Model Portifolio Manager – Credit Models & Regulatory | RISK HUB
BNP Paribas
BNP Paribas Group is the top bank in the European Union and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain we are more than 5,100 employees within 12 business lines.Your team belongs to BNP Paribas RISK Function (5 500+ employees in 50+ countries), recognized for its excellence among its peers. RISK is an integrated and independent function, it covers all the risks of the Bank (credit, market, liquidity, operational, ESG risks). RISK is part of the control functions but is also a partner for Business Lines and helps them sustainably growing.About the teamWithin RISK, the RISK Models & Regulatory designs “internal” models (used for both risk management and capital requirements measurements) and ensures their performance over time, while playing a watch tower role regarding regulatory changes.Inside RISK Models & Regulatory, the Models Portfolio Management team (‘MOMA’) plays a key role as it facilitates Top Management decision regarding the Modelling Trajectory:
It gives you a lot of visibility and responsibilities.About the jobYou like statistical, econometric, and probabilistic models, and you would like to contribute to the prediction of the risks taken by the bank? You are interested in credit risk models?As a Model Portfolio Manager, you will join a dynamic ecosystem of more than 100 teammates responsible for the design and performance over time of the credit risk internal models (PD, LGD, LGDD & EAD) of the Group while playing a watch tower role regarding regulatory changes.
Inside this ecosystem, you will be part of the Models Portfolio Management team (15 teammates) responsible for the design and implementation of the 5-year modelling roadmap validated by the Top Management of the bank.Concretely you will be asked to:Profile and Skills to Success
BNP Paribas Group in Spain 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/paternity, 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.
Madrid
Sun, 16 Jun 2024 07:54:57 GMT
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