Advanced Analytics Analyst

ADVANCED ANALYTICS ANALYST - MODELER (JOB NUMBER: RISK-090522-001-MCB)

**MISSION AND OBJECTIVES**

Overall RISK Mission Statements:

- To advise the Bank’s Management on risk appetite definition.
- To contribute as an objective “second pair of eyes” that risks taken on by the Bank align with its policies.
- To report and alert Bank Management of the status of risks to which the Bank is exposed.
- To contribute to the development and growth of the risk culture within the Group.
- Credit and counterparty risk, market risk, funding and liquidity risk, as well as interest rate and FX risk of the Banking book, insurance risk and operational risk.
- RISK covers all Group’s activities and geographies.
- Provide a holistic view of the risk profile to the Bank’s Management and Board, by coordinating with the relevant Functions to ensure relevant risk assessment, aggregation, and reporting.

Specific RISK Model team objectives:

- Work on development of statistical and econometrics models for various risk management activities, including (but not limited to): loss forecasting and stress testing of the Bank's portfolio of loans, reserving, budgeting, account management, profitability, new loan originations and other strategic initiatives, and regulatory compliance.
- Follow the established modeling development principles to implement statistical and analytical solutions and be part of the team that develops and implements those solutions.
- Complete various tasks and pieces of the model development process in a timely manner under supervision of experienced modelers. Provide support to document analytical solutions in accordance with the Bank's latest model governance policies.
- Follow proper model monitoring and back testing processes, model change control procedures and versioning protocols.

**MAIN RESPONSIBILITIES**
- Contribute to the project aiming at enhancing the IFRS9 framework of the Group, with particular focus on the credit risk models.
- Collaborate with production analytics team to implement and test the models and to continuously enhance analytic infrastructure.
- Work effectively as a team member with other quantitative analysts at the company, as well as with external consultants.
- Keep abreast with developments in quantitative risk management and industry best practices in model validation.
- Work effectively either independently or as part of a team.
- Manage time and resources in a dynamic multi-task environment.
**TRAINING AND OCCUPATIONAL EXPERIENCE**
- Requires advanced knowledge of job area typically obtained through advanced education combined with experience.
- May have practical knowledge of project management.
- Requires 3 years minimum prior relevant experience.
- Minimum Bachelor's Degree in Quantitative field. Master’s or PhD level degree in Quantitative field is a plus.

**ESSENTIAL SPECIFIC REQUIREMENTS**
- Languages: French/English. Fluency in English is required due to the nature of the role.
- Coding: prior knowledge in PL/SQL and R languages
- Experience in data exploration, data mining, and data transformation is required.
- Experience with statistical estimation algorithms and model design is preferred.
- Knowledge of a variety of modeling techniques such as multivariate regressions and models with categorical response variables.
- Prior hands-on working experience with developing account-level and/or customer-level behavioral models a plus.
- Demonstrated strengths in problem solving, planning and organizing and initiative.
- Highly self-motivated, results oriented and capable of independent and critical thinking and problem solving.
- Strong verbal and written communications skills.

**A recruitment policy that promotes equity and diversity**:
**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.

**About BNP Paribas**
- BNP Paribas is a leading bank in Europe with an international reach. It has a presence in 73 countries, with more than 195,000 employees, including more than 148,000 in Europe. The Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporates and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, the Group has four domestic markets (Belgium, France, Italy and Luxembourg) and BNP Paribas Personal Finance is the leader in consumer lending. BNP Paribas is rolling out its integrated ret