About the job
Within the STFS platform, Stress-Testing Methodologies & Models (STMM), is responsible for the S / T models and methodologies for all major drivers impacting P&L, liquidity and capital planning globally for the Bank.
The team is also responsible for coordinating the development and implementation of models and methodologies that combine different risks (e.
g. market risk, operational risk, credit risk, liquidity risk). It ensures the consistency and robustness of S / T models and methodologies by developing models as a transversal expertise center for the Group liaising with the different topics experts in RISK.
The team is composed of quantitative analysts and data scientists with a clear orientation towards innovation. Its transversal positioning also brings the opportunity to work with stakeholders in many regions and get an understanding of a variety of business of the bank.
Within STMM, one team is dedicated to credit risk. This team covers the models and methodologies used for the projection of credit risk parameters for stress testing and IFRS 9.
The team expertises are related to
Your Main Activities Are
These parameters have impacts on forecasted default rates and credit risk cycle. You will be in charge of calculating and computing these parameters and then feeding the stress test engine.
Profile and Skills to Success
To be successful in this role, the candidate should meet the following requirements :
In addition, the candidate should have the following essential behavioural skills :
What we offer
About the Team
STFS offers an integrated S / T service to B / Es to support them in capitalizing on the shared framework for their local needs.
Why joining BNP Paribas?
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 68 countries, with around 193 000 Employees including more than 148 000 in Europe.
Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 6.500 employees across several entities operating directly in the 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 different entities, BNP Paribas has the resources to support all clients 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.
In its Corporate & Institutional Banking and International Financial 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.
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.
To find out more on why you should join BNP Paribas visit https : / / bnpp.lk / why-BNP-Paribas-Portugal