Junior Model Risk Quantitative Analyst - Independent Review & Control

BNP Paribas

Banche

Madrid - Spanien

Specialista

Ibrido

Experteer Overview

In this role you safeguard the integrity of market, counter‑party and valuation risk models at BNP Paribas. You will perform independent reviews and assess model limitations to ensure alignment with regulatory standards. You’ll develop quantitative scripts to compare model alternatives and support validation, collaborating with developers and stakeholders across the business. This opportunity let you influence risk governance on a global scale while staying at the forefront of regression, pricing and risk modelling methodologies.

Retribuzione / Benefits

Dynamic international environment
Training programmes
Diverse and inclusive community
Corporate volunteering programme (1 Million Hours 2 Help)
Flexible compensation and hybrid work model
32 vacation days

Responsabilità

Conduct independent reviews of market, counter‑party and valuation risk models, evaluating conceptual soundness and limitations
Analyse model outputs against regulatory requirements (FRTB, SA‑CCR) and internal policies, documenting findings
Develop and run quantitative scripts (Python, C++, R) to compare model alternatives and support validation
Liaise with model developers, validation managers and business owners to gather data, clarify assumptions and present results

Requisiti fondamentali

2-12 years of quantitative experience
MSc or PhD in financial mathematics or a related field
Advanced knowledge of capital markets, product liquidity and collateral conventions
Strong understanding of stochastic processes, derivatives pricing and market‑risk modelling techniques
In‑depth familiarity with regulatory frameworks (FRTB, SA‑CCR) and internal model‑risk policies
Proficiency in C++, C#, Python, R or Matlab for rapid model assessment
Experience with model validation and model‑risk‑management processes
Curiosity to stay abreast of new developments and drive continuous learning
Ability to build relationships, challenge methodologies and propose alternatives
Results‑orientated, persuasive, autonomous and a genuine team player

Relationship building Curiosity and continuous learning Team-oriented and collaborative Python C++R

Descrizione della posizione

In this role you safeguard the integrity of market, counter‑party and valuation risk models at BNP Paribas. You will perform independent rev…

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