Experteer Overview As a Model Risk Quantitative Analyst, you strengthen the group’s model risk framework for market, counterparty, and valuation risk. You perform independent model reviews, assess limitations, and advise senior stakeholders on risk implications to support regulatory compliance and informed decision‑making. You collaborate with model developers and validation teams to ensure robust methodologies in line with FRTB and SA‑CCR. You will build quantitative tools and present findings to senior leadership, contributing to a risk‑aware culture across BNP Paribas’ Iberian and global teams.Compensaciones / Beneficios
- Perform independent reviews of market, counterparty and valuation risk models, evaluating soundness and limits
- Analyse model outputs against regulatory standards (FRTB, SA‑CCR) and internal policies
- Collaborate with model developers, validation managers and business owners to gather data and clarify assumptions
- Build quantitative tools (Python, C++) to compare model alternatives and present findings to senior stakeholdersResponsabilidades
- 5–15 years of quantitative experience
- MSc in financial mathematics (PhD is a plus)
- Strong expertise in stochastic processes, derivatives pricing and market/counterparty risk modelling
- Advanced knowledge of capital markets, product liquidity, pricing models and collateral agreements
- Proficiency in Python, C++, R or Matlab for rapid model analysis
- Ability to challenge methodologies, influence stakeholders and deliver high‑quality resultsRequisitos principales
- Training programmes
- Internal mobility across Europe and globally
- Corporate volunteering (1 Million Hours 2 Help)
- Flexible compensation
- Hybrid work model (50% remote)
- 32 vacation days