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 the 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.
* Participate in transversal projects related to credit risk models performance assessment.
* Control and validate LGD spreadsheets.
* Improve existing tools and processes.
* Ensure a robust and permanent control framework to deliver reliable and consistent backtesting in a timely manner.
* Identify lack of model performance using statistics defined in the back-testing methodology.
* Analyze and document the results, perform deep dive analyses, and collaborate closely with risk modelling and risk management teams.
* Communicate results to regulators and relevant internal teams such as model validation and capital teams.
Profile and Skills to Success
* Bachelor Degree in Mathematics / Statistics or related field.
* Up to 2 years of experience in Risk and Controls or similar.
* Advanced level of English, both written and oral.
* Knowledge of MS Office Excel.
* Results-driven with the ability to deliver.
* Strong collaboration and teamwork skills.
* Ability to develop and adapt processes.
* Analytical skills.
* Effective communication skills, both written and oral.
* Problem-solving abilities.
Why join BNP Paribas?
* Leading banking institution with a significant international presence.
BNP Paribas is the European Union’s leading bank, operating in 63 countries with nearly 183,000 employees, including more than 146,000 in Europe.
* Our presence in Portugal since 1985, with over 8,700 employees across various entities and excellence centers.
Thanks to its international reach and close collaboration among its entities, BNP Paribas offers comprehensive financial solutions to clients worldwide.
* Commitment to Diversity and Inclusion, ensuring equal employment opportunities and fostering a diverse workplace.
We promote a culture of work/life balance and support flexible remote working arrangements, providing necessary equipment and partnerships for a comfortable hybrid work environment.
* For more reasons to join BNP Paribas, visit https://bnpp.lk/why-BNP-Paribas-Portugal.
* Please note applications must be submitted in English.
* Further documentation may be required if selected.
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