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 have more than 5,100 employees within 12 business lines.
BNP Paribas supports all its customers - individuals, associations, entrepreneurs, (Medium and Large Corporates), institutions, and Sovereigns - in the success of their projects through its financing, investment, savings, and protection solutions.
WHY SHOULD YOU CHOOSE BNP PARIBAS FOR THE NEXT STEP IN YOUR CAREER? Interesting assignments / New professional challenges.
Careers at BNP Paribas are constantly evolving.
We help you develop new skills through lifelong learning.To join a solid Group with ambition.
The BNP Paribas Group has an enviable reputation for stability and excellence.An attractive salary and benefits.
We offer competitive salaries along with numerous employee benefits and a healthy work-life balance.MISSION: YOUR TEAM Your team belongs to BNP Paribas RISK Division (5,500+ employees in 50+ countries), recognized for its excellence.
RISK is an integrated and independent function covering all the risks of the Bank (credit, market, liquidity, operational, ESG risks).
RESPONSIBILITIES: In your day-to-day, you will contribute to the monitoring and control of the regulatory approach used for capital requirements calculation (i.e.
Internal Rating Based Approaches - 'IRBA' vs Standardized Approaches), with potential impacts on the 5-year modelling roadmap.
In your position, you will:
Cartography the credit risk exposures of the Bank and their regulatory treatment.Animate the yearly process of regulatory treatment assignment with Business Lines CFO/CROs.Control the alignment of the treatment with the Bank's Policy.Investigate potential anomalies with Business Lines.Adjust the 5-year modelling roadmap when necessary and get validation from the Capital Committee.Communicate the 5-year modelling roadmap to ECB.Annually check/update the IRBA vs Less sophisticated approaches Policy.REQUIREMENTS: Training: Graduated from at least a master's degree with a specialization in finance, risk, data science, statistics, or economics.
Experience: Data Processing - with Excel/SAS/Python.
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