Global Credit Model Design
hace 3 semanas
BNP Paribas Group is the top bank in the European Union and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain we are more than 5,100 employees within 12 business lines.
RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks.
RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group’s Risk Appetite and its strategy.
RISK Iberian Hub Madrid is a transversal platform servicing the RISK Function by covering added-value activities around credit risk, market risk, operational risk and data protection. Offering a wide range of services to RISK teams, from consulting to cyber security going through data analysis, modelling or artificial intelligence.
You will join the “Model Performance - Analytics” team, which is part of RISK Models & Regulatory - Global Credit teams on the RISK Models & Regulatory department.
RISK Models & Regulatory - Global Credit Within the “RISK Models & Regulatory” Department of BNP Paribas’ RISK department, the “Global Credit” team is composed of four teams:
- Model Management: establishes a comprehensive management of the portfolio of models through mid-term planning, industrialization, and cost / opportunity analyses.
- Model Design: develops and maintains risk models for the main risk parameters (e.g., PD, LGD, EAD), in close cooperation with other Business and RISK teams.
- Model Performance: Intervene after model implementation to assess the performance of the credit risk models and ensure the right understanding of risk parameters evolution and rating assignment process for business, RISK internal client and regulatory purposes.
- Regulatory watch & policies: interpret, anticipate the effects & advocate on internal models as part of future potential or upcoming regulations
Model Performance is divided into three sub-teams:
- Methods: Develops and maintains methods to tackle emerging topics and normative corpus complementary to modelling standards.
- Transformation: Develops the industrialized model performance solution.
- Analytics: Regularly carries out model’s performance assessment (including backtesting and sensitivity analysis).
The team has an international dimension, being located in Paris, Lisbon and Madrid, and counting more than 25 team members.
MISSION:
As part of the Model Performance - Analytics team, your main mission will consist in the production of Retail and Non-retail back testing on the several risk parameters (PD, LGD, EAD/CCF): data collection, database construction, back testing production, results analysis and deep dive investigations, discussion with business and RISK teams, final report preparation and presentation to non-statistician experts.
RESPONSIBILITIES:
You will be as well involved in the other activities of the Analytics team:
override monitoring
production of shortcuts backtesting,
control and validation of LGD data
improvement of existing tools and processes
In addition, within Model Performance team switch between the three sub-teams is often proposed, you will then be able to explore the full landscape of the performance assessment at BNP Paribas.
**REQUIREMENTS**:
Training:
Master’s Degree in Mathematics and/or Statistics
Advanced level of English, both oral and written
**Experience**:
At least 2 years of experience
Languages:
- English:Fluent
- French:Optional
- Spanish:Optional
SKILLS:
Technical:
Data Viz, Blending and Analytics
IT Programs Conception (SAS, SQL, Python and R)
Trasversal & Behavioral:
- Ability to deliver/Results driven
- Ability to develop and adapt a process
- Critical thinking
BENEFITS:
- Training programs, career plans and internal mobility opportunities, national and international thanks to our presence in different countries.
- Diversity and Inclusion Committee that ensures an inclusive work environment. In recent years, several employee communities have been created to organize diversity and inclusion awareness actions (PRIDE, We Generations and MixCity).
- Corporate volunteering program (1 Million Hours 2 Help) in which employees can dedicate time out of their working hours to volunteer activities.
- Flexible compensation plan
- Hybrid telecommuting model (50%)
- 31 vacation days
Diversity and Inclusion commitment
-
Madrid, Madrid, España CaixaBank A tiempo completodel puesto: ¿Qué proyectos desarrollamos?¿Quieres estimar cómo la evolución de la economía afecta a la capacidad de pago de nuestros clientes? ¿Cómo afectarán las crisis, cómo las que estamos viviendo, en las provisiones de la Entidad? ¿Eres capaz de identificar con métodos estadísticos los clientes que tendrán mayores dificultades? ¿Te...
