Experteer Overview
As a Model Performance Analyst at BNP Paribas in Madrid, you will deliver quantitative analyses of PD and LGD models for securitisation due-diligence, supporting risk insights for CIB stakeholders and investors. You will enhance Power BI reporting, streamline control plans, and contribute to climate-risk assessments on credit models. You’ll operate in a global, cross-site team focused on robust model performance and governance. This is a hands-on role with tangible impact on risk view and data-driven decision making.

Compensaciones / Incentivos
• Produce quantitative analyses of PD and LGD models for securitisation due-diligence, including migration matrices and default-rate evolution
• Compute and validate model-performance indicators, comparing ex-ante and ex-post results
• Explain model outcomes to investors and CIB with tailored analyses
• Enhance Power BI reporting tool, increase automation,



streamline control plans and support climate-risk assessments

Responsabilidades
• Master's degree in Mathematics, Statistics or related quantitative discipline
• Minimum 2 years of credit-risk analysis, data analysis, or statistical modelling
• Strong knowledge of credit-risk concepts and model performance metrics
• Proficiency in Python, SAS and Power BI for data manipulation and visualization
• Advanced English communication skills (spoken and written)

Requisitos principales
• Global training programmes
• Diversity u0026 Inclusion committees
• Paid volunteer time (1 Million Hours 2 Help)
• Flexible compensation and hybrid remote work
• 32 vacation days
• International mobility opportunities

📌 Credit Risk model analyst (Madrid)
🏢 BNP Paribas
📍 Madrid