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
MISSION
Are you passionate about numbers? Is your drive to produce THE right information that will enable THE right decision? Join us!
Within your team (3 FTEs), you will perform simulations on the credit risk exposure portfolio to set decisive directions, such as choosing the regulatory approach (A-IRB or Standard) applied to a specific scope or determining the future of one or more models. You define the indicators that facilitate decision-making. You assess the impact on the evolution of the Bank's RWA and collaborate with the provisions teams to measure the effects.
You share the results obtained, help your numerous clients (from operational staff and top managers to RISK and Business Lines) understand these indicators, and ensure communication alignment with Finance & Strategy.
Your indicators may lead to launching projects, and you will be involved in scoping them.
You maintain the tools that produce these numbers.
REQUIREMENTS
Graduated from at least a master's degree with a specialization in finance, risk, data science, statistics or economics
At least 4 years with following business fields: Data Intelligence, Supervision, Capital Requirements Regulation, Credit Risk Management, Internal Models
Proficient in English
SKILLS
- Data Processing - with Excel/SAS/Python (Expert)
- Data Visualization - with Excel/Python/R/Power BI/Tableau (Expert)
- Credit risk modelling (Proficient)
- Capital Requirement related Regulatory environment (Proficient)
- Relationship management with Supervisors (Proficient)
- Critical thinking
- Ability to create relevant indicators
- Attention to Detail / Rigour
- Ability to explain technical topics in simple terms
- Ability to develop and adapt a process
- Communication Skills - Oral & Written
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%).
• 31 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.
