.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.RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks. RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group's Risk Appetite and its strategy.RISK Iberian Hub Madrid is a transversal platform servicing the RISK Function by covering added-value activities around credit risk, market risk, operational risk, and data protection. Offering a wide range of services to RISK teams, from consulting to cyber security going through data analysis, modelling, or artificial intelligence.You will join the "Model Performance - Analytics" team, which is part of RISK Models & Regulatory - Global Credit teams on the RISK Models & Regulatory department.RISK Models & Regulatory - Global Credit Within the "RISK Models & Regulatory" Department of BNP Paribas' RISK department, the "Global Credit" team is composed of four teams:Model Management: establishes a comprehensive management of the portfolio of models through mid-term planning, industrialization, and cost/opportunity analyses.Model Design: develops and maintains risk models for the main risk parameters (e.G., PD, LGD, EAD), in close cooperation with other Business and RISK teams.Model Performance: Intervenes after model implementation to assess the performance of the credit risk models and ensure the right understanding of risk parameters evolution and rating assignment process for business, RISK internal client, and regulatory purposes.Regulatory watch & policies: interprets, anticipates the effects & advocates on internal models as part of future potential or upcoming regulations.Model Performance is divided into three sub-teams:Methods: Develops and maintains methods to tackle emerging topics and normative corpus complementary to modelling standards.Transformation: Develops the industrialized model performance solution.Analytics: Regularly carries out model's performance assessment (including backtesting and sensitivity analysis).The team has an international dimension, being located in Paris, Lisbon, and Madrid, and counting more than 25 team members
