.Credit Risk Quantitative Analyst - Models and SimulationsGROUP BNP PARIBASBNP 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.BNP Paribas supports its customers to help them carry out their projects by providing financing, investment, savings, and insurance services. In Europe, the Group has four domestic markets (Belgium, France, Italy, and Luxembourg) and BNP Paribas Personal Finance is number one in retail financing in Europe.Entity: Platform RiskRISK 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, 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 to be a partner of the businesses by contributing to their sustainable development, while ensuring risks taken remain compatible with the Group's Risk Appetite and 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.About the RoleMISSION: As a senior Credit quantitative analyst, you will contribute to modeling, simulations, calibration, or performance analysis of models (probability of default, loss given default, forward-looking, etc.) for the BNP Paribas Group RISK quantitative teams.RESPONSIBILITIES:You will operate in immersion in your internal client environment on specific strategic projects or during temporary peaks of activity.You will develop statistical methodologies, innovative and robust estimations, measure of conservatism, stability and performance, or produce simulations on credit risk.You will contribute to the integration of ESG risks (e.G., climate transition risk, fairness of the models) in the Group risk management framework.You will develop and test codes for methodology implementation in internal systems and may interact with users for training purposes.You will contribute to interactions with banking sector supervisors, participating in working groups to address regulatory recommendations.The RISK Quant Force (RQF) is a new team focused on modeling and simulations in risk management. The team consists of quantitative experts and data scientists contributing to the BNP Paribas Group Risk management teams across different entities