Quantitative Support Role - Finance & Strategy

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.