Description
The Risk Stress Testing team is in charge of implementing stress test calculation engines for credit risk, internal capital and International Financial Reporting standards 9 (IFRS9) provisions. Within the scope of the projects monitored by the team, there are high visibility projects (Basel IV and IFRS9), regulatory developments (climatic stress tests, European Banking Authority (EBA) stress tests) and internal developments.
Tasks
•Understand and analyse the needs expressed by the business teams, specifying and testing them in order to enable the deployment of the solution while respecting the budget and both regulatory and deadline constraints, in an Agile organisation
•Work in close collaboration with the various stakeholders and, in particular, the business contacts and the team's developers
•Participate in the process of producing official stress test results and provide functional support
•Be a force for proposals with a view to continuous improvement, in order to guarantee the operation of the engines, their maintainability and their scalability
•Acquire a transversal vision of the products and processes within its perimeter of responsibility
Requirements
•Bachelor's Degree in Mathematics, Information Technology or Computer Sciences
•At least 3 years of professional experience as a Business Analyst or functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests
•Proficient knowledge of SQL, Python and PySpark
•Knowledge of Dataiku and Agile methodology
•Fluent in English, verbal and written
•Good interpersonal communication and able to report
•Team player and client focused
•Attention to details and rigor
•Strong analytical mind and problem solving
•Planning and organisational skills
•Results oriented
•Pro-active attitude with ability to work in a fast changing and demanding environment
•At ease with multi-tasking
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 options adapted to our hybrid working environment. To ensure a comfortable and efficient working setup, eligible employees are provided with both office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional items at reduced prices. Supporting employees in a hybrid way of working while providing them with the means to maintain a work-life balance is an essential dimension of our Smart Working program. At BNP Paribas, we care about our employees' wellbeing and promote a culture of good integration between work and personal life.
