Business Analyst For Credit Risk Stress Testing

Business Analyst For Credit Risk Stress Testing
Viseu
Viseu, Viseu District, Portugal

Business Analyst for Credit Risk Stress Testing

Join to apply for the Business Analyst for Credit Risk Stress Testing role at BNP Paribas CIB

Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk, internal capital and IFRS9 provisions. Within the scope of the projects monitored by the team, there are high visibility projects (Basel IV and IFRS9), regulatory developments (climatic stress tests, EBA stress tests, etc. ) and internal developments.

Systems Involved

- Provide risk parameters calculations

- Provide metrics for regulatory purposes: provisions, cost of risk, capital and RWA

- Ensure the generation of the macro‐scenario

- Perform data quality processes

- A dedicated User Interface allows users to monitor their Stress Test use cases on their own

Main Activities

- Understand and analyze the needs expressed by business teams, specifying and testing them to enable the deployment of the solution while respecting budget, regulatory and deadline constraints in an Agile organization.

- Work in close collaboration with stakeholders, business contacts and developers.

- Participate in calculating official stress test results and provide functional support.

- Propose continuous improvements to guarantee the operation, maintainability and scalability of the engines.

- Acquire a transversal vision of the products and processes within its perimeter of responsibility.

Profile and Skills

- Education: Bachelor's degree in Mathematics, Information Technology or Computer Science

- Relevant professional experience as a business analyst or functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests (3‐4 years)

- Previous banking experience is a plus

- Knowledge of SQL and Python is mandatory;



knowledge of Dataiku and Agile methodology are pluses

- Knowledge of foreign languages:

- Proficiency in English is mandatory

- French is a plus

- Client focused

- Rigor and precision

- Excellent attention to detail

- Strong analytical mind, problem solving, planning and organizational skills

- Results oriented

- Strong interpersonal communication (spoken and written) and ability to report (simplify complex information in a clearly organised and visually interesting manner, adapting it to different stakeholders)

- Pro‐active attitude with ability to work in a fast‐changing and demanding environment

- At ease with multi‐tasking

About the Team

- ITTF is a team born on 1st January 2020, focused on developing and managing solutions for the RISK and Finance functions of BNP Paribas Group.

- Our application landscape has more than 130 key applications across Finance, Risk and ALM‐Treasury;



it continually evolves due to regulatory reforms, ESG commitments, digital transformation, and major redesign projects.

Why join BNP Paribas?

- Leading banking institution operating in 63 countries with nearly 183, 000 employees.

- Strong presence in Portugal with more than 8, 700 employees distributed across 10 business entities.

- International reach and support for clients with financing, investment, savings, and protection solutions.

- Commitment to diversity and inclusion: equal employment opportunity and non‐discrimination on grounds of age, disability, gender, etc.

- Focus on work/life balance and a supportive culture.

- Smart Working framework offering flexible remote working with equipment support.

Seniority level

Not applicable

Employment type

Full‐time

Job function

Research, Analyst, and Information Technology

Industries

Banking and Financial Services

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Only applications submitted in English will be considered. If you are selected, further documentation will be requested.

We are an equal opportunity employer. We are 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, sexual orientation, sexual identity or disability. Equity and diversity are at the core of our recruitment policy.

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