Data Scientist - Stress-Testing Data Analytics
Lisbon (Lisboa) Studies / Statistics / Data
Job description
BNP Paribas is a leading European bank with an international reach. It has a presence in 73 countries, with more than 192,000 employees – including more than 146,000 in Europe and over 4,000 in Portugal alone.
BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
Worldwide, the Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance.
DEPARTMENT OVERVIEW
The team named STFS, for Stress Testing and Financial Synthesis, coordinates the strengthening of BNP Paribas' Stress-Testing (S/T) and planning capabilities so as to better serve Business Lines, Legal Entities and Group needs and meet supervisory requirement on these matters, and in a cost-efficient manner.
To that effect, STFS aims at building a flexible, industrialized, central utility accessible by BNP Paribas' Business Lines and Entities (B/E) for their local needs and their contribution to Group exercises. STFS offers an integrated S/T service to B/Es to support them in capitalizing on the shared framework for their local needs.
Within the STFS platform, Stress-Testing Data Analytics (STDA) is the STFS data model owner for the S/T platform, and provides STFS with the data necessary for modelling activities and S/T exercises.
· STDA develops Datamarts for Stress Testing on the RISK & Finance shared Big Data platform.
· In addition to data crushing and data analysis, STDA works jointly with IT Group on the automation of data ingestion, code processing, and data visualization processes. The team is the entry point of IT Group concerning data navigation and statistical exploration (DATAIKU) as well as data visualization (TABLEAU).
· STDA serves other STFS teams with statistical analyses based on historical data.
· STDA is in charge of the monitoring of the data quality.
ROLE AND RESPONSIBILITIES
The STDA team in Lisbon is dedicated to credit and works in a one-team manner with the STDA team based in Paris.
The team is looking for a data analyst, also the primary focus will be on the development, maintenance and testing of STDA datamarts in a Big Data environment.
Appetite for the credit data functional content and understanding of stress tests modelling team requirements are a must.
The objective is to set up Datamarts for STFS to be able to stress capital and cost of risk on the credit risk perimeter of the bank. This includes the following processes:
· Data ingestion, Data quality, Data preparation with DATAIKU DSS (Data Science Studio)
· Data visualization with TABLEAU
· Specific contributions to regulatory and internal stress testing exercises
PROFILE
To be successful in this role, the candidate should meet the following requirements:
· Junior (0-3 years experiences - willingness to consider recent graduates) with strong desire to learn
· Strong academic background, with a Master degree
· Skills: significant experience in data exploration and data preparation. Good knowledge of SQL. Experience with PYTHON programming language is a plus.
· Knowledge of Risk Management principles is a plus.
· Languages: fluent in English
· Strong interest in data management and functional content of the data
· Ability to work with tight deadlines and multidisciplinary teams
In addition, the candidate should have the following essential behavioral skills:
· Autonomy & Adaptability
· Strong curiosity
· Result oriented
· This role will expose the candidate to a wide range of professionals within the bank. Therefore, communication skills, both written and verbal, play an essential part in the day-to-day role
The candidate should be available for periodic training abroad (short term in Paris).
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, 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.
Please note that only applications submitted in English will be considered.
In case you are selected for this role, further documentation will be requested to support your hiring process.