Data Scientist Credit Modelling

MISSION
Want to help shape the bank of tomorrow today?

How can the Bank leverage data to assess credit risk on its portfolio of existing and new clients ? Risk assessment encompasses various elements: how likely is it that a client will not be able to comply with the contractual requirements of his loan ? What will be the client’s outstanding balance in this situation ? What loss is the bank expected to suffer if a client is no longer able to repay a loan ? As a member of the RISK ERA Models team, you will join a team of experts whose goal is to answer these questions through the development of statistical or expert models.

By analysing historical data, working together with the business lines, IT department, the modelling experts at BNP Paribas group and taking into account the remarks of supervisor representatives, the team creates tools that help the bank calculate the capital requirements for its credit exposure, the risk component of the credit price or that contribute to the approval process of a new credit.

RESPONSIBILITIES
Your personal tasks will be:

• Designing and developing models for credit risk on the scope mainly of companies
• Finding, managing and using the most appropriate data sources for modelling purposes
• Working with expert colleagues and business representatives to examine the results and keep models grounded in reality
• Documenting each step of the development and informing decision makers by presenting them options and results
• Ensuring correct implementation of the tools (together with the IT department)
• Continuously assessing models by means of back-testing
• Answering specific, external requests regarding statistics related to credit risk assessment
• Following-up evolutions in the regulation and in credit risk modelling best-practices

REQUIREMENTS

Studies
Master degree or higher in Mathematics, Physics, Economy or Econometrics, Trade or Civil Engineering, Statistics, Computer science or a similar background where analytics and figures prevail

Experience
The position is open to candidates with experience in the field of credit risk and regulation as well as candidates with limited experience

Languages
You express yourself perfectly in English, in particular in the writing form. You ideally speak Dutch or French
 
SKILLS

Technical
You have at least basic programming skills, particularly using some high level / statistical language (having worked with SAS or Python is a plus). It is considered an asset if you have some experience with Big Data technologies, ratings & scorings use across the bank or credit products
 
Transversal & Behavioural
 You are able to manage long-term deadlines and plan your work accordingly. You are creative, you pay attention to details and you are able to work easily with both technical and business oriented people

BENEFITS

• 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.

Diversity and inclusion commitment
BNP Paribas Group in Spain is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.