CREDIT INTERNAL MODELS PORTFOLIO - Strategist BNP Paribas is an international bank with leading positions in the European market.
It is present in 74 countries and employs more than 192,000 people, 146,000 of whom are in Europe.
The Group holds key positions in its three main areas of activity: Domestic Markets and International Financial Services, as well as Corporate & Institutional Banking, which offers services to corporate and institutional clients.
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.
Inside RISK, 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.
MISSION In your day to day, you will contribute to the Business Case assessment (i.e., cost-benefit analysis) of internal modelling and to the design and validation of the 5-year modelling roadmap.
The Bank is engaged to make changes to models in a defined timeline, in accordance with Supervisor's (ECB) decisions.
These models' changes have costs and benefits attached (engaged resources/potential rwa changes).
RESPONSIBILITIES Register the review reports and decisions and analyse the Regulatory expectations based on these documents.Categorize the changes to be brought to the models/processes/data.Ensure that adequate stakeholders and resources are mobilised to remedy.Ensure that developers and reviewers agree on the actions to be performed.Ensure that deadlines fit in a sustainable manner.For more information, visit the original announcement on Kit Empleo: link.
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