FRESH - Business Analyst for Credit Risk Stress Testing
BNP Paribas
- Lisboa
- Permanente
- Horário completo
- Provide the calculation of risk parameters;
- Provide metrics for regulatory purposes: provisions, cost of risk, capital and RWA
- Ensure the generation of macro-scenarios;
- Perform data quality processes;
- Allow users to monitor their own stress test use cases autonomously, by using a dedicated user interface.
- Understand and analyze 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 organization;
- 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 / processes within its perimeter of responsibility.
- Bachelors degree in Mathematics, Information Technology or Computer Science;
- Relevant professional experience as a business analyst or as a functional expert on Credit Risk, IFRS9, Basel regulations or Stress Tests is mandatory (3 - 4 years);
- Knowledge of SQL and Python is mandatory;
- Fluency in English (B2 - C1);
- Strong analytical mind, problem solving, planning and organizational skills;
- Ability to manage a project;
- Ability to report (simplify complex information in a clearly organized and visually interesting manner, adapting it to the different stakeholders);
- At ease with multi-tasking.
- Please note that only applications submitted in English will be considered.
- In case you are selected for this role, further documentation will be requested to support your hiring process.