ALM Treasury Data Scientist (m/f) - Bnp Paribas - Frankfurt - Wizbii

ALM Treasury Data Scientist (m/f)

  • Durch Bnp Paribas
  • Unbefristeter vertrag
  • Frankfurt (Germany)
  • Mathematik / Statistik

Job description

BNP Paribas is a global bank with four domestic markets in Europe: Belgium, France, Italy and Luxembourg. It is represented by 190,000 employees in 75 countries worldwide. The BNP Paribas Group has been active in Germany since 1947 and has successfully positioned itself on the market with twelve companies. Private customers, companies and institutions are looked after by roughly 5,000 employees at 19 locations all over the country. The wide-ranging products and services offered by BNP Paribas are almost identical to that of a universal bank.

The key mandates of BNP Paribas ALM Treasury are the prudential and value-creating management of market risk exposures and the support of the various German businesses in their development plans through appropriate funding conditions.

For the ALM Treasury Coverage and Analytics team in Frankfurt, we are currently looking for an

ALM Treasury Data Scientist (m/f)

Responsibilities

Within local ALMT, and in strong coordination with Group ALMT Data Science and Quantitative Finance team, be the main referent for all ALM Treasury modelling activities covering German and Austrian business lines:

· Analyse contractual and legal documentation to identify modelling requirements
· Contribute to the permanent dialog with the business lines to support new products initiatives by giving interest rate and liquidity risk oriented input
· Back-test and update existing models
· Conceive new statistical and machine learning models taking into account the changes in the economic and financial environment
· Measure the performances of the models and the impacts of the models on ALMT metrics
· Document the models
· Guarantee the consistency of applied modelling methods with Group standards
· Contribute to the prioritization and planning of model reviews
· Discuss models back testing and update with Risks and contribute to the MARCO
· Contribute to the presentation of model updates to the business lines and to the ALCO
· Assist the team's analysts in the implementation of models update in interest rate and liquidity metrics
· Take part in Group ALMT modellers' community events (workshop, seminars…)
· Test new modelling tools, machine learning algorithms, R and Python packages
· Present research articles on the field of data science to the team


Requirements

· Actuary degree (Versicherungsmathematiker), Master degree with major in Statistics, or similar qualification
· Very good knowledge of statistics and machine learning
· Good knowledge of financial products
· Very good knowledge of statistical modelling tools (SAS, R, Python)
· Strong analytical mind-set
· Autonomous and committed working style
· Solution-oriented problem-solving skills
· Ability to communicate concisely on complex topics
· Fluent in English, excellent command of read German

Do you recognize yourself in this profile and are you looking for an exciting challenge in an international environment? We are looking forward to receiving your application!
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About Bnp Paribas

Acteur majeur de BNP Paribas la Banque de Détail en France (BDDF) place la satisfaction client et la capacité d'innovation au cœur de son modèle commercial. Son dispositif commercial se compose d'Agences dédiées aux particuliers et entrepreneurs de Centres de Banque Privée de Centres d'Affaires Entreprises d'une Banque en Ligne et de Centres spécialisés en charge du Traitement des Opérations. Le réseau d'agences accompagne ses clients particuliers et professionnels dans leurs projets que ce soit en termes de banque au quotidien ou de projets plus complexes avec pour objectif de chaque instant leur pleine satisfaction.   Nous rejoindre c'est partager notre volonté de servir nos clients Vous suivrez une formation bac+5 et souhaitez travailler en conseil financier auprès d'une clientèle avertie ?  Dans le cadre d'une convention de stage de fin d'études nous vous préparons à devenir Conseiller Patrimonial   Le Conseiller Patrimonial est responsable de la gestion et du développement d'un portefeuille de clients particuliers et/ou professionnels. Il est l'interlocuteur privilégié en charge de leurs intérêts financiers juridiques et fiscaux.

1607 vacancies open at Bnp Paribas

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