Ready to analyse credit‑risk model performance for global securitisation deals?
Want to shape data‑driven insights that guide CIB capital‑markets decisions?
Looking for a role that blends quantitative research, regulatory compliance and climate‑risk analysis?
WHO WE ARE
We are the Model Performance -- Methods team in the ReMInD pillar of MS4U, delivering end‑to‑end modelling for BNP Paribas. Based in Madrid, we collaborate with colleagues in Paris, Merignac, Nantes and Lisbon, forming a 30‑member international community.
MISSION
As a Model Performance Analyst, you will produce quantitative analyses of PD and LGD models for securitisation due‑diligence, including migration matrices and default‑rate evolution. Your work will help CIB colleagues and investors understand BNP Paribas' credit‑risk profile and answer their queries. You will also enhance Power BI tools, streamline control plans and contribute to climate‑risk assessments on credit models.
WHAT YOU'LL DO
- 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 to assess model quality.
- Explain model outcomes and scope to investors and CIB, delivering custom analyses as required.
- Enhance the Power BI reporting tool, increase automation, streamline control plans and support climate‑risk impact assessments.

WHAT YOU'LL BRING
- Master's degree in Mathematics, Statistics or a related quantitative discipline.
- Minimum 2 years experience in 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 visualisation.
- Advanced English communication skills; fluent in speaking and writing.

OUR PERKS
- Integral training programmes and clear career‑development pathways.
- Active Diversity & Inclusion c

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