ABOUT THE JOB

Within RISK, the Global Practice RISK IRC is in charge of the independent review of the credit, market, counterparty, insurance and operational risks as well as the RISK ORC function of RISK. Risk Independent Review (RISK IR) is the team responsible for the independent review of the risk measurement systems for the risks covered by RISK IRC. These reviews can take different forms (ex-ante / ex-post, driven by a regulatory objective or not, methodology / implementation) and are more or less exhaustive according to the subjects treated
Within RISK IRC, the team Framework, Processes & Systems (FPS) is in charge of, among other things, the review of all the BNP Paribas Group’s processes and information systems (central and local) contributing to the measurement of credit, market or counterparty risks. The topics covered are as follows
Information systems and data quality
data supporting the modelling and run of credit risk models (e.g. PD, LGD and EAD), market (VaR, IRC) and counterparty (EEPE)
Systems and processes dedicated to the production of the risk indicators and the computation of the Risk weighted assets
Internal and regulatory reporting: collection of risk data and production of reports, local and central processing during the reporting process
Reconciliation of accounting and risk data locally and centrally
Good application of the regulatory definitions and internal standards
Use of the internal rating systems
Governance and risk management

Please refer the Job description for details