IRBA Models Portfolio Coordinator

BNP Paribas CIB; Madrid; Presencial; EUR 60.000 - 90.000; Jornada completa

Descripción de la vacante

A leading international bank seeks an IRBA Models Portfolio Coordinator to manage credit risk models. In this role, you will oversee model development, ensure compliance with ECB standards, and contribute to regulatory updates, supported by a team of experts. Ideal candidates have extensive experience in credit risk modeling and strong analytical skills, with opportunities for career development and a hybrid work model.

Servicios

Training and career development opportunities

Diversity and inclusion initiatives

Corporate volunteering

Flexible compensation

Hybrid work model

32 vacation days

Formación

• At least 7 years of experience in credit risk modeling.
• Fluent in English; French is a plus.

Responsabilidades

• Coordinate multi-entity model development and remediation efforts.
• Ensure modeling choices are compliant with ECB standards.
• Promote collaboration and best practices within the community.

Conocimientos

Project Management

Analytical Skills

Attention to Detail

Adaptability

Teamwork

Educación

Master’s degree in finance, risk, data science, statistics, or economics

Descripción del empleo

Join to apply for the IRBA Models Portfolio Coordinator role at BNP Paribas CIB

1 week ago Be among the first 25 applicants

Join to apply for the IRBA Models Portfolio Coordinator role at BNP Paribas CIB

GROUP BNP PARIBAS

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 HUB

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, 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 to be a partner to the businesses by contributing to their sustainable development, while also ensuring risks remain aligned with the Group’s Risk Appetite and strategy.

RISK Iberian Hub Madrid is a platform supporting the RISK Function with activities related to credit risk, market risk, operational risk, and data protection, offering services like consulting, cybersecurity, data analysis, modeling, and AI.

About The Job

MISSION

The IRBA models (credit risk) portfolio is a strategic asset, closely monitored by the ECB, requiring ongoing performance management, maintenance, and regulatory updates.

The portfolio includes PD, LGD, and exposure models across all business segments, managed by a diverse international team across Europe.

As IRBA Models Portfolio Coordinator, you will join a team of 4 and collaborate with the wider community to :

• Coordinate multi-entity model development and remediation efforts involving Business Lines Modeling Teams
• Support remediation planning based on supervisor obligations analysis
• Promote collaboration and best practices within the community
• Ensure modeling choices and submissions to the ECB are harmonized and compliant with standards
• Contribute to annual ECB stocktake exercises, advising on model change priorities

Your role is vital in facilitating ECB model approvals.

Responsibilities

Part of the RISK Models & Regulatory - Model Management team, which includes over 10 senior experts across France and Spain, focusing on model design, performance, and regulatory compliance.

RISK's broader role covers all bank risks and supports sustainable growth, recognized for excellence in the industry.

• Master’s degree in finance, risk, data science, statistics, or economics
• At least 7 years of experience in credit risk modeling, including risk parameters like PD, LGD, EAD / CCF, etc.
• Fluent in English; French is a plus due to some meetings in French

Skills

• Strong project management and analytical skills
• Ability to foster consensus and work transversally
• Attention to detail, rigor, adaptability, autonomy, and teamwork
• Training, career development, and international mobility opportunities
• Diversity and inclusion initiatives, corporate volunteering, flexible compensation, hybrid work model, 32 vacation days

Diversity and Inclusion

BNP Paribas Group in Spain is committed to equal opportunity employment, fostering diversity to enhance creativity and performance, reflecting societal diversity and client expectations.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Management and Manufacturing

J-18808-Ljbffr