Data Analyst - RISK BCEF

Descrição do trabalho

• About the job
• Within the RISK Portugal Hub of CPBS (Commercial, Personal Banking & Services), you will join the RISK BCEF Reporting team. As a RISK Reporting Data Analyst, you will be responsible for producing BCEF’s RWA (Risk-Weighted Assets) for both monthly and quarterly closings, in cooperation with the RISK BCEF Reporting teams in Paris, BCEF Finance, and Credit Risk Regulatory (CRR) teams in Lisbon. You will also contribute to the production of credit risk reporting and indicators to address increasing regulatory demands and the development of Retail and Corporate securitizations within BCEF
• You will be working on various current credit risk and regulatory issues at the heart of banking within the largest entity of CPBS. You will gain a strong understanding of RWA calculations as well as the construction and analysis of key indicators for managing bank’s credit risk. In general, you will develop expertise in credit risk management, banking regulation (CRR3, EBA Guidelines – LOM, NPE-FBE, etc.), and the data challenges within BCEF and RISK BCEF

• Your Main Activities Are
• During monthly and quarterly financial closings
• Production of controls (accounting base, risk parameters EAD/PD/LGD, EL/ELBE shortfall) to critically assess the elements used in capital calculation
• Identification of potential anomalies during the capital run and making necessary corrections
• Production of dashboards to explain RWA amounts and their variations
• Analysis and explanation of results from both an internal and standard approach (following the implementation of Basel 4 in January 2025), including the preparation of presentation materials
• Post-financial closings, you will lead work to optimize BCEF’s RWA
• Analyze and track the impact of compensations (RISK/Finance discrepancies) to reduce them in collaboration with the Finance teams in Madrid
• Analyze risk parameters (freshness of ratings and RTS36 impacts, limiting risk parameters for defaulted items or those subject to management rules)
• Contribute to improving the quality of data used (e.g., analyzing collateral, tracking remediation actions on data quality controls (Defensive and RDI controls), participating in the Data Quality Committee (COMET))
• Finally, you will also contribute to the production of risk reporting and indicators
• Produce and analyze credit risk indicators for recharges or new securitization vehicles to meet internal and regulatory requirements (including the future SLA between RISK BCEF and ALMT)
• Produce regular regulatory reports (e.g., Short Term Exercise, Loan Tape CRE) or ad-hoc reports (e.g., BCE requests) in cooperation with the Paris reporting teams

• Profile and Skills to Success
• Bachelor Degree in Information Technology / Computer Science / Mathematics / Statistics or related
• At least 5 years of experience in Data Analytics or similar
• Advanced level of English, both written and oral
• Knowledge in
• Tableau
• Power BI
• SQL
• Ability to deliver / results driven
• Ability to manage a project
• Ability to synthetise / simplify
• Analytical ability
• Communication skills, both written and oral

#LI-Hybrid

Why joining BNP Paribas?

· Leading banking institution

BNP Paribas is the European Union’s leading bank, and key player in international banking. It operates in 63 countries and has nearly 183.000 employees, including more than 146.000 in Europe.

· Our presence in Portugal

In Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 excellence centres providing value-added services to various countries where the BNP Paribas Group also operates.

· 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 of the Group’s retail activities and specialised business lines;
• Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
• Corporate & Institutional Banking division that 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 d