In a changing world, unprecedented challenges require unmatched talent. Join one of Montreal’s Top Employers in 2024. We are a dynamic and growing organization having its main establishment located in downtown Montreal and part of a leading international banking institution fully committed to building a more sustainable future. Note that the position may be in the Canadian Branch of BNP Paribas or in one of its subsidiaries based in Montreal.

THE STRENGTHS AND SKILLS THAT WILL HELP YOU SUCCEED

• Graduate degree in a quantitative field (e.g. Finance, Economics, Statistics).
• Minimum 3 years of experience validating or developing Credit risk models.
• Sound knowledge of quantitative and statistical concepts (time series analysis, statistical inference and probability, clustering, etc.).
• Programming experience in statistical or mathematical languages such as SAS, R, Python.
• Experience in producing high quality written technical documentation.
• Good communication and synthesis skills in addition to critical thinking capabilities and passion for learning.
• Knowledge of the regulatory requirements (such as Basel, IFRS9, etc.).
• Experience in interacting with regulatory bodies through participation in on-site inspection missions.
• Knowledge of AI or machine learning techniques.
• Given the vast majority of our clients, both internal and external, are based outside of Quebec and Canada, specific language requirements may apply. Knowledge of the English is required.

Please refer the Job description for details