Senior Data Scientist Credit Modelling BGL

hace 1 día


Madrid, España BNP Paribas CIB A tiempo completo

Senior Data Scientist – Credit Modelling BGL Location:Madrid, Community of Madrid, SpainCompany:BNP Paribas CIB (BNP Paribas Group)About the Job Join the RISK Models team to develop statistical and expert models that assess credit risk across our portfolio. You will work with business lines, IT, and other experts to create tools that support capital requirement calculations, risk pricing, and credit approval processes.ResponsibilitiesDesign and develop credit risk models focusing on company exposures.Identify, manage, and exploit appropriate data sources for modelling.Collaborate with subject‑matter experts and business representatives to validate results.Document development steps and present findings to decision makers.Ensure correct implementation together with the IT department.Continuously assess models through back‑testing and other performance checks.Respond to external requests for credit‑risk statistics.Stay informed of regulatory changes and best practices in credit risk modelling.Potential expansion into HR‑related operational tasks.RequirementsMaster’s degree or higher in Mathematics, Economics, Econometrics, Statistics or a related analytical discipline.Minimum 5 years of experience in credit risk modelling (PD/LGD/LGDD/CCF).Excellent written English; proficiency in French is desirable.SkillsTechnical:Strong SAS programming skills. Experience with big‑data technologies or credit‑product risk scoring is an asset.Transversal & Behavioral:Ability to manage long‑term deadlines, plan work, be creative, detail‑oriented, and collaborate between technical and business teams.BenefitsTraining programmes, career plans, and internal mobility across countries.Diversity and Inclusion Committee and employee communities (PRIDE, We Generations, MixCity).Corporate volunteering (1 Million Hours 2 Help).Flexible compensation plan.Hybrid telecommuting model (50 %).32 vacation days.Job DetailsSeniority level:Mid‑SeniorEmployment type:Full‑timeJob function:Engineering and Information TechnologyEEO Statement BNP Paribas Group in Spain is an equal‑opportunity employer. We are committed to ensuring 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 core to our recruitment policy.#J-18808-Ljbffr



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