ABOUT BNP PARIBAS

BNP Paribas is the top bank in the European Union and a major international banking establishment. It has close to 190,000 employees in 65 countries, including almost 145,000 in Europe and around 4.700 employees in Spain only.

As a first-tier international banking group, BNP Paribas possesses leading platforms and businesses in Europe, a deep footprint in the Americas, and a solid, fast-growing set-up in the Asia-Pacific region. In Europe, BNP Paribas has four domestic markets: Belgium, France, Italy and Luxembourg. It also deploys its integrated retail banking model in countries of the Mediterranean rim, in Turkey and in Eastern Europe. 

With nearly 190,000 employees, BNP Paribas is present in 65 countries.

THE ROLE

As a Credit Risk Model Validation Specialist you will participate in the Review, Oversight and monitoring of all Credit Risk Models in force within BNP Paribas such as (IFRS9, Scoring Models, IRB, Stress Testing and ICAAP) and you would play a major role in the definition and challenge of BNP’s global modelling convergence across entities by  helping in reaching full compliance with European Banking Regulations such as (CRD, CRR, Basel IV).

Additionally, the role may occasionally require reviewing and assessing other models that may affect any of the credit risk cycle decision making process including ESG related models and would require an ongoing monitoring to ensure that existing models implemented meet Group’s requirements in terms of performance.

As such, you will join an international team named - RISK Independent Review and Control - with presence in up to 9 countries comprised by a wide range of experienced and skilled professionals in the Credit Risk Domain that would give you the chance to liaise with senior executive members across BNP’s Paribas RISK organization– including Model Development teams, Internal Audit and Risk Officers - across the different entities BNPP has in several locations including BNL - Italy, Fortis - Belgium, BNPP - France, BGL - Luxembourg.

The role would additionally encompass participating in the validation of to the Group’s Global Corporate Models including Asset Finance, Large Corporates, LBO, Financial Institutions and other)  and would require a frequent interaction with regulatory bodies (ECB , ACPR).

LOCATION

The current position herein offered is based in Madrid where the BNP’s MADRID RISK HUB is based joining a large community of Risk Professionals in the domains of Big Data and Artificial Intelligence, Operational Risk Control , Credit Market and Counterparty Risk, Cyber Security and Project Management.

WHAT ARE WE LOOKING FOR

The candidate should:

  • Show a strong statistical knowledge in the domains of (statistical inference and probability, clustering, time series forecasting).
  • Show strong critical thinking and passion for learning.
  • Deep knowledge of the latest regulatory requirements including (NDOD, Basel IV, EBA Guidelines, IFRS9, CRR/CRD, Collateral eligibility).
  • Have previous experience in the development and/or the Validation of both Retail and Corporate/Global models.
  • Be proficient in SAS.
  • Have good communication and synthesis skills.
  • Have had previous experience in liaising with regulatory bodies such as (ECB, ACPR) and has participated in on-site missions such as IMI and OSI.
  • Be fluent in English both written and spoken.
  • Be rigorous and sometimes able to work on its own given the different natures of projects faced.
  • Have a good team-spirit and passion for collaboration.
  • Knowledge of Machine Learning algorithms and prior experience with Python and R programming will be positively taken into consideration.
Primary Location
ES-MD-Madrid
Job Type
Standard / Permanent
Job
RISKS
Experience Level
At least 5 years
Schedule
Full-time
Reference
BNP-000367

Découvrez les métiers de BNP Paribas : Audit, Conformité, Risques et Juridique

Le paysage réglementaire de notre secteur évolue rapidement et nous nous devons d’être irréprochables ! Pour exercer un métier à fortes responsabilités et prendre part à des décisions stratégiques pour le bon fonctionnement de BNP Paribas, découvrez les opportunités offertes dans les métiers de l’audit, de la conformité, des risques et du juridique.

En savoir plus

Pourquoi je candidaterais ?

Pour quelles raisons je rejoindrais BNP Paribas et pas une autre entreprise ?

Parce que je souhaite...

  • Et si on vous disait que travailler dans notre Groupe, ce n’est pas ce que vous croyez ? Chez BNP Paribas, on exerce une multitude de métiers qui évoluent en permanence pour être en phase avec les attentes des clientes et clients comme de la société.

  • Se sentir bien dans son job, c’est avant tout venir travailler comme on est.  C’est aussi avoir les moyens d’un bon équilibre entre sa vie professionnelle et sa vie personnelle. Deux engagements majeurs pour BNP Paribas.

  • Chez BNP Paribas, le développement de vos compétences est essentiel, pour vous comme pour nous. Et cela vous servira pour toute votre vie professionnelle.

En savoir plus