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Senior Data Scientist Credit Modelling

hace 2 días


Madrid, España BNP Paribas CIB A tiempo completo

Senior Data Scientist Credit ModellingSi le interesa solicitar este empleo, por favor, asegúrese de cumplir los siguientes requisitos que se enumeran a continuación.BNP Paribas CIB – Credit Risk Modelling team – RISK hub – Iberian Hub Madrid.Group BNP ParibasBNP Paribas Group is the top bank in the EU, with 185,000 employees in 65 countries and 5,100 employees in Spain across 13 business lines.About The JobAs part of the RISK Models team, you will use data analytics to assess credit risk for our portfolio of existing and new clients, developing statistical or expert models to support capital requirement calculations, credit pricing and approval processes. You will collaborate with business lines, the IT department, modelling experts, and supervisory representatives.ResponsibilitiesDesigning and developing credit risk models, primarily for corporatesFinding, managing and using appropriate data sources for modellingCo‑working with experts and business representatives to validate model outputsDocumenting each development step and presenting options and results to decision‑makersEnsuring proper implementation of the tools with the IT departmentContinuously assessing models via back‑testingResponding to specific external requests concerning credit risk statisticsKeeping abreast of regulatory changes and best practices in credit risk modellingRequirementsMaster’s degree or higher in Mathematics, Economics, Econometrics, Statistics or related analytics fieldMinimum 5 years of credit risk modelling experience (PD/LGD/LGDD/CCF)Fluency in English (written), French preferredSkillsTechnical– Strong SAS programming; experience with Big Data technologies, ratings and scoring across the bank, or credit products a plusTransversal & Behavioral– Ability to manage long‑term deadlines, creativity, attention to detail, and effective communication with technical and business stakeholdersBenefitsTraining programs, career plans, and internal mobility nationwide and internationallyDiversity and Inclusion Committee with employee communities such as PRIDE, We Generations, MixCityCorporate volunteering program (1 Million Hours 2 Help)Flexible compensation planHybrid telecommuting model (50 %)32 vacation daysSeniority levelMid‑Senior levelEmployment typeFull‑timeJob functionEngineering and Information TechnologyDiversity and Inclusion CommitmentBNP Paribas Group in Spain is an equal‑opportunity employer. We actively commit to preventing discrimination on the basis of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. xsgfvud Equity and diversity are central to our recruitment policy.#J-18808-Ljbffr