Join to apply for theRisk - Quantitative Backtesting Analystrole atBNP Paribas CIB
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Join to apply for theRisk - Quantitative Backtesting Analystrole atBNP Paribas CIB
The Quantitative Backtesting Analyst's mission is to develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contribute to other studies and projects within team's responsibility
About The Job
The Quantitative Backtesting Analyst's mission is to develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contribute to other studies and projects within team's responsibility
Your Main Activities Are
Contribute to the production of backtesting on risk parameters by producing the different steps: Data collection, Database construction, Back testing production, Report preparation
Contribute to the production of the backtesting ECB Templates
Contribute to the production of the backtesting Shortcuts
Participation in transversal projects related to credit risk models performance assessment
Control and validation of LGD spreadsheet
Improvement of existing tools and processes
Ensure a robust permanent control framework to deliver in a timely manner, reliable and consistent backtesting
Identify lack of model performance using statistics defined in the back-testing methodology
Analyse and document the results, deep dive analyses are performed, built on good understanding of the risk models and strong cooperation with risk modelling and risk management teams
Communicate results to the regulator and relevant internal teams such as model validation team and capital team
Profileand Skills to Success
Bachelor Degree in Mathematics / Statistics or related
Up to 2 years of experience in Risk and Controls or similar
Advanced level of English, both written and oral
Knowledge in MS Office Excel
Ability to deliver / results driven
Ability to collaborate / teamwork
Ability to develop and adapt a process
Analytical ability
Communication skills, both written and oral
Problem solving
Why joining BNP Paribas?
Leading banking institution
BNP Paribas is the European Union's leading bank, and key player in international banking.
It operates in 63 countries and has nearly employees, including more than in Europe.
Our presence in Portugal
In Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group's 10 business entities established in the country.
Its presence also extends to 11 excellence centres providing value-added services to various countries where the BNP Paribas Group also operates.
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 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.
Seniority level
Seniority level
Not Applicable
Employment type
Employment type
Full-time
Job function
Job function
Research, Analyst, and Information Technology
Industries
Banking and Financial Services
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