Risk Simulation Engineer H/F
Ready to shape regulatory simulation engines for a global bank?
Want to turn complex risk calculations into scalable Python solutions?
Looking for a role that blends tech, finance and inclusive culture?
ABOUT BNP PARIBAS
We are BNP Paribas, Europe’s leading international bank with 178 000 professionals across 64 countries. Our Corporate & Institutional Banking division supports corporations and institutions with financing, advisory, capital‑markets and risk solutions. Leveraging a strong presence in Europe, the Americas and Asia‑Pacific, we help clients achieve their projects through innovative, responsible banking.
WHO WE ARE
RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks.
RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group’s Risk Appetite and its strategy.
RISK Iberian Hub Madrid is a transversal platform servicing the RISK Function by covering added-value activities around credit risk, market risk, operational risk and data protection. Offering a wide range of services to RISK teams, from consulting to cyber security going through data analysis, modelling or artificial intelligence.
MISSION
As a Simulation Engineer, you will drive the evolution and industrialization of our regulatory simulation engines. You will translate regulatory requirements into scalable Python services, ensure traceability and reproducibility, and embed CI/CD practices to enable robust, cross‑risk execution. Your work directly supports model‑portfolio transformations and enhances the bank’s ability to meet capital‑requirements efficiently.
️ WHAT YOU’LL DO
- Design and develop Python‑based simulation services and reusable analytical components.
- Translate regulatory and business needs into scalable simulation methodologies and technical implementations.
- Maintain and enhance simulation traceability, lineage and reproducibility across environments.
- Implement testing, CI/CD pipelines and orchestration for industrial deployment.
- Collaborate with IT/platform teams to integrate simulation engines with production calculation ecosystems.
- Support collateral/guarantee simulation mechanisms and result reconciliation.
WHAT YOU’LL BRING
- Master’s degree in Computer/Data Engineering, Risk or Finance.
- Minimum 4 years of experience in data/ML engineering, software development for credit‑risk or regulatory models.
- Strong Python development skills in analytical or simulation contexts.
- Proficiency with version control, testing, documentation and code‑review practices.
- Good understanding of data pipelines, APIs and scalable execution environments (plus).
- Excellent English communication and ability to work with technical, analytical and regulatory stakeholders.
OUR PERKS
- Comprehensive training programs and clear career paths with international mobility.
- Active Diversity, equality and inclusion BNP Paribas committee and employee communities.
- Corporate volunteering program (1 Million Hours 2 Help) enabling paid volunteer time.
- Flexible compensation and hybrid work model (50 % remote).
- 31 vacation days and generous leave policies.
Diversity and inclusion commitment
BNP Paribas Group in Spain 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 the society we live in, while keeping with the image of our clients.