BNP Paribas

Credit Risk Model Validation Specialist

hace 3 días

Madrid

GROUP BNP PARIBAS 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 13 business lines. The role As a Credit Risk Model Validation Specialist you will participate in the Review, Oversight and monitoring of all Credit Risk Models in force within BNP Paribas such as (IFRS9, Scoring Models, IRB, Stress Testing and ICAAP) and you would play a major role in the definition and challenge of BNP’s global modelling convergence across entities by helping in reaching full compliance with European Banking Regulations such as (CRD, CRR, Basel IV). Additionally, the role may occasionally require reviewing and assessing other models that may affect any of the credit risk cycle decision making process including ESG related models and would require an ongoing monitoring to ensure that existing models implemented meet Group’s requirements in terms of performance (Review of Estimates and Backtesting) As such, you will join an international team named - RISK Independent Review and Control - with presence in up to 9 countries comprised by a wide range of experienced and skilled professionals in the Credit Risk Domain that would give you the chance to liaise with senior executive members across BNP’s Paribas RISK organization– including Model Development teams, Internal Audit and Risk Officers - across the different entities BNPP has in several locations including BNL – Italy , Fortis – Belgium , BNPP – France , BGL – Luxembourg . The role would additionally encompass participating in the validation of to the Group’s Global Corporate Models including Asset Finance, Large Corporates, LBO, Financial Institutions) and would require a frequent interaction with regulatory bodies (ECB , ACPR). What we are looking for: Up to three candidates are being sought by the Independent Review and Control, candidates should: • Show a strong statistical knowledge in the domains of (statistical inference and probability, clustering, time series forecasting)., • Show strong critical thinking and passion for learning., • Knowledge of the latest regulatory requirements including (NDOD, Basel IV, EBA Guidelines, IFRS9, CRR/CRD, Collateral eligibility, ECB Guide to Internal Models)., • Have previous experience in the development and/or the Validation of both Retail and Corporate/Global models., • Knowledge of SAS., • Have good communication and synthesis skills., • Have had previous experience in liaising with regulatory bodies such as (ECB, ACPR,Bank of Spain) and has participated in on-site missions such as IMI and OSI., • Be fluent in English both written and spoken., • Be rigorous and have the capacity to work on its own., • Have a good team-spirit and passion for collaboration., • Knowledge of Machine Learning algorithms and prior experience with Python and R programming will be positively taken into consideration. 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%)., • 32 vacation days. Diversity and inclusion commitment BNP 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. We strive to reflect the society we live in, while keeping with the image of our clients.

Encuestador/a - Cambridge Institute

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