Data Engineer – Stress Testing

ABOUT THE JOB

The Stress Testing Data Analytics (STDA) team belongs to the Produce Pillar of MS4U department. The MS4U department focuses on several key missions: developing models (pillar 1 and pillar 2), conducting backtestings and simulation activities, producing regulatory stress testing exercises (EBA, ECB), supporting ICAAP and budget exercises, generating IFRS9 ECL reports, preparing regulatory reporting (including climate risk, NPL, benchmarking RWA/IFRS9), and performing local stress tests.

The STDA team consists of data engineers and project managers working within the scope of credit risk and securitization. STDA collects, analyzes, reconciles, and builds databases to ensure the success of these exercises.

The team works in a Big Data environment. Dataiku V14 streamlines collaborative development (in SQL, Pyspark) by allowing multiple team members to design, test, and deploy data workflows, while Power BI enables sharing actionable insights across departments.

The team works in partnership with the IT department on the platform. They support the team on a daily-basis and help with back-end big data engineering support and maintenance.

In this role, you will join the team dedicated to credit risk. Your primary responsibility will be to handle big data, perform data quality assessments, analyze risk parameters across multiple dimensions, report relevant insights based on data analysis and prepare the databases used for the projection of credit risk parameters.

YOUR MAIN ACTIVITIES ARE

• Perform data collection and build/maintain reliable data transformation pipelines

• Work on data ingestion, data quality, data preparation, data cleaning and data analysis

• Automate, optimize and document the data preparation processes

• Develop dynamic Dashboards to report on the most relevant and frequent business topics

• Work closely with data providers and clients to get technical and business requirements

• Specific contributions to regulatory and internal stress testing exercises

PROFILE AND SKILLS TO SUCCESS

• Strong academic background, with a master’s degree

• Relevant experience in data related roles including analysis, engineering, visualization

• Technical Skills:

  • Significant experience in data exploration and data preparation
  • Proven record in SQL
  • Experience with Python programming language is a must

• Knowledge of Risk Management principles is a plus

• Strong interest in data management and functional content of the stress test data

• Ability to work with tight deadlines and multidisciplinary teams

• Be a team player

• Good organization to follow-up multiple topics

• Reliability and sense of precision

• Good communication skills, both written and verbal

• Languages: English

ABOUT THE TEAM

The team named MS4U, for Models & Simulations for You; which is a cross-functional platform, designed to provide integrated, end-to-end modelling and simulations capability. It unites RISK M&R (Models & Regulatory), STFS (Stress Testing & Financial Simulations), quant teams from RISK CPBS, RISK ESG (modelling), and other modelling competence centres, creating a shared, coherent, Group-wide modelling ecosystem.

By joining MS4U team, you will be part of a dynamic, talented and expert team with an international reach.

WHY JOINING BNP PARIBAS?

Leading banking institution BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe’s banking history. It has a presence in 65 countries, with around 190 000 Employees – including more than 145 000 in Europe.

International reach Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success. BNP Paribas holds key positions in its three core operating divisions:

• Retail banking, a division that brings together all the Group’s retail activities and specialized business lines;

• Investment & protection services that include specialized businesses offering a wide range of savings, investment and protection services;

• Corporate & institutional banking division offers tailored financial solutions for corporate and institutional clients.

Diversity and Inclusion commitment BNP Paribas 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 on the society we live in, while keeping with the image of our clients.

Commitment towards work/life balance At BNP Paribas we care about our employees’ well-being and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to being disconnected from work to recharge both physically and mentally. Only through this balance may we all be at our best while working.

Remote Working Conditions At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.