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.
Your Main Activities Are
Guarantee applicability of regulatory standards, internal procedures, internal systems and compliance
Performing review and analysis works, assessing risks for all types of risk measurement systems on the reviewed perimeter
Issuing reports and proposing action plans or recommendations to the concerned RISK departments and beyond
Performing in-depth independent reviews, in accordance with the following points:
Doing independent reviews of the risk measurement systems of the BNP Paribas group (any country)
Producing analyses related to the laws, regulations, procedures and existing practices
Controlling the quality of the monitoring systems of the main risk families
Writing reports and proposing action plans:
Writing final reports
Presenting the objectives of the review and its conclusions to the management
Proposing remediation plans on the specific areas where weaknesses have been identified
Controlling recommendations and justifications supporting their closure
Comply with the Permanent Control Framework, defined within the team, and in accordance with the Group Procedures
Assists management in planning the specific audit plan for the analysis works to be performed
Lead the analysis works and advises and coaches other team members during the course of the reviews
Coach and train other team members, sharing the accumulated experience and knowledge as a specialist
Reviews other team members’ deliverables, assisting management in preparing high quality reports
Profile and Skills to Success
Bachelor Degree Engineering / Mathematics or related
At least 3 years of experience in Banking / Audit and/or Consultancy
Advanced level of English, both written and oral
Knowledge in
Banking Prudential Regulation
SAS and/or SQL
Python and/or R
Ability to deliver / results driven
Ability to synthetise / simplify
Analytical ability
Creativity and innovation / problem solving
Client focused

LI-Hybrid

Please refer the Job description for details