> Markdown version of [/jobs/ext/1641742-data-scientist-credit-modelling](https://www.wearedevelopers.com/jobs/ext/1641742-data-scientist-credit-modelling). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Data Scientist Credit Modelling - **Company:** BNP Paribas - **Location:** Spain (Remote available) - **Contract:** Permanent contract - **Skills:** Big Data, SAS (Software) - **Published:** July 2, 2026 - **Apply:** https://www.jobleads.com/es/job/e8d7d47fc00455456ea69202556ab203b ## About the Role * Master degree or higher in Mathematics, Economy or Econometrics, Statistics or a similar background where analytics and figures prevail. * Work experience of at least 5 years in credit risk modelling (PD/LGD/LGDD/CCF). * You express yourself perfectly in English, in particular in the writing form. You ideally speak French fluently., * Technical: You have strong SAS programming skills. * It is considered an asset if you have some experience with Big Data technologies, ratings & scorings use across the bank or credit products. * Transversal & Behavioral: You are able to manage long-term deadlines and plan your work accordingly. You are creative, you pay attention to details, and you are able to work easily with both technical and business-oriented people. ## Description How can the Bank leverage data to assess credit risk on its portfolio of existing and new clients? Risk assessment encompasses various elements: how likely is it that a client will not be able to comply with the contractual requirements of his loan? What will be the client's outstanding balance in this situation? What loss is the bank expected to suffer if a client is no longer able to repay a loan? As a member of the RISK Models team, you will join a team of experts whose goal is to answer these questions through the development of statistical or expert models. By analysing historical data, working together with the business lines, IT department, the modelling experts at BNP Paribas group and taking into account the remarks of supervisor representatives, the team creates tools that help the bank calculate the capital requirements for its credit exposure, the risk component of the credit price or that contribute to the approval process of a new credit., * Designing and developing models for credit risk on the scope mainly of companies * Finding, managing and using the most appropriate data sources for modelling purposes * Working with expert colleagues and business representatives to examine the results and keep models grounded in reality * Documenting each step of the development and informing decision makers by presenting them options and results * Ensuring correct implementation of the tools (together with the IT department) * Continuously assessing models by means of back-testing * Answering specific, external requests regarding statistics related to credit risk assessment * Following-up evolutions in the regulation and in credit risk modelling best-practices, BNP Paribas Group in Spain is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. 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