Advanced Analytics Analyst – Modeler

June 27, 2024

Advanced Analytics Analyst – Modeler

ReferenceRISK-190624-001-GA

  • Standard / Permanent
  • CA-QC-Montréal
  • RISK
Apply for this job

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 position at a glance

Overall RISK Mission Statements:

  • To advise the Bank’s Management on risk appetite definition.
  • To contribute as an objective “second pair of eyes” that risks taken on by the Bank align with its policies.
  • To report and alert Bank Management of the status of risks to which the Bank is exposed.
  • To contribute to the development and growth of the risk culture within the Group.
  • Credit and counterparty risk, market risk, funding, and liquidity risk, as well as interest rate and FX risk of the Banking book, insurance risk and operational risk.
  • RISK covers all Group’s activities and geographies.
  • Provide a holistic view of the risk profile to the Bank’s Management and Board, by coordinating with the relevant Functions to ensure relevant risk assessment, aggregation, and reporting.

Specific RISK Model team objectives:

  • Work on development of statistical and econometrics models for various risk management activities, including (but not limited to): Credit risk and stress testing of the Bank’s portfolio of loans (commercial and retail), budgeting, regulatory compliance. 
  • Follow the established modeling development principles to implement statistical and analytical solutions and be part of the team that develops and implements those solutions.
  • Provide support to document analytical solutions in accordance with the Bank’s latest model governance policies.
  • Follow proper model monitoring and back testing processes, model change control procedures and versioning protocols.

In detail

  • Contribute to the project aiming at enhancing the IFRS9 framework of the Group, with particular focus on the credit risk models.
  • Collaborate with production analytics team to implement and test the models and to continuously enhance analytic infrastