Data Scientist / Engineer - Stress Testing and Data Analytics
BNP Paribas
Lisbon, PT
há 5 dias
  • BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history.
  • It has a presence in 71 countries, with 200 000 Employees including more than 150 000 in Europe and 6 000 in Portugal alone.

    BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, the Group has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

    Thanks to its international presence and regular and close collaboration among its businesses, BNP Paribas has the resources to support all clients individuals, entrepreneurs, SMEs, large corporates, institutional investors and community organisations with financing, investment, savings and protection solutions that help make their projects a success.

    BNP Paribas holds key positions in its three core operating divisions : Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.

    DEPARTMENT OVERVIEW

    BNP PARIBAS Group Finance, RISK, and ALM Treasury, have set-up a shared team in charge of the Group stress testing, the financial planning and the financial synthesis.

    The team named STFS, for Stress Testing and Financial Synthesis, coordinates the strengthening of BNP Paribas’ Stress-Testing (S / T) and planning capabilities to better serve Business Lines, Legal Entities and Group needs and meet supervisory requirement on these matters, and in a cost-efficient manner.

    To that effect, STFS aims at building a flexible, industrialized, central utility accessible by BNP Paribas’ Business Lines and Entities for their local needs and their contribution to Group exercises.

    STFS offers an integrated Stress Testing service to Business and Entities to support them in capitalizing on the shared framework for their local needs.

    STFS is also responsible for executing all Group-wide, comprehensive stress testing exercises, whether regulatory or internal.

    STFS supports Business and Entities in their Stress-Testing initiatives to ensure consistency with group standards while respecting local regulatory and supervisory requests.

    STDA is, within the STFS platform, responsible for the Credit S / T Starting Point construction (collects, consolidates & prepares data), providing STFS with the data necessary for modelling activities and S / T exercises.

    Besides, STDA is responsible for the relationship with all the data providers, and the STFS Data Management framework as a whole.

    The team works on a Big Data environment, with access to an ecosystem of Hadoop tools including Spark and Hive. Dataiku DSS (Data Science Studio) is used as an end-user interface, providing a visual approach to the implementation of ETL pipelines and through which Big Data partitioned tables are accessed from HDFS, transformed and analyzed.

    Data visualization is also a part of the team’s responsibilities, with Tableau as the main tool.

    We are also the entry point for ITG into the STFS platform concerning data analysis and statistical exploration tools. ITG provide support to the team and help with back-end big data engineering support and maintenance.

    Finally, STDA is providing other STFS teams with statistical analyses based on Actual and Historical data.

    ROLE AND RESPONSIBILITIES

    The STDA team in Lisbon is dedicated to credit and works jointly with the onshore STDA team based in Paris, as one team, split in two geographies.

    The team is looking for a data scientist / engineer, with primary focus on development, maintenance and testing of the STDA process, to build quarterly databases with actuals closing date figures, in a Big Data environment.

    Appetite for the credit data functional content and understanding of stress tests modelling concepts are a nice-to-have.

    The objective is to set up a quarterly database for STFS, used as a starting point to stress capital and cost of risk on the credit risk perimeter of the bank.

    This includes the following processes :

  • Data collection, Data ingestion, Data quality, Data preparation, Data cleaning with DATAIKU DSS (Data Science Studio), using PySpark, Hive, Hadoop
  • Data consolidation in a strong control and analyses framework
  • Data visualization with Tableau developing dynamic and intelligent dash-boarding
  • Specific contributions to regulatory and internal stress testing exercises
  • As we need to combine an understanding of big data analytics with its specific constraints and a comprehensive functional understanding of the bank’s business in Credit Risk, the team is made of profiles as being a mix of Big Data Analyst (on the technical side) and Business Analyst (on the functional side).

    All of the team members have a data-centric technical background embarking on a steep learning curve of the functional, business knowledge side.

    If you are not afraid of deep diving into the data to investigate an issue at the finest level, solve a problem or extract an information, then this challenge is suited for you!

    PROFILE

    To be successful in this role, the candidate should meet the following requirements :

  • Young professionals (2-5 years experiences)
  • Strong academic background, with a Master degree
  • Relevant experience in Data related roles including analysis, engineering, visualization
  • Technical Skills

  • Significant experience in data exploration and data preparation
  • Proven record in SQL
  • Experience with Python programming language is a must.
  • Knowledge of Risk Management principles is a plus.
  • Languages : fluent in English, French is a plus
  • Strong interest in data management and functional content of the data
  • Ability to work with tight deadlines and multidisciplinary teams
  • In addition, the candidate should have the following essential behavioural skills

  • Be a team player
  • Open and client-oriented mind-set
  • Autonomy & Adaptability
  • Strong curiosity
  • Result oriented
  • Ability to communicate and share
  • This role will expose the candidate to a wide range of Risk and Finance professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part in the day-to-day role.
  • Very strong ethics standards
  • Please note that only applications submitted in English will be considered.

    In case you are selected for this role, further documentation will be requested to support your hiring process.

    BNP Paribas 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, 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.

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