Senior Model Risk Quantitative Analyst - Independent Review & Control

BNP Paribas · madrid, area metropolitana (comarca), Spain

Location
madrid
Job Type
Full-time
Posted
June 07, 2026

Job Description

As the second line of defence we monitor credit, market, funding, operational and ESG risks. Our Iberian Hub in Madrid delivers consulting, data analysis, AI and cyber‑security services to RISK teams worldwide.



You will carry out independent reviews, assess model limitations and advise senior stakeholders on risk implications. Collaborate with model developers, validation managers and business owners to gather data and clarify assumptions.

Build quantitative tools (Python, C++) to compare model alternatives and present findings to senior stakeholders.



5–15 years of quantitative experience, MSc/PhD in financial mathematics or related field.

~ Proficiency in Python, C++, R or Matlab for rapid model analysis.

~ Ability to challenge methodologies, influence stakeholders and deliver high‑quality results.





Training programmes, clear career paths and internal mobility across Europe and globally.

Flexible...

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