Risk Officer Credit Modelling - h/f/x - [Enabler]
BNP Paribas Real Estate
Brussels, Belgium
2 dagen geleden

Risk Officer Credit Modelling

Willing to push the boundaries with us for a more sustainable world?

How can the Bank leverage data to assess credit risk on its portfolio of existing and new clients ?

Risk assessment encompasses various elements : how likely is it that a client will not be able to comply with the contractual requirements of his loan ?

What will be the client’s outstanding balance in this situation ? What loss is the bank expected to suffer if a client is no longer able to repay a loan ?

As a member of the RISK ERA Models team (Credit Modelling Medium Default Portfolios), you’ll join a team of experts whose goal is to answer these question through the development of statistical or expert models.

By analyzing historical data, working together with the business lines, IT department, the modelling experts at BNP Paribas group and taking into account the remarks of supervisor representatives, the team creates tools that help the bank calculate the capital requirements for its credit exposure, the risk component of the credit price or that contribute to the approval process of a new credit.

Your future job

Your personal tasks will be :

  • Designing and developing models for credit risk on the scope mainly of companies (so-called medium default portfolios)
  • Finding, managing and using the most appropriate data sources for modelling purposes
  • Working with expert colleagues and business representatives to examine the results and keep models grounded in reality
  • Documenting each step of the development and informing decision makers by presenting them options and results
  • Ensuring correct implementation of the tools (together with the IT department)
  • Continuously assessing models by means of back-testing
  • Answering specific, external requests regarding statistics related to credit risk assessment
  • Following-up evolutions in the regulation and in credit risk modelling best-practices
  • Highlight your strengths

  • Master degree or higher in Mathematics, Physics, Economy or Econometrics, Trade or Civil Engineering, Statistics, Computer science or a similar background where analytics and figures prevail.
  • You express yourself perfectly in English, in particular in the writing form. You speak Dutch or French fluently and have at least a basic knowledge of the other national tongue.
  • You have at least basic programming skills, particularly using some high level / statistical language (having worked with SAS, R or Python is a plus).
  • You are able to manage long-term deadlines and plan your work accordingly.
  • It is considered an asset if you have some experience with Big Data technologies, ratings & scorings use across the bank or credit products.
  • You are creative, you pay attention to details and you are able to work easily with both technical and business oriented people.
  • Your future workplace

    By choosing us, you get

  • Excellent opportunities to develop, personally and professionally, and spread your wings.
  • A permanent contract and an
  • A position in a responsible, socially engaged organisation where diversity and inclusion are the standard.
  • In a changing world, diversity and inclusion are core values for team well-being and performance. At BNP Paribas Fortis, we want to welcome and retain all talents, regardless of gender, age, origin or sexual orientation, and irrespective of whether or not they are living with a disability, as each of them have their own experience and identity.

    Together, let's build the bank of tomorrow : innovative, responsible and sustainable. All of our full-time vacancies are also open to candidates wishing to work 80% or 90%.

    Choose BNP Paribas Fortis now and apply here.

    We will make our first selections on the basis of your CV and letter of motivation. Are you the candidate we’re looking for?

    Then you’re sure to hear from us. Good luck!

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