CREDIT INTERNAL MODELS PORTFOLIO | Strategist | RISK Hub
BNP Paribas
- Madrid
- Permanente
- Tiempo completo
- 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
- It gives you a lot of visibility and responsibilities
- Register the review reports and decisions and analyse the Regulatory expectations based on these documents
- Categorize the changes to be brought to the models / processes / data
- Ensure that adequate stakeholders and resources are mobilised to remedy
- Ensure that developers and reviewers agree on the actions to be performed
- Ensure that deadlines fit in a sustainable 5-year modelling roadmap
- Declare changes timeline to Supervisors (stocktake exercise)
- Bring elements to the missions’ roadmap validation
- Report on remediation progress to Supervisors in regular meetings the Bank has with them and within submission packages
- International Regulatory Project Management (Expert)
- Data Processing – with Excel (Expert)
- Credit risk modelling (Proficient)
- Capital Requirement related Regulatory environment (Proficient)
- Good verbal and written communication with stakeholders across the Bank (beyond the market activities perimeter) and to present often at senior level of the bank
- All-round IT competence, with specific data analysis skills such as being highly proficient in excel or Power BI
- The position requires a strong analytical background across the main categories of risk and the ability to synthesize large amounts of diverse information at any one time
- A strong delivery focus is required as strict deadlines are to be respected and limited time is available to collect and analyse risk information
- ENGLISH: Fluent
- FRENCH: Optional
- Ability to create relevant indicators and to inspire others & generate people's commitment (Proficient)
- Analytical Ability (Proficient) and to explain technical topics in simple terms (Proficient)
- Ability to manage/facilitate a meeting, committee
- Ability to develop and adapt a process
- Critical thinking
- Ability to develop others & Improve their skills
- 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