Model Performance Analyst

Model Performance Analyst

Bnp Paribas 2



Model Performance Analyst

Detalhes da Vaga

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 ERA team is one of three cross-functional teams in the Risks function.
By virtue of its position and function, it covers all areas and methodologies (Retail & Corporate, Credit, Counterparty, Market and Liquidity Risk, backtestings, stress tests, reportings).
Within ERA, CAR is composed of credit and quantitative analysts who work in close cooperation with the various credit risk streams and with the businesses in order to leverage on the existing expertise within the Group.
CAR's mission is to develop and continually improve the group's risk modelling & measurement, analysis and back-testing capabilities on credit risk.
Its first priority is to provide tools for the Bank's credit risk management that comply with regulations.

CAR is organized in three teams:
one is dedicated to credit risk models design on Group Model

one to their transversal and regular performance assessment on Group and Retail Models

and the last one to the model portfolio management.

Within the CAR department, the candidate will join the model performance team.
This team tracks the performance and robustness of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF).
The team carries out many other studies and participates in various transverse projects.
Due to growing demands from European regulator/supervisor, the model performance team is carrying out studies that are becoming increasingly important.

Realization of the model performance (on EAD, PD and LGD parameters) and participation in the setting up of new studies:
Database preparation
Model performance production
Report preparation
Level 1 control
Methodology improvement

- Control and data collection on the GRR for backtesting non retail perimeter production of LGD and EAD/CCFCollection of information
Data quality control

There will be a lot of interactions with different stakeholders and good communication skills and knowledge credit analysis will be appreciatedImprovement of the existing tools and processes:
Ensure the continuous improvement of existing programs and processes for carrying out various studies
Strong focus on documentation.


- Acquire a broad vision of the existing rating system within the group, both in the Corporate & Institutional Banking scope and in the Corporate and retail scope of the network banks.
- Development of knowledge and skills in credit risk data management and in the interpretation of risk measures

Undergraduate or Master degree in economics, finance, statistics, mathematics, data science
Minimum 2 years of experience in a similar area in the financial sector
Mastery of the SAS tool / Knowledge in R/Python would be appreciated
Proficiency in Microsoft Excel, Power Point and Word
Good writing and communication skills (English)
Good knowledge of Basel 3 prudential regulation for credit institutions will be appreciated

Your professional profile
Strong IT skills for data crunching under SQL

Bachelor degree in statistics / econometrics (University or School).

You have experience in the manipulation of relational databases (SQL, DBMS, Access, Business Object, SAS)

Master of the SAS tool\Python or R

Good knowledge of Basel 3 prudential regulation for credit institutions

Good writing skills (English)

Your personal profile
Rigorous mindset to work on data model

High quality of deliverables in tight deadlines

Capacity to work in project mode

Analytical spirit

Capacity of innovation and adaptation in a transversal environment

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.

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.

Fonte: Neuvoo3_Ppc



Anúncio de emprego: conferente de mercadoria/armazém (m/f) bemposta

Distrito: Bragança - Concelho: Bragança Empregador: Manpower Portugal Tipo de contrato: Tempo Inteiro Data de publicação: 13-6-2020 Zona Bragança Categoria da...

Manpower Portugal - Bragança

Publicado há um mês

Oferta de emprego: director técnico para farmácia loures

Distrito: Lisboa - Concelho: Lisboa Referência da oferta: Referencial Referência da oferta: Tempo Inteiro Referência da oferta: 8-7-2020 Zona Lisboa Referência...

Referencial - Lisboa

Publicado há um mês

Anúncio de emprego: picheleiro - lisboa

Distrito: Lisboa - Concelho: Lisboa Referência da oferta: Incasometal Referência da oferta: Tempo Inteiro Referência da oferta: 8-7-2020 Zona Lisboa Referência...

Incasometal - Lisboa

Publicado há um mês

Oferta: preparador de obra para lisboa - entrada imediata

Distrito: Lisboa - Concelho: Lisboa Referência da oferta: FACTOR POSITIVO-Empresa Trabalho Temporário, Lda. Referência da oferta: Tempo Inteiro Referência da...

Factor Positivo-Empresa Trabalho Temporário, Lda. - Lisboa

Publicado há um mês