-
Madrid, España CaixaBank A tiempo completoDescripción del puesto: ¿Qué proyectos desarrollamos?¿Quieres estimar cómo la evolución de la economía afecta a la capacidad de pago de nuestros clientes? ¿Cómo afectarán las crisis, cómo las que estamos viviendo, en las provisiones de la Entidad? ¿Eres capaz de identificar con métodos estadísticos los clientes que tendrán mayores...
-
Analista Cuantitativo
hace 5 días
Madrid, España KPMG España A tiempo completo¿Eres únic@?Entonces eres KPMG Originals. Un modo de entender la vida y tu profesión diferente desde donde marcar la diferencia. Un modo de crecer en un ambiente profesional que busca cambiar las cosas, transformar las empresas y la sociedad.Ven, alcanza tus metas, supera tus límites en un ambiente profesional único y únete a una firma que es más que...
-
Gestor de Modelos de Capital Económico
hace 2 semanas
Madrid/Barcelona, España Morgan Philips Executive Search A tiempo completoEntidad bancaria líder a nivel nacional precisa incorporar un GESTOR/A DE MODELOS DE CAPITAL ECONÓMICO en el departamento de Modelos Regulados de Riesgo de Crédito. Las principales tareas que desarrolla este equipo son las siguientes: Mantenimiento y actualización de los modelos de riesgo de crédito (PD, EAD y LGD) para los usos de cálculo de activos...
-
Senior Quant Modelos de Crédito
hace 1 mes
Madrid, Madrid, España KPMG A tiempo completoDentro del Área de Auditoria del sector financiero en Madrid, GIF es un equipo dinámico y diverso que lleva a cabo proyectos que permiten a las entidades bancarias e industriales dar cumplimiento a los requerimientos regulatorios y contables.El Departamento cuenta con profesionales especializados en distintas tipologías de proyectos como consultoría...
-
Gestor Modelos de Proyeccion Riesgo de Crédito
hace 4 días
Madrid/Barcelona, España Morgan Philips Executive Search A tiempo completoDesde Morgan Philips estamos buscando a un Risk Modeller para unirse a una de las principales entidades financieras del ámbito nacional. La persona seleccionada se incorporaría en el equipo de Modelos de Proyección de Riesgo de Crédito que es responsable de los ajustes forward-looking y lifetime empleados en el ámbito contable, modelos de proyección...
-
Gestor Modelos de Proyeccion Riesgo de Crédito
hace 4 días
Madrid/Barcelona, España Morgan Philips Executive Search A tiempo completoDesde Morgan Philips estamos buscando a un Risk Modeller para unirse a una de las principales entidades financieras del ámbito nacional. La persona seleccionada se incorporaría en el equipo de Modelos de Proyección de Riesgo de Crédito que es responsable de los ajustes forward-looking y lifetime empleados en el ámbito contable, modelos de proyección...
-
Senior Quant Modelos de Crédito
hace 1 mes
Madrid, España KPMG Spain A tiempo completoDentro del Área de Auditoria del sector financiero en Madrid, GIF es un equipo dinámico y diverso que lleva a cabo proyectos que permiten a las entidades bancarias e industriales dar cumplimiento a los requerimientos regulatorios y contables.El Departamento cuenta con profesionales especializados en distintas tipologías de proyectos como consultoría...
-
Senior Quant Modelos de Crédito
hace 1 mes
Madrid, España KPMG A tiempo completoDentro del Área de Auditoria del sector financiero en Madrid, GIF es un equipo dinámico y diverso que lleva a cabo proyectos que permiten a las entidades bancarias e industriales dar cumplimiento a los requerimientos regulatorios y contables. El Departamento cuenta con profesionales especializados en distintas tipologías de proyectos como consultoría...
-
Credit Quantitative Analyst
hace 1 mes
Madrid, España Cepsa A tiempo completo**Fecha**: 01-mar-2023 **Ubicación**: Madrid, España, España **Empresa**: 00L6-CEPSA TRADING, S.A.U Integrated in the Trading area, you will be responsible for reporting to the Credit Manager. **KEY RESPONSIBILITIES**: Assist credit risk management functions in the development of effective tools to present proactively reviews of the trading book...
