Analyst-Service Performance

BNP Paribas is a leading global bank and a prominent international banking institution, operating in numerous locations worldwide and offering multiple financial services, from retail banking to corporate and institutional banking (clients financing, advisory, capital market services). The bank is head-quartered in Paris but has a significant presence in the EU and worldwide.

Systems InteGrated Methods and Analytics (SIGMA) is a team of specialised risk officers with global accountability for the counterparty, market and liquidity risk methodologies within the Bank's RISK function. Organisationally, it is embedded in the RISK Global Framework department and in particular its RISK Models & Regulatory group.

SIGMA's mission is to develop and continually improve the group's risk modelling & measurement, analysis and backtesting capabilities .

The team's remit includes internal risk models in use within the Bank, such as VaR, Stressed VaR, IRC and CRM models in the ...