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Risk Auditor

Job type Permanent
Schedule Full time
Job Function Risk
Brand BNP Paribas
Level of experience 3 to 5 years
Apply REF: 1801RSK0253

Within RISK, the Global Practice RISK IRC is in charge of the independent review of the credit, market, counterparty, insurance and operational risks as well as the RISK ORC function of RISK. Risk Independent Review (RISK IR) is the team responsible for the independent review of the risk measurement systems for the risks covered by RISK IRC. These reviews can take different forms (ex-ante / ex-post, driven by a regulatory objective or not, methodology / implementation) and are more or less exhaustive according to the subjects treated.

Within RISK IRC, the team Framework, Processes & Systems (FPS) is in charge of, among other things, the review of all the BNP Paribas Group's processes and information systems (central and local) contributing to the measurement of credit, market or counterparty risks. The topics covered are as follows:

- Information systems and data quality: data supporting the modelling and run of credit risk models (e.g. PD, LGD and EAD), market (VaR, IRC) and counterparty (EEPE); Systems and processes dedicated to the production of the risk indicators and the computation of the Risk weighted assets; Internal and regulatory reporting: collection of risk data and production of reports, local and central processing during the reporting process; Reconciliation of accounting and risk data locally and centrally; Good application of the regulatory definitions and internal standards; Use of the internal rating systems; Governance and risk management.


  • Guarantee applicability of regulatory standards, internal procedures, internal systems and compliance
  • Performing review and analysis works, assessing risks for all types of risk measurement systems on the reviewed perimeter
  • Issuing reports and proposing action plans or recommendations to the concerned RISK departments and beyond
  • Performing in-depth independent reviews, in accordance with the following points:
    • Doing independent reviews of the risk measurement systems of the BNP Paribas group (any country)
    • Producing analyses related to the laws, regulations, procedures and existing practices
    • Controlling the quality of the monitoring systems of the main risk families

  • Writing reports and proposing action plans
    • Writing final reports
    • Presenting the objectives of the review and its conclusions to the management
    • Proposing remediation plans on the specific areas where weaknesses have been identified
  • Controlling recommendations and justifications supporting their closure


  • Business school or Engineering School (Master level)
  • Minimum 3 years of experience in Banking / Audit Firms or Consultancy Firms with knowledge of Banking Prudential Regulation
    • For IS DQ or IT Auditor:
      • At least, 3 years of experience in a Risk / Business department as Credit Analyst and/or Audit firm / Finance department as Auditor / IT Auditor
  • Fluent in English
  • High quality of deliverables in tight deadlines
  • Capacity of analysis and synthesis
  • Rigorous and curious
  • Client’s oriented
  • Capacity of innovation and adaptation in a transversal environment
Primary Location: PT-11-LisbonJob Type: Standard / PermanentJob: RISKSEducation Level: Master Degree or equivalent (> 4 years)Experience Level: At least 3 yearsSchedule: Full-time Behavioural competency: Ability to deliver / Results drivenTransversal competency: Ability to develop and adapt a process