Business Analyst for Credit Risk Stress Testing Porto

Business Analyst for Credit Risk Stress Testing
Porto
Porto, Porto District, Portugal

About The Job

Risk Stress Testing team is responsible for implementing stress test calculation engines for credit risk, internal capital, and IFRS9 provisions. The team handles high visibility projects such as Basel IV and IFRS9, regulatory developments like climatic stress tests and EBA stress tests, as well as internal developments.

The Systems Involved Are Due To

• Provide risk parameters calculations
• Provide metrics for regulatory purposes: provisions, cost of risk, capital, and RWA
• Ensure the generation of
  - scenarios
• Perform Data Quality processes
• A dedicated User Interface allows users to monitor their Stress Test use cases independently

Your Main Activities Are

• Understand and analyze the needs expressed by business teams, specify and test them to enable deployment while respecting budget, regulatory, and deadline constraints in an Agile environment
• Collaborate closely with stakeholders, including business contacts and developers
• Participate in producing official stress test results and provide functional support
• Propose improvements to ensure the operation, maintainability, and scalability of the engines
• Develop a transversal understanding of products and processes within your scope

Profile And Skills To Success

• Bachelor’s degree in Mathematics, IT, or Computer Science
• 3-4 years of relevant experience as a business analyst or functional expert in Credit Risk, IFRS9, Basel regulations, or Stress Tests
• Banking experience is a plus
• Mandatory knowledge of SQL and Python
• Knowledge of Dataiku, Agile methodology, and foreign languages (English mandatory, French a plus)
• Client-focused, rigorous, precise, with excellent attention to detail
• Strong analytical,
  - solving, planning, and organizational skills
• Results-oriented with strong communication skills, ability to simplify complex information
• Proactive attitude, adaptable to a
  - changing environment, comfortable with
  - tasking

About The Team

• ITTF, established in 2020, manages solutions for Risk and Finance functions of BNP Paribas Group, with 1, 300 employees globally
• Handles over 130 applications supporting core activities in Finance, Risk, and ALM-Treasury, amidst ongoing regulatory reforms and digital transformation

Why joining BNP Paribas?

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

Our presence in Portugal

• Since 1985, with over 8, 700 employees across 10 business entities and 11 excellence centers

International reach

• Supports clients globally with financing, investment, savings, and protection solutions
• Key positions in Retail Banking, Investment & Protection Services, and Corporate & Institutional Banking divisions

Diversity and Inclusion commitment

• BNP Paribas is an equal opportunity employer promoting diversity and inclusion in recruitment and employment practices

Work/Life Balance & Remote Working Conditions

• Supports work/life balance and offers flexible remote working options with necessary equipment and allowances

For more information, visit https://bnpp. lk/why-BNP-Paribas-Portugal

Please note that only applications submitted in English will be considered. Further documentation may be required if selected.