Model Risk Analyst (M/F) – Lisboa
Sobre a vaga
Present in more than 30 countries, BNP Paribas Personal Finance leads the personal and consumer credit business. In some markets we are leaders, and we bet on innovation to open up new opportunities, in others we are a fast growing business. In all markets, we value relationships, knowledge sharing and responsible action.
BNPP Personal Finance is, by nature, exposed to Credit Risk, and relies heavily on quantitative models to manage it. Each day, hundreds of models are involved in taking millions of credit granting decisions. The importance and complexity of models at use within BNPP Personal Finance keep on rising as the digital transformation accelerates.
Model Risk Analyst (M/F) – Lisboa
In practice, your day-to-day
BNPP Personal Finance Model Risk Control team’s mission is to ensure that the specific risk raised using models is properly managed and to contribute to the ongoing improvement process models are undergoing.
Each team member is assigned the responsibility of model risk for a region (knowing the activity, making sure the model inventory and recommendation plan are kept up to date).
He/she deals with several model reviews simultaneously, manages his activity and communication. Each model risk analyst contributes to the ongoing improvement of the overall model risk management framework.
As a Model Risk Analyst, You Will
- Perform model validation, identify uncertainty factors, recommend remediation actions and monitor their implementation;
- Contribute to Personal Finance digital transformation in term of modelling practices (data science validation acculturation)
- Assess Model Risk of Personal Finance’s models and provide local Risk teams appropriate information about their portfolio’s model risk;
- Make sure governance and policies applying to models are respected, contribute to their ongoing improvement
These missions require a clear understanding of business impacts of models at stake, a strong ability to synthetize, and advanced communication skills, in an international environment.
The Mission is important, but working environment is also important!
Within BNP Paribas Personal Finance Central Risk Department is responsible for the relevance of risk rating models used within all local entities and for maintaining a high level of expertise with integrating new statistical techniques in new modelling environments.
You will operate in a friendly work environment, designed to make the collaborating experience as pleasant as possible!
BNP Paribas Personal Finance is the subsidiary of the BNP Paribas Group, No. 1 on the financing of individuals in France and in Europe and has 20,000 employees. You want to know all the reasons for joining us? Go to: https://www.bnpparibas-pf.com/
What do we have to offer you?
- Have an overall view of BNPP Personal Finance activity (entities and business lines) and risk management;
- Become an expert of risk management and model driven processes;
- Contribute significantly to risk management;
- Challenge current practices;
- Contribute to BNPP Personal Finance digital transformation;
- Develop an international network
Are you the one we are looking for?
- 3 years experienced or more, in risk and/or modelling
- Ability to collaborate / Teamwork
- Decision Making
- Rigor and Organizational skills
- Communication skills (oral & written)
- Ability to synthetize / simplify
- Ability to manage/ facilitate a meeting, seminar, committee, training
- Analytical Ability
- Ability to manage a project
- Data Intelligence
- Quant Analytics
- Risk Analytics
- Methodologies/tools/technologies: Risk management tools, Statistical Learning, Modelling, Python.
If you have all this, a lot of desire, energy and good mood, then you are the one we are looking for ...
We look forward to your application!
Standard / Permanent
Job Number: 2022_007