-
Gestor Modelos de Riesgo Climático
hace 2 semanas
Madrid/Barcelona, España Morgan Philips Executive Search A tiempo completoEntidad bancaria líder a nivel nacional precisa incorporar un GESTOR/A DE MODELOS DE RIESGO CLIMÁTICO en el departamento de Modelos Regulados de Riesgo de Crédito. Las principales tareas que desarrolla este equipo son las siguientes: Mantenimiento y actualización de los modelos de riesgo de crédito (PD, EAD y LGD) para los usos de cálculo de activos...
-
Junior Business Development
hace 1 mes
Madrid, España Credit Suisse A tiempo completo**Your field of responsibility** We offer you a challenging position in the Business Development Department at Credit Suisse Gestión SGIIC SA, within International Wealth Management (IWM). Credit Suisse Gestión is the Spanish Asset Management Company of Credit Suisse Group, which manages Mutual Funds, SICAVs and Discretionary Mandates and provides asset...
-
Site Design Engineer
hace 4 semanas
Madrid, España Manning Global A tiempo completoOur client, a leading global IT service provider, is recruiting ** Site Design Engineer - FTTX ** to join their pro ject in ** Europe.** **Position Title**: **Site Design Engineer - FTTX** **Position Type**: - Contract**Start Date**: - ASAP**Location**: - Madrid, Spain**Contact**: - Tamara Rajic | +49 (0) 89 23 88 98 74**Responsibilities**: - Provide...
-
Técnica/o de Crédito
hace 1 mes
Madrid, España Repsol A tiempo completoAt Repsol, we are committed to equality and do not request personal information.We believe that diversity contributes to innovative ideas and provides added value that enables us to benefit from mutual learning and perform our best work. Here, what counts is your experience and your ability to create value. We offer you the opportunity to grow...
-
Gestor Modelos de Riesgo Climático
hace 1 día
Madrid, España Morgan Philips A tiempo completoEntidad bancaria líder a nivel nacional precisa incorporar un GESTOR A DE MODELOS DE RIESGO CLIMÁTICO en el departamento de Modelos Regulados de Riesgo de Crédito. Las principales tareas que desarrolla este equipo son las siguientes: Man...< p>
-
Credit Product Specialist
hace 6 días
Madrid, España S&P Global, Inc. A tiempo completo.About the Role: Grade Level (for internal use):12 Credit Product SpecialistThe Team:This is an exciting opportunity to join the Credit and Risk Solutions commercial Team, a focused and dynamic team with the opportunity to build on the last few years of significant growth and product development within the C&RS Business. The Credit Product Specialists'...
-
Associate, Credit Research and Insights
hace 1 mes
Madrid, España S&P Global A tiempo completo**About the Role**: **Grade Level (for internal use)**: 11 **The Team**: S&P Global Ratings Research team generates leading-edge research and commentary on credit market behavior, default research, and ratings behavior. **The Impact**: The Associate will play an important role in shaping and managing fixed income research projects in the Global Research...
-
Madrid, España Swiss RE A tiempo completoHave you made first experience in client servicing in finance area, possess strong interpersonal skills and enjoy direct client / broker contact? Then we are looking for YOU! Buckle up and read on. **About the Role** Be ready to support underwriters in trade finance, commodity finance, project infrastructure teams (credit line of business). This includes...
-
Mw Design and Operations Engineer
hace 1 mes
Madrid, España Manning Global A tiempo completoOur client, a leading global IT service provider, is recruiting a ** MW design and operations Engineer ** to join their pro ject in ** Europe.** **Position Title**: **MW design and operations Engineer** **Position Type**: - Contract**Start Date**: - ASAP**Location**: - Madrid, Spain**Contact**: - Tamara Rajic | +49 (0) 89 23 88 98...
-
Sap Consultant Fi/Credit Management
hace 2 semanas
Madrid, España Isg International Service Group A tiempo completoSAP Consultant FI/Credit Management (m/f/d) Madrid, Spain?HybridAPPLYOur client is a global leader in the chemical industry and is characterized by the development of innovative solutions in various sectors. Join their rapidly growing and international Digital Hub in Madrid to become part of their digitalization journey by supporting their SAP Application...