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Global Credit Model Performance- Analytics

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BNP Paribas

Aug 28, 2024

  • Job
    Full-time
    Junior Level
  • Data
    Banking & Finance
  • Madrid

AI generated summary

  • You need a Master’s in Math/Statistics, 2+ years of experience, fluent English, skills in SAS, SQL, Python, R, data visualization, and strong critical thinking. French/Spanish is a plus.
  • You will monitor overrides, perform backtesting, validate LGD data, improve tools and processes, and have the opportunity to switch between sub-teams for comprehensive performance assessment.

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

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.

FAQs

What is the primary mission of the Global Credit Model Performance - Analytics team?

The primary mission is to produce Retail and Non-retail backtesting on various risk parameters (PD, LGD, EAD/CCF), including data collection, database construction, backtesting production, results analysis, and report preparation for non-statistical experts.

What educational background is required for this position?

A Master’s Degree in Mathematics and/or Statistics is required.

How many years of experience are required for this role?

At least 2 years of experience is required.

What programming languages and tools should candidates be proficient in?

Candidates should be proficient in SAS, SQL, Python, and R.

Is knowledge of additional languages beneficial for this position?

Yes, knowledge of French and Spanish is optional but beneficial.

What type of skills are important for this position?

Important skills include data visualization, blending and analytics, along with the ability to deliver results, develop adaptive processes, and critical thinking.

What benefits does BNP Paribas offer to its employees?

BNP Paribas offers training programs, career plans, a corporate volunteering program, a flexible compensation plan, a hybrid telecommuting model, and 31 vacation days.

Is there a commitment to diversity and inclusion at BNP Paribas?

Yes, BNP Paribas is committed to diversity and inclusion, ensuring equal opportunity for all job seekers and fostering an inclusive work environment.

Where is the Global Credit Model Performance - Analytics team located?

The team has an international presence with members located in Paris, Lisbon, and Madrid.

Will I have the opportunity to switch between different sub-teams within the Model Performance team?

Yes, switching between the three sub-teams is often proposed, allowing you to explore the full landscape of performance assessment at BNP Paribas.

The bank for a changing world

Finance
Industry
10,001+
Employees
1848
Founded Year

Mission & Purpose

more than 190,000 employees, including more than 145,000 in Europe. BNP Paribas holds leading positions in its three major operating divisions: ⚆ Commercial, Personal Banking & Services for all the Group’s retail banking networks and several specialised businesses, including BNP Paribas Personal Finance and Arval; ⚆ Investment & Protection Services for savings, investment and protection solutions; ⚆ Corporate & Institutional Banking, which is focused on corporate and institutional clients. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporates and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, the Group has four domestic markets (Belgium, France, Italy and Luxembourg) and BNP Paribas Personal Finance is the European leader in consumer lending. BNP Paribas is rolling out its integrated retail-banking model in Mediterranean countries, in Turkey, in Eastern Europe and a large network in the western part of the United States. In its Corporate & Institutional Banking and Investment & Protection Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.