Quantitative Backtesting Analyst Porto

Quantitative Backtesting Analyst
Porto
Porto, Porto District, Portugal

Join to apply for the Risk - Quantitative Backtesting Analyst role at BNP Paribas CIB

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Join to apply for the Risk - Quantitative Backtesting Analyst role at BNP Paribas CIB

• The Quantitative Backtesting Analyst’s mission is to develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contribute to other studies and projects within team's responsibility
  

About The Job

• The Quantitative Backtesting Analyst’s mission is to develop and maintain the Model Performance Assessment methodology of internal rating models on the Basel credit risk parameters (PD, LGD, EAD / CCF), or contribute to other studies and projects within team's responsibility
  

Your Main Activities Are

• Contribute to the production of backtesting on risk parameters by producing the different steps: Data collection, Database construction, Back testing production, Report preparation
• Contribute to the production of the backtesting ECB Templates
• Contribute to the production of the backtesting Shortcuts
• Participation in transversal projects related to credit risk models performance assessment
• Control and validation of LGD spreadsheet
• Improvement of existing tools and processes
• Ensure a robust permanent control framework to deliver in a timely manner, reliable and consistent backtesting
• Identify lack of model performance using statistics defined in the
  - testing methodology
• Analyse and document the results, deep dive analyses are performed, built on good understanding of the risk models and strong cooperation with risk modelling and risk management teams
• Communicate results to the regulator and relevant internal teams such as model validation team and capital team
  

Profile and Skills to Success

• Bachelor Degree in Mathematics / Statistics or related
• Up to 2 years of experience in Risk and Controls or similar
• Advanced level of English, both written and oral
• Knowledge in MS Office Excel
• Ability to deliver / results driven
• Ability to collaborate / teamwork
• Ability to develop and adapt a process
• Analytical ability
• Communication skills, both written and oral
• Problem solving
  

Why joining BNP Paribas?

• Leading banking institution
  
  

BNP Paribas is the European Union’s leading bank, and key player in international banking. It operates in 63 countries and has nearly 183. 000 employees, including more than 146. 000 in Europe.

• Our presence in Portugal
  
  

In Portugal since 1985, BNP Paribas today has more than 8. 700 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 excellence centres providing
- added services to various countries where the BNP Paribas Group also operates.

• International reach
  
  

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

• Retail Banking, a division that brings together all of the Group’s retail activities and specialised business lines;
• Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
• Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional clients.
• Diversity and Inclusion commitment
  
  

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/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.

• Commitment towards work/life balance
  
  

At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.

• Remote Working Conditions
  
  

At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working
- up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.

To find out more on why you should join BNP Paribas visit https://bnpp. lk/why-BNP-Paribas-Portugal

• 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.
  
  

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research, Analyst, and Information Technology

• Industries

  Banking and Financial Services

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