GROUP BNP PARIBAS
BNP Paribas Group is the top bank in the European Union and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain we are more than 5,100 employees within 13 business lines.
RISK HUB
RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks.
RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group’s Risk Appetite and its strategy.
RISK Iberian Hub Madrid is a transversal platform servicing the RISK Function by covering added-value activities around credit risk, market risk, operational risk and data protection. Offering a wide range of services to RISK teams, from consulting to cyber security going through data analysis, modelling or artificial intelligence.
ABOUT THE JOB
You will join the Global Practice RISK IRC (Independent Review and Control) responsible for:
- Independent model validation (RISK IR);
- Leading the Group's Model Risk governance (RISK IRCO);
- Exercising LoD2 on operational risk generated by the RISK Function processes (RISK ORM RISK);
- Participating in validation projects for the BNP Paribas group spread across 9 countries (Europe and North America).
The position is within RISK IR and is located at Millénaire 1 in fully renovated premises, eligible for teleworking according to the Group's current agreements.
What about your daily life?
As an AI (Artificial Intelligence) Model Analyst, you will be in charge of the following tasks:
· Conducting independent evaluations of the AI models used within BNP Paribas, specifically verifying:
o their conceptual robustness,
o the validity of their results,
o the model performance monitoring system,
o the implementation and any other relevant aspect of the modeling affecting the models' use,
· Documenting the work and defending the conclusions before a validation committee,
· Leveraging your expertise and the independent reviews conducted to keep the Group's AI validation standards up to date,
· Collaborating with other RISK IRC streams to benefit from their business expertise,
· Working closely with BNPP's data science teams to participate in AI tools experimentation.
And then what?
As part of the Group RISK Function within BNP Paribas’ extensive network of quantitative analysts specializing in risk modelling, you will have a key role to play in understanding and modelling multiple risks to which the Bank is exposed.
In addition, with the focus on compliance with regulatory requirements, you will be involved in future internal or external audit missions where your expertise, communication and analytical skills will be valuable assets. Such an environment guarantees you good prospects for rich and motivating projects.
By its cross-functional nature, this position will enable you to increase your technical expertise, your experience in managing structuring projects for the Group and your versatility and naturally leads to numerous career development opportunities within the RISK Function but also to the Business Lines.
And you? SKILLS
In-depth knowledge of quantitative analysis and AI (time series analysis, data science techniques, statistical inference, segmentation, etc.).
TECHNICAL
- Proficiency in programming with a language such as Python or R.
- Experience with machine learning libraries such as Scikit-Learn, LightGBM, Tensorflow, or PyTorch.
- Experience with version control tools (Git).
TRANSVERSAL
- You are adaptable to changes and also comfortable with oral and written communication to convey your messages clearly to various audiences.
- You possess strong analytical and synthesis skills, are thorough, curious, proactive, and open to new working methods to enhance our practices and fulfill our missions.
- Your command of English is advanced, both written and spoken.
BENEFITS
- Training programs, career plans and internal mobility opportunities, national and international thanks to our presence in different countries.
- Diversity and Inclusion Committee that ensures an inclusive work environment. In recent years, several employee communities have been created to organize diversity and inclusion awareness actions (PRIDE, We Generations and MixCity).
- Corporate volunteering program (1 Million Hours 2 Help) in which employees can dedicate time out of their working hours to volunteer activities.
- Flexible compensation plan.
- Hybrid telecommuting model (50%).
- 32 vacation days.
Diversity and inclusion commitment
BNP Paribas Group in Spain is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.
