Credit Risk Quantitative Analyst

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Employment contract:

Fixed Term Contract

Location:

Warsaw, Masovian Voivodeship, Poland

Job/mission:

RISK

Reference:

48315317

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Description:

As a Credit Quantitative Analyst you will contribute to modeling, simulations, calibration or performance analysis of models for the BNP Paribas Group RISK quantitative teams.

You will be part of the highly skilled global team spread between three localizations: Bordeaux, Madrid, and newly created Warsaw. You will also operate in immersion in your internal client environment on specific strategic projects or in the context of temporary peak of activity in the client business as usual.

You will benefit from interactions with the other experts in the Risk Quant Force team which integrates a community of 800 « Quant » in the risk management teams of the Group.

 

Credit Risk Quantitative Analyst

Responsibilities:

  • Develop statistical methodologies, create robust estimations and produce the simulations on credit risk;
  • Contribute to the integration of ESG risks (e.g. climate transition risk, fairness of the models);
  • Develop and test codes for methodology implementation in the internal systems;
  • Contribute to interactions with supervisors of the banking sector by bringing insights and expertise in terms of the polish market perspective;
  • Cooperate on a daily basis with team members and clients spread across the BNP Paribas Group.

 

Requirements:

  • Min. 3 years of quantitative analysis experience;
  • Credit risk related knowledge;
  • Fluency in English (min. B2 level with ability to read and write technical documentation);
  • Python plus advanced knowledge in SAS
  • PySpark, Data Management, Data Viz (SQL, Tableau, Dataiku) – will be an advantage;
  • Knowledge of IFRS9 standard – will be an advantage.

What we offer:

  • Hybrid work mode, 60% working from home within a month
  • Equivalent for remote work expenses (120 PLN per month)
  • Stable employment in the international company
  • Fully paid private medical care for employee
  • Pre-paid lunch card
  • Employee Pension Plan
  • Co-financed Multisport Card
  • MyBenefit Cafeteria Platform
  • Life insurance
  • Car parking availability in the office building
  • Trainings and development opportunities