full-time
Senior Model Risk Quantitative Analyst – Independent Review & Control
BNP Paribas
- Employer
- BNP Paribas
- Location
- Madrid
- Working pattern
- hybrid
About the role
Conduct independent reviews of market, counterparty, and valuation risk models, assessing their soundness, limitations, and alignment with regulatory standards and internal policies. Develop quantitative tools to compare model alternatives, collaborate with relevant teams, and communicate findings and risk implications to senior stakeholders. Requires 5–15 years of quantitative experience and an MSc or PhD in financial mathematics or a related field. Candidates should have strong expertise in stochastic processes, derivatives pricing, and risk modelling, advanced capital-markets knowledge, and proficiency in Python, C++, R, or MATLAB.