepared to welcome you with an initial integration plan, with on-the-job training, coaching and networking.
What do we have to offer you?
- This is a very important topic that we will address together, taking into consideration your background and experience.
Are you the one we are looking for?
- 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, R or SAS
- Relational database (SQL)
- Knowledge of risk management principles and Basel regulation is a plus
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.