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Ready to design credit risk models for a leading global bank? Join BNP Paribas in Madrid and shape Europe’s credit risk strategy.
Blend data science, regulation, and innovation as a Credit Risk Quant Analyst – model, simulate, and train across the BNP Paribas Group.
✋ Ready to design credit risk models and work for strategic projects for a global bank? Want to influence BNP Paribas’ credit risk strategy across Europe and beyond? Looking for a collaborative role that blends data science, regulation and innovation?
INDEX
1️⃣ Who we are
2️⃣ Mission
3️⃣ What you’ll do
4️⃣ What you’ll bring
5️⃣ Our perks
6️⃣ About BNP Paribas
WHO WE ARE
We are the RISK Quant Force (RQF), a transversal team of more than 20 quantitative experts supporting BNP Paribas’ risk management. Based in Madrid, Bourdeaux and Warsaw, the team is composed of quantitative experts and data scientists which contribute to the quantitative activity of the BNP Paribas Group Risk management teams.
MISSION
As a Credit quantitative analyst you will contribute to modeling, simulations, calibration or performance analysis of models (probability of default, loss given default, forward‑looking,…) for the BNP Paribas Group RISK quantitative teams. Your work will support regulatory dialogues, quantify supervisory impacts and provide training for system users. Your will integrate your internal client team during the mission while having benefit from interactions with the other experts in the RQF and integrating a community of 800 « Quant » in the risk management teams of the Group.
WHAT YOU’LL DO
- Develop and validate statistical models for PD, LGD and forward‑looking credit risk.
- Integrate ESG variables, including climate transition risk, into existing credit risk frameworks.
- Design and run large‑scale simulations, measuring conservatism, stability and performance of models.
- Code, test and deploy methodologies in internal systems, delivering training and support to users.
WHAT YOU’LL BRING
- University degree in Computer Science, Economics, Mathematics or related field; Master’s preferred.
- 3+ years quantitative analysis experience in Credit risk, with solid IFRS9 and CRR knowledge.
- Advanced English; able to participate in meetings and produce technical documentation.
- Proficient in Python, PySpark, SQL, Tableau, Dataiku; basic SAS is a plus.
OUR PERKS
- Global training programmes and clear career‑development pathways.
- Active Diversity & Inclusion committees and employee networks (PRIDE, We Generations, MixCity).
- Corporate volunteering initiative (1 Million Hours 2 Help) with paid volunteer time.
- Flexible compensation and hybrid remote work (up to 50 % remote).
- 32 vacation days and international mobility opportunities.
- Learn more about our inclusive culture: Diversity, equality and inclusion BNP Paribas .
ABOUT BNP PARIBAS
We are BNP Paribas, a leading European bank operating in 64 countries with more than 178,000 professionals. Our three pillars – Domestic Markets, International Financial Services and Corporate & Institutional Banking – serve individuals, SMEs and corporations worldwide. We combine strong risk governance with innovative solutions, helping clients achieve strategic goals while promoting sustainability and diversity.
APPLY NOW!