RISK Specialist Auditor

About the job

• 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

Your Main Activities Are

• 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
• Comply with the Permanent Control Framework, defined within the team, and in accordance with the Group Procedures
• Assists management in planning the specific audit plan for the analysis works to be performed
• Leads the analysis works and advises and coaches other team members during the course of the reviews
• Coach and train other team members, sharing the accumulated experience and knowledge as a specialist
• Reviews other team members' deliverables, assisting management in preparing high quality reports

Profile and Skills to Success

• Bachelor Degree Engineering / Mathematics or related
• At least 3 years of experience in Banking / Audit and/or Consultancy
• Advanced level of English, both written and oral
• Knowledge in
  • Banking Prudential Regulation
  • Python and/or R
• Ability to deliver / results driven
• Ability to synthetise / simplify
• Analytical ability
• Creativity and innovation / problem solving
• Client focused