BNP Paribas - Quantitative Support Role - Finance & Strategy

Job location: [{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Mumbai","addressCountry":"IN"}},{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Navi Mumbai","addressCountry":"IN"}}] Work arrangement: Employment type: FULL_TIME Salary: "" Experience requirements: {"monthsOfExperience":60,"educational":{"credentialCategory":"bachelor degree"}} Education requirements: "" Job Description: Finance & Strategy Quants Support: Capital Stress Testing: - Support BNPP in executing the Capital Stress Testing program including co-ordination with various stakeholders, organizing meetings, drafting minutes and follow up items, producing business meeting decks, contribute to Capital Plan Narrative and Governance artifacts. - Support designing and executing various first line of defense controls. Quant Modeling Team: - Support BNPP in its efforts to assist with the model development, deployment, and validation of statistical and financial models. - Develop and enhance preliminary models and approaches (in partnership with LOBs and functional areas as applicable) to support stress testing. - Support quantitative modeling team in data gathering, data analysis and data management during stress test runs. - Performing stress testing, back testing, sensitivity analysis, scenario analysis, etc. - Collaborate with key stakeholders to conduct analysis on various topics and help develop potential solutions and/or approaches. - Assist in the preparation of regulatory document submissions and interact with regulatory bodies as needed. - Prepare model documentation and validation reports as needed. - Support efforts in the development of new models, analytic processes or system approaches. - Support business and committee meeting deck preparations. - Support forecasting business results. - Support business analytics and deep dive projects.