About the job
- STDA is, within the STFS platform, responsible for the Credit S/T Starting Point construction (collects, consolidates & prepares data), providing STFS with the data necessary for modelling activities and S/T exercises
- Besides, STDA is responsible for the relationship with all the data providers, and the STFS Data Management framework as a whole
- The team works on a Big Data environment, with access to an ecosystem of Hadoop tools including Spark and Hive. Dataiku DSS (Data Science Studio) is used as an end-user interface, providing a visual approach to the implementation of ETL pipelines and through which Big Data partitioned tables are accessed from HDFS, transformed and analyzed. Data visualization is also a part of the team’s responsibilities, with Tableau Server as the main tool
- We are also the entry point for ITG into the STFS platform concerning data analysis and statistical exploration tools. ITG provide support to the team and help with back-end big data engineering support and maintenance
- Finally, STDA is providing other STFS teams with statistical analyses based on Actual and Historical data
Your Main Activities Are
- The STDA team in Lisbon is dedicated to credit and works jointly with the onshore STDA team based in Paris, as one team, split in two geographies
- The team is looking for an experienced data quality analyst, with advanced knowledge of Credit Risk principles and standards. The candidate must be a subject matter expert on Credit Risk data, with the following characteristics
- Mastery of credit risk parameters – RWA, EAD, PD, LGD, DR, EIR, ECL, Maturity, Ratings
- Awareness of regulatory requirements – Capital adequacy, IFRS 9 standard, Prudential supervision, Basel Accords, reporting standards (COREP, FINREP)
- Solid understanding of different Credit financial instruments
- Previous experience or knowledge about Stress Testing as a Risk Management methodology in banking is a highly desirable but non-exclusive plus
- The objective for this role is to design, maintain and operate the QA (Quality Assurance) process of the team, in a big data production environment, while communicating its results to the relevant stakeholders
- Monitor data flows over time (quarter variations) and over the pipeline (from raw data to end product)
- Improve data quality and performance levels on STDA deliveries
- Identify and evaluate new data quality controls where necessary – enhancing the control framework
- Data quality visualization with Tableau Server, developing dynamic and intelligent dash-boarding
- Data quality analysis using big data technology - PySpark, Python, R, Hive, Hadoop in Dataiku DSS (Data Science Studio)
- Raise data quality awareness within the STFS framework and the Group
- Provide an overview of data quality across different management levels
- Specific contributions to regulatory and internal stress testing exercises
- If you like to provide top-notch quality deliveries and would like to work in a dynamic data-centric, tech-driven team, inside one of the largest banks in the world, then this challenge is suited for you
Profile and Skills to Success
- Strong academic record
- Master’s degree on Data Analysis, Statistics, Finance, Business, Engineering, Computer Science or related field
- Minimum 2 years of experience with Data Quality, Data Analysis, Data Governance, Data Management, BI or Reporting in a bank or financial institution
- Experience in Credit Risk Management or Reporting
- Experience working in a highly scrutinized environment where adhesion to regulations is essential
- Knowledge of banking regulations and standards, namely for Credit Risk
- Proven record in SQL and Python
- Languages: fluent in English, French is a plus
- Ability to work with tight deadlines and multidisciplinary teams
- Be a team player
- Open and client-oriented mindset
- Autonomy & Adaptability
- Strong curiosity
- Result oriented
- Effective and clear communication / presentation skills
- Excellent organizational skills
- This role will expose the candidate to a wide range of Risk and Finance professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part in the day-to-day role
- Very strong ethics standards
About the Team
- BNP PARIBAS Group Finance, RISK, and ALM Treasury, have set-up a shared team in charge of the Group stress testing, the financial planning and the financial synthesis
- The team named STFS, for Stress Testing and Financial Simulations, coordinates the strengthening of BNP Paribas’ Stress-Testing (S/T) and planning capabilities to better serve Business Lines, Legal Entities and Group needs and meet supervisory requirement on these matters, and in a cost-efficient manner
- To that effect, STFS aims at building a flexible, industrialized, central utility accessible by BNP Paribas’ Business Lines and Entities for their local needs and their contribution to Group exercises. STFS offers an integrated Stress Testing service to Business and Entities to support them in capitalizing on the shared framework for their local needs
- STFS is also responsible for executing all Group-wide, comprehensive stress testing exercises, whether regulatory or internal
- STFS supports Business and Entities in their Stress-Testing initiatives to ensure consistency with group standards while respecting local regulatory and supervisory requests
Why joining BNP Paribas?
· Leading banking institution
BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history. It has a presence in 65 countries, with around 190 000 Employees – including more than 145 000 in Europe.
· Our presence in Portugal
Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
· International reach
Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success. BNP Paribas holds key positions in its three core operating divisions:
- Retail Banking, a division that brings together all of the Group’s retail activities and specialised business lines;
- Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
- Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional clients.
· Diversity and Inclusion commitment
BNP Paribas 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.
· Commitment towards work/life balance
At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.
· Remote Working Conditions
At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.
To find out more on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal
* Please note that only applications submitted in English will be considered.
* In case you are selected for this role, further documentation will be requested to support your hiring process.