Data Engineer - Stress Testing

ABOUT THE JOB

The Stress Testing Data Analytics (STDA) team belongs to the Produce Pillar of MS4U department. The MS4U department focuses on several key missions: developing models (pillar 1 and pillar 2), conducting backtestings and simulation activities, producing regulatory stress testing exercises (EBA, ECB), supporting ICAAP and budget exercises, generating IFRS9 ECL reports, preparing regulatory reporting (including climate risk, NPL, benchmarking RWA/IFRS9), and performing local stress tests.

The STDA team consists of data engineers and project managers working within the scope of credit risk and securitization. STDA collects, analyzes, reconciles, and builds databases to ensure the success of these exercises.

The team works in a Big Data environment.Dataiku V14 streamlines collaborative development (in SQL, Pyspark) by allowing multiple team members to design, test, and deploy data workflows, while Power BI enables sharing actionable insights across departments.

The team works in partnership with the IT department on the platform.



They support the team on a daily-basis and help with back-end big data engineering support and maintenance.

In this role, you will join the team dedicated to credit risk. Your primary responsibility will be to handle big data, perform data quality assessments, analyze risk parameters across multiple dimensions, report relevant insights based on data analysis and prepare the databases used for the projection of credit risk parameters.

YOUR MAIN ACTIVITIES ARE
- Perform data collection and build/maintain reliable data transformation pipelines
- Work on data ingestion, data quality, data preparation, data cleaning and data analysis
- Automate, optimize and document the data preparation processes
- Develop dynamic Dashboards to report on the most relevant and frequent business topics
- Work closely with data providers and clients to get technical and business requirements
- Specific contributions t

📌 Data Engineer (España)
🏢 BNP Paribas
📍 España