PROUD CREDIT INTERNAL MODELS PORTFOLIO STRATEGIST
BNP Paribas
- Madrid
- Permanente
- Tiempo completo
- Commercial, Personal Banking & Services division brings together all of the Group’s retail activities and specialised business lines
- Investment & Protection Services includes specialised businesses offering a wide range of savings, investment and protection services
- Corporate & Institutional Banking division offers tailored financial solutions for corporate and institutional clients.
- Interesting assignments / New professional challenges. Careers at BNP Paribas are constantly evolving. That's why we help you develop new skills through lifelong learning, regardless of your career so far.
- To join a solid Group with ambition. The BNP Paribas Group has an enviable reputation for stability and the excellence of our businesses. But for us, the future is about more than just performance; it’s about shared commitments.
- An attractive salary and benefits. We make sure that we pay you the fairest salary possible. But it's not just the salary that counts: you'll also enjoy many employee benefits and a healthy work-life balance.
- analyses the cost-benefit equilibrium of IRBA approaches use. This analysis is supported by a regular IRBA model inventory, augmented by the most meaningful/innovative indicators, including simulations.
- constructs mid-term model-related trajectory of capital requirements, monitors the impacts for all entities of the Bank and ensures consistence in visions with Finance and Strategy Function
- when necessary, MOMA designs and maintains its own simulation tools.
- also incubates or directly coordinates strategic programs to convert Regulation changes/challenges in transformation opportunities. For example, lately, MOMA has designed two very large transformation programmes to prepare the Bank to CRR3 (“Basel 4”) or align the model portfolio to Regulatory Guidelines (“IRB Repair”). These programmes are both pluriannual both mobilise 100+ people in different divisions
- ensures that new models are swiftly and efficiently inserted in credit risk processes
- 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 a validation from Capital Committee
- Communicate the 5-year modelling roadmap to ECB
- Annually check/update the IRBA vs Less sophisticated approaches Policy
- English:Fluent
- French:Optional
- Client focused
- Organizational skills
- Proactivity
- Training programs, career plans and internal mobility opportunities, national and international thanks to our presence in different countries.
- Diversity and Inclusion Committee that ensures an inclusive work environment. In recent years, several employee communities have been created to organize diversity and inclusion awareness actions (PRIDE, We Generations and MixCity).
- Corporate volunteering program (1 Million Hours 2 Help) in which employees can dedicate time out of their working hours to volunteer activities.
- Flexible compensation plan
- Hybrid telecommuting model (50%)
- 31 vacation days