Senior Data Scientist Credit Modelling, hibrido

Jordan martorell s.l.; Madrid; Híbrido; COP 205.695.000 - 274.261.000; Jornada completa

Descripción de la vacante

A leading international bank is looking for a Senior Data Scientist in Credit Modelling to design and develop statistical models that assess credit risk. You will utilize your expertise to collaborate with experts and stakeholders, manage data sources, and document methodologies. The ideal candidate has at least 5 years of experience in credit risk modelling, a Master's degree in a relevant field, and strong SAS programming skills. This role offers a hybrid working model with extensive benefits.

Servicios

Training programs

Career development plans

Diversity and Inclusion Committee

Corporate volunteering opportunities

Flexible compensation plan

32 vacation days

Formación

• At least 5 years of experience in credit risk modelling (PD/LGD/LGDD/CCF).
• Fluent in English, ideally also fluent in French.

Responsabilidades

• Design and develop models for credit risk analysis.
• Manage appropriate data sources for modelling.
• Collaborate with experts and stakeholders on model results.
• Document development processes and present results.
• Ensure tools are correctly implemented with IT support.
• Perform continuous assessment of models using back-testing.
• Respond to external statistical inquiries regarding credit risk.
• Stay updated on regulations and best practices in credit risk modelling.

Conocimientos

SAS programming skills

Big Data technologies

credit products knowledge

creative problem-solving

attention to detail

Educación

Master's degree or higher in Mathematics, Economy, Econometrics, or Statistics

Descripción del empleo

Senior Data Scientist Credit Modelling

BNP Paribas Group is the top bank in the European Union and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain, we are more than 5,100 employees within 13 business lines.

RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of the Group, which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks.

RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group's Risk Appetite and its strategy.

RISK Iberian Hub Madrid is a transversal platform servicing the RISK Function by covering added-value activities around credit risk, market risk, operational risk, and data protection. Offering a wide range of services to RISK teams, from consulting to cyber security going through data analysis, modelling, or artificial intelligence.

ABOUT THE JOB

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 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 analyzing 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

• 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's degree or higher in Mathematics, Economy, or Econometrics, Statistics, or a similar background where analytics and figures prevail
• Experience: Work experience of at least 5 years in credit risk modelling (PD/LGD/LGDD/CCF)
• Languages: You express yourself perfectly in English, in particular in the writing form. You ideally speak French fluently

SKILLS

• Technical: You have strong SAS programming skills. It is considered an asset if you have some experience with Big Data technologies, ratings scorings use across the bank, or credit products
• Transversal Behavioral: 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
• 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%)
• 32 vacation days

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.