GROUP BNP PARIBAS
RISK HUB
ABOUT THE JOB
Want to help shape the bank of tomorrow today?
How can the Bank leverage data to assess credit risk on its portfolio of existing and new clients ? Risk assessment encompasses various elements: how likely is it that a client will not be able to comply with the contractual requirements of his loan ? What will be the client’s outstanding balance in this situation ? What loss is the bank expected to suffer if a client is no longer able to repay a loan ? As a member of the RISK ERA Models team, you will join a team of experts whose goal is to answer these questions through the development of statistical or expert models.
By analyzing historical data, working together with the business lines, IT department, the modelling experts at BNP Paribas group and taking into account the remarks of supervisor representatives, the team creates tools that help the bank calculate the capital requirements for its credit exposure, the risk component of the credit price or that contribute to the approval process of a new credit.
Your personal tasks will be:
- Designing and developing models for credit risk on the scope mainly of companies
- Finding, managing and using the most appropriate data sources for modelling purposes
- Working with expert colleagues and business representatives to examine the results and keep models grounded in reality
- Documenting each step of the development and informing decision makers by presenting them options and results
- Ensuring correct implementation of the tools (together with the IT department)
- Continuously assessing models by means of back-testing
- Answering specific, external requests regarding statistics related to credit risk assessment
- Following-up evolutions in the regulation and in credit risk modelling best-practices
- Studies
- Experience
The position is open to candidates with experiene in the field of credit risk and regulation as well as candidates with limited experience
- Languages
You express yourself perfectly in English, in particular in the writing form. You ideally speak Dutch or French
- Technical
You have at least basic programming skills, particularly using some high level / statistical language (having worked with SAS or Python is a plus).
It is considered an asset if you have some experience with Big Data technologies, ratings & scorings use across the bank or credit products
- Transversal & Behavioral
Diversity and inclusion commitment
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 plusPourquoi je candidaterais ?
Pour quelles raisons je rejoindrais BNP Paribas et pas une autre entreprise ?
Parce que je souhaite...
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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. Au travers d’actions du quotidien ou de grands projets, exercer l’un de nos métiers, c’est s’engager pour agir durablement.
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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.
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Chez BNP Paribas, le développement de vos compétences est essentiel, pour vous comme pour nous. Et cela vous servira pour toute votre vie professionnelle.