Quantitative Backtesting Analyst - BNP Paribas

at  BNP Paribas Personal Finance

Want to be part of the change?
Then, you’re in the right place. Our ambition is to build a sustainable future for our clients and our teams… But we can’t do that without you!
By joining our Group, take part in our great transformation towards building a more sustainable world: we are committed to promoting access to more responsible and sustainable consumption to support our customers and partners.
To achieve this, we implement concrete actions, not only in the way we develop our business and enhance our sustainable growth, with the ambition to reduce our environmental footprint, but also in the way we support those who need it most.

• Contribute to the production of Personal Finance regulatory backtesting on PD (Probability of Default), EAD/CCF (Exposure At Default) and LGD (Loss given default) risk IRBA models and parameters
• Implement, maintain and run the Personal Finance backtesting on PD (Probability of Default) and LGD (Loss given default) IFRS9 risk models
• Contribute to the production of the backtesting reports
• Contribute to the production of specific analysis when required
• Contribute to the production of the backtesting Synthesis for the Entities and for Central Risk
• Participate in transversal projects related to credit risk models performance assessment
• Contribute to the continuous improvement of existing tools and processes
• Interact with the model owners, with the model developers and the management
• Ensure adequate documentation in line with Group documentation standard