BNP Paribas Personal Finance

BNP Paribas Personal Finance SA provides personal finance products in France and rest of Europe. It offers loans, including personal loans for renovations, car, leisure, furniture, computer equipment, travel, etc.; revolving credit; loan consolidation solutions; real estate credit; payment facilities/short-term credit; in-store credit; retail credit card; and car leasing services. It serves retailers, carmakers and dealers, Web merchants, and various financial institutions. The company is based in Paris, France. BNP Paribas Personal Finance SA is a subsidiary of BNP Paribas SA.

BNP Paribas Personal Finance Frankfurt am Main, Germany
Full time
BNP Paribas is a global bank with four domestic markets in Europe: Belgium, France, Italy and Luxembourg. It is represented by 190,000 employees in 75 countries worldwide. The BNP Paribas Group has been active in Germany since 1947 and has successfully positioned itself on the market with twelve companies. Private customers, companies and institutions are looked after by roughly 5,000 employees at 19 locations all over the country. The wide-ranging products and services offered by BNP Paribas are almost identical to that of a universal bank.  The key mandates of BNP Paribas ALM Treasury are the prudential and value-creating management of market risk exposures and the support of the various German businesses in their development plans through appropriate funding conditions.  For the ALM Treasury Coverage and Analytics team in Frankfurt, we are currently looking for an ALM Treasury Data Scientist (m/f)  Responsibilities   Within local ALMT, and in strong coordination with Group ALMT Data Science and Quantitative Finance team, be the main referent for all ALM Treasury modelling activities covering German and Austrian business lines:  Analyse contractual and legal documentation to identify modelling requirements Contribute to the permanent dialog with the business lines to support new products initiatives by giving interest rate and liquidity risk oriented input Back-test and update existing models Conceive new statistical and machine learning models taking into account the changes in the economic and financial environment Measure the performances of the models and the impacts of the models on ALMT metrics Document the models Guarantee the consistency of applied modelling methods with Group standards Contribute to the prioritization and planning of model reviews Discuss models back testing and update with Risks and contribute to the MARCO Contribute to the presentation of model updates to the business lines and to the ALCO Assist the team’s analysts in the implementation of models update in interest rate and liquidity metrics Take part in Group ALMT modellers’ community events (workshop, seminars…) Test new modelling tools, machine learning algorithms, R and Python packages Present research articles on the field of data science to the team     Requirements    Actuary degree (Versicherungsmathematiker), Master degree with major in Statistics, or similar qualification Very good knowledge of statistics and machine learning Good knowledge of financial products Very good knowledge of statistical modelling tools (SAS, R, Python) Strong analytical mind-set Autonomous and committed working style Solution-oriented problem-solving skills Ability to communicate concisely on complex topics Fluent in English, excellent command of read German Do you recognize yourself in this profile and are you looking for an exciting challenge in an international environment? We are looking forward to receiving your application! Apply