Job Description
Risk Reporting Data Analyst - RISK BCEF
This role is part of the RISK Portugal Hub of CPBS (Commercial, Personal Banking & Services), within the RISK BCEF Reporting team.
* Produce BCEF's RWA (Risk-Weighted Assets) for both monthly and quarterly closings in cooperation with the RISK BCEF Reporting teams in Paris, BCEF Finance, and Credit Risk Regulatory (CRR) teams in Lisbon.
* Contribute to the production of credit risk reporting and indicators to address increasing regulatory demands and the development of Retail and Corporate securitizations within BCEF.
Key Responsibilities:
* During monthly and quarterly financial closings: Produce controls (accounting base, risk parameters EAD/PD/LGD, EL/ELBE shortfall) to critically assess the elements used in capital calculation. Identify potential anomalies during the capital run and make necessary corrections. Produce dashboards to explain RWA amounts and their variations.
* Analyze and explain results from both an internal and standard approach (following the implementation of Basel 4 in January 2025), including the preparation of presentation materials.
* Post-financial closings, lead work to optimize BCEF's RWA.
* Analyze and track the impact of compensations (RISK/Finance discrepancies) to reduce them in collaboration with the Finance teams in Madrid.
* Analyze risk parameters (freshness of ratings and RTS36 impacts, limiting risk parameters for defaulted items or those subject to management rules).
* Contribute to improving the quality of data used (e.g., analyzing collateral, tracking remediation actions on data quality controls (Defensive and RDI controls), participating in the Data Quality Committee (COMET)).
* Produce and analyze credit risk indicators for recharges or new securitization vehicles to meet internal and regulatory requirements (including the future SLA between RISK BCEF and ALMT).
* Produce regular regulatory reports (e.g., Short Term Exercise, Loan Tape CRE) or ad-hoc reports (e.g., BCE requests) in cooperation with the Paris reporting teams.
Requirements:
* Bachelor Degree in Information Technology / Computer Science / Mathematics / Statistics or related.
* At least 5 years of experience in Data Analytics or similar.
* Advanced level of English, both written and oral.
* Knowledge in Tableau, Power BI, SQL.
* Ability to deliver / results driven, ability to manage a project, ability to synthetise / simplify, analytical ability, communication skills, both written and oral.
About BNP Paribas:
* Leading banking institution.
* European Union's leading bank, key player in international banking.
* Operates in 63 countries, nearly 183.000 employees, including more than 146.000 in Europe.
Benefits:
* Employment type: Full-time.
* Seniority level: Not Applicable.
* Industries: Banking and Financial Services.