Credit Risk Model Validation Specialist en España - Jobeax
Descripción de la vacante
Credit Risk Model Validation Specialist en España
RemotoTrabaja desde cualquier lugar
HíbridoCombinación de oficina y remoto
PresencialTrabaja desde la oficina
Hybrid
Spain
Credit Risk Model Validation Specialist en España is listed on Jobeax. Browse 80,000+ vacancies available.
Job description
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).
The role's location:
The current position herein offered is based in Madrid where the BNP's MADRID RISK HUB is based joining a large community of Risk Professionals in the domains of Big Data and Artificial Intelligence, Operational Risk Control, Credit Market and Counterparty Risk, Cyber Security and Project Management.
Hybrid working policy with significant flexibility to work from home is offered.
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.
About BNP Paribas
BNP Paribas is the top bank in the European Union and a major international banking establishment. It has close to 190,000 employees in 65 countries, including almost 145,000 in Europe and around 4.700 employees in Spain only.
As a first-tier international banking group, BNP Paribas possesses leading platforms and businesses in Europe, a deep footprint in the Americas, and a solid, fast-growing set-up in the Asia-Pacific region. In Europe, BNP Paribas has four domestic markets: Belgium, France, Italy and Luxembourg. It also deploys its integrated retail banking model in countries of the Mediterranean rim, in Turkey and in Eastern Europe.
With nearly 190,000 employees, BNP Paribas is present in 65 countries.
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