Junior Data Scientist
BNP Paribas
Lisbon, PT
há 7 dias

BNP Paribas is a leading European bank with an international reach. It has a presence in 73 countries, with more than 192,000 employees including more than 146,000 in Europe and over 4,000 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, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

Worldwide, the Group has key positions in its three main activities : Domestic Markets and International Financial Services (whose retail-

banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises : corporate clients and institutional investors.

The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance.


The Counterparty and Financing Risk Stream (CFR) covers the following main responsibilities :

Counterparty risks generated by any corporate, financial (incl.market infrastructure) or sovereign counterparty

Market risks generated in the GBL Prime Solutions & Financing (including Prime Brokerage), in XVA activities and in BP2S MFS acitvities

Liquidity, Funding and Collateral risks generated by Global Markets

The key responsibilities of the team are :

Review, from counterparty risk point of view, any non-vanilla transactions, passing anything requiring a transaction approval committee to the relevant team

Coordination in case of standard portfolio novation or regular IM optimisation exercises

Propose systems enhancements for counterparty risk monitoring

Produce and / or monitor main regulatory / economic liquidity risk indicators and global portfolio of collateral

Maintain overrides for exotic counterparty exposures in systems


The responsibilities of the Data Scientist are :

  • Contributing to the continuous improvement of the tools in use by the team
  • With other CFR team members participate in analysis projects with a main focus on the analysis of the corresponding data and the visualisation of the results
  • Help drive new approaches to present the risks to senior management, such as the use of dynamic dashboards to replace static reports
  • Investigate the use of machine learning approaches to help the CFR team get a better understanding of the risks, improve methodologies or help identifying data quality issues automatically

  • The candidate should have a solid programming background with a minimum 1 year of experience
  • Strong skills in R and / or Python, as well as good skills in Excel / VBA and Access
  • Familiarity with other programming languages, including web based languages such as javascript, jQuery, etc., is a plus
  • Basic understanding and keen interest in different machine learning techniques
  • Good communication skills are required with an ability to communicate complicated programming approaches or machine learning techniques to colleagues with a different technical background
  • Ability to efficiently prioritise work and show resourcefulness in order to meet deadlines, whilst having the ability to react to changing priorities
  • Affinity with financial markets, i.e. derivatives products, market risk management, counterparty risk management
  • RISKS Education Level Not indicated Experience Level Not Indicated Behavioural Competencies Transversal Competencies

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