RISK BCEF Model Design Junior Risk Modeling Analyst

RISK BCEF Model Design Junior Risk Modeling Analyst¿Tiene lo que se necesita para triunfar? La siguiente información debe ser leída atentamente por todos los candidatos.atBNP Paribas CIBLocation: Madrid, Community of Madrid, SpainAbout the JobWithin the RISK Madrid Hub of CPBS (Commercial, Personal Banking & Services) you will join the RISK BCEF Model Design team. As the RISK Model Design Junior Quant, you will develop credit regulatory risk models for BCEF (PD, LGD, LGD in‑default, EAD‑CCF), in collaboration with the RISK BCEF Model Design teams in Paris, Bordeaux and Madrid, Business and IT teams of BCEF, and Group Risk teams (LoD1 and LoD2). You will be working on various current credit risk and regulatory issues at the heart of banking within the largest entity of CPBS. You will gain a strong understanding of credit risk modelling and develop expertise in credit risk management, banking regulation (CRR3, EBA Guidelines – LOM, NPE‑FBE, etc.), and the data challenges within BCEF and RISK BCEF.ResponsibilitiesDevelop new models or maintain existing ones to assess risk parameters for Retail and Corporate credit, with a first focus on new CCF models.Coordinate contributions from RISK BCEF and BCEF on these projects.Write documentation for these initiatives.Actively participate in internal audits and supervisory reviews.Analyze the results of backtesting exercises.Engage in discussions with RISK CPBS and RISK Models & Regulatory teams.RequirementsMaster’s degree in Data Science, Statistics or Quantitative Finance.Professional experience: minimum an internship in Risk/Finance or Audit/Assurance services within the banking sector.Fluent communication in English (oral & written). French is a plus.SkillsKnowledge of credit risk concepts and prudential framework – Basel III and Standard and IRBA approaches.Experience with SAS, Python and/or R.Strong analytical and problem‑solving skills.Solid adaptation skills and positive team spirit.Behavioral skills: autonomy, curiosity, proactivity, analytical and synthesis skills, team spirit; excellent communication and organisational abilities.Ability to work under tight deadlines and adapt to changing environments.BenefitsTraining 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. Several employee communities create diversity and inclusion awareness actions (PRIDE, We Generations and MixCity).Corporate volunteering program (1 Million Hours 2 Help) where employees can dedicate time to volunteer activities.Flexible compensation plan.Hybrid telecommuting model (50 %).32 vacation days.Job DetailsSeniority level: InternshipEmployment type: Full‑timeJob function: General Business, Management, and Business DevelopmentBNP Paribas Group in Spain is an equal‑opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that 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 at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. xsgfvud We strive to reflect the society we live in, while keeping with the image of our clients.#J-18808-Ljbffr