Data scientist ALMT

Key Skills

Java Programming, Management, Risk Analytics, Python Programming, SQL, Apache Hadoop, Aartificial intelligence, Machine learning techniques, Data science techniques, Data Mining, Data Visualization, Algorithms, SPARK Programming, SAS, Data Analysis

Job Description

The asset and liability management (ALM)-treasury department is looking for a member for its data science team. ALM is situated in the center of the bank and the management of the liquidity and structural interest rate risk of the bank is its core responsibility. In both mandates the data science team makes important contributions through the analysis of client behavior and the translation of this behavior in financial risk models. Some examples of this are the early prepayment of credits in the drawing behavior of non-maturity deposits. The correct assessment of this kind of behavior is of crucial importance for any credit institution.

Your future job

Your challenges in this function are:

• You translate together with the rest of the team new insights in client behaviour into existing or new financial models. To accomplish this, you analyse financial data and you apply statistical/quantitative techniques, both conventional as artificial intelligence algorithms. Furthermore you will have contacts with the commercial businesses and with the data department to exchange ideas on business problems but also on the newest artificial intelligence methodologies.
• You work within the guidelines of the BNP Paribas group and you coordinate continuously with colleagues from the head office. Your well documented model proposals will be validated by the risk department and for this you will be in regular contact with them as well.
• You will have a central role within ALM-treasury as other teams within the department will rely on your expertise and insights for their recurrent work.
• Highlight your strengths

You possess as (commercial) engineer, quantitative economist or mathematician a strong analytical mindset:

• You are inquisitive and you are capable to develop a broad view on banking activities in general. Preferably you already have some experience within a department of a bank: knowledge of common financial products and financial techniques is a plus. You have a basic knowledge of econometrics and statistics.
• You communicate fluently in English. Furthermore some knowledge of French or Dutch is considered as a plus.
• You are passionate about machine learning, data mining and data visualisation techniques.
• You have some basic programming knowledge, experience with Python, SQL, SAS, Spark and Hadoop is considered a strong plus.
• You love team work and you like to realise common goals and projects.

In a changing world, diversity and inclusion are core values for team well-being and performance. At BNP Paribas Fortis, we want to welcome and retain all talents, regardless of gender, age, origin or sexual orientation, and irrespective of whether or not they are living with a disability, as each of them have their own experience and identity. Together, let's build the bank of tomorrow: innovative, responsible and sustainable. All of our full-time vacancies are also open to candidates wishing to work 80% or 90%.