23 sep
|
BNP Paribas
|
Madrid
23 sep
BNP Paribas
Madrid
Experteer Overview
As a Simulation Engineer, you will advance BNP Paribas’ regulatory simulation engines by turning regulatory requirements into scalable Python services. You’ll ensure traceability, reproducibility, and CI/CD readiness, enabling robust cross-risk calculations. You work with cross-functional teams to integrate engines into production contexts and support model portfolio transformations. This is a hands-on role at the intersection of tech, finance, and risk, offering meaningful impact in capital adequacy and regulatory compliance.
Compensaciones / Incentivos
• Design and develop Python-based simulation services and reusable analytical components
• Translate regulatory and business needs into scalable simulation methodologies and 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
Responsabilidades
• 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
Requisitos principales
• Comprehensive training programs
• International mobility
• Active diversity and inclusion initiatives
• Corporate volunteering program (1 Million Hours 2 Help)
• Flexible compensation and hybrid work model (50% remote)
• 31 vacation days and generous leave policies
📌 Risk Simulation Engineer H/F (Madrid)
🏢 BNP Paribas
📍 Madrid