Risk Quantitative Models Analyst
We are seeking a highly skilled Risk Quantitative Models Analyst to join our team at BNP Paribas CIB. As a key member of the RISK Market & Financial Institutions (MFI) Valuation Model Risk Team, you will be responsible for providing transparency and analysis of market, counterparty, liquidity, and credit risks to senior management and stakeholders.
Key Responsibilities:
* Review and approve valuation models, challenge hypotheses, verify mathematics, and document findings.
* Monitor model performance, develop tools and metrics, and reassess models regularly.
* Maintain mapping between products and models, and ensure controls are in place.
* Assist in defining and assessing model risk, and collaborate with teams on automation and regulatory topics.
Requirements:
* Bachelor's degree in Engineering, Finance, Mathematics, Sciences, Economics, Econometrics, Computer Science, or related fields.
* At least 2 years of relevant experience in Data Analytics or similar.
* Proficiency in English, both written and oral.
* Knowledge of Python, R, and MS Office (Excel).
* Attention to detail, teamwork, communication skills, creativity, and client focus.
About Us:
BNP Paribas is a leading banking institution with an international presence and diverse operations. We are committed to diversity, inclusion, work/life balance, and flexible remote working conditions. Only applications in English will be considered.