Do you thrive on reviewing complex risk models that shape integral banking decisions? Are you eager to impact BNP Paribas’ risk appetite through robust model governance? ? Looking for a collaborative, inclusive environment that supports continuous growth? INDEX 1️⃣ Who we are 2️⃣ Mission 3️⃣ What you’ll do 4️⃣ What you’ll bring 5️⃣ Our perks 6️⃣ About BNP Paribas WHO WE ARE We are RISK, BNP Paribas’ independent second‑line defence covering credit, market, funding, operational and ESG risks. Our global function operates on five continents, partnering with businesses to keep risk‑taking aligned with the Group’s appetite and strategy. The RISK Independent Review & Control team delivers model‑risk oversight, independent reviews and advisory services worldwide. MISSION As a Model Risk and Model Validation Analyst,



you will safeguard the integrity of market, counter‑party and valuation risk models. You will conduct independent reviews, assess model limitations, and advise senior stakeholders, ensuring compliance with standards such as FRTB and SA‑CCR while enabling better decision‑making. WHAT YOU’LL DO

- Conduct independent reviews of market, counter‑party and valuation risk models, evaluating conceptual soundness and limitations.
- Analyse model outputs against regulatory requirements (FRTB, SA‑CCR) and internal policies, documenting findings.
- Develop and run quantitative scripts (Python,]]>

📌 Model Risk Quantitative Analyst - Independent Review & Control (Madrid)
🏢 BNP PARIBAS España
📍 Madrid