About The Job
* DS 06 - Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk, internal capital and IFRS9 provisions. Within the scope of the projects monitored by the team, there are high visibility projects (Basel IV and IFRS9), regulatory developments (climatic stress tests, EBA stress tests, etc.) and internal developments
* The systems involved are due to: provide risk parameters calculations; provide metrics for regulatory purposes (provisions, cost of risk, capital and RWA); ensure the generation of the macro-scenario; perform Data Qualities processes; a dedicated User Interface aims at allowing users to monitor their Stress Test use cases on their own
* In Portugal, the team will be in charge of production, support to end users. The team will also be part of the definition, specification and testing regarding new evolutions of the engines and the UI accordingly
Your Main Activities Are
* Understand and analyze the needs expressed by the business teams, specifying and testing them in order to enable the deployment of the solution while respecting the budget and both regulatory and deadline constraints, in an Agile organization
* Work in close collaboration with the various stakeholders and, in particular, the business contacts and the team's developers
* Participate in the process of producing official stress test results and provide functional support
* Be a force for proposals with a view to continuous improvement, in order to guarantee the operation of the engines, their maintainability and their scalability
* Acquire a transversal vision of the products / processes within its perimeter of responsibility
Profile And Skills To Success
* Bachelor's degree in Mathematics, Information Technology or Computer Science
* At least 3 years of relevant professional experience as a business analyst or as a functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests
* Previous banking experience
* Knowledge SQL and Python
* Knowledge of Dataiku
* Knowledge of Agile methodology
* Fluent in English, verbal and written
* Teamwork
* Client focused
* Rigor and precision
* Excellent attention to details
* Strong analytical mind, problem solving, planning and organizational skills
* Results oriented
* Strong interpersonal communication and the ability to report (simplify complex information in a clearly organized and visually interesting manner, adapting it to the different stakeholders)
* Proactive attitude with ability to work in a fast changing and demanding environment
* At ease with multi-tasking
About The Team
* Finance and Risk Solutions (FRS) is an IT framework, within IT Transversal & Functions (ITTF), encompassing Projects & Systems of Finance and RISK functions that brings together a community of 1.600 experts coming from Finance, RISK and IT backgrounds, with a strong focus on efficiency, proximity, agility and time-to-market
* It is a new worldwide organizational model that contributes to tackle major challenges of Group's transformation of today and tomorrow, building the best offer for Finance and RISK community through a progressive rotation towards new technologies and best practices
* FRS is a unique organization within BNP Paribas, part of IT Group yet actively managed through an innovative partnership with Finance and RISK
* Risk Dedicated Solutions (RDS) is in charge of delivering dedicated solutions for RISK reporting streams and supporting RISK missions and transformation
#careerboost
Why joining BNP Paribas?
* Leading banking institution
BNP Paribas is the European Union's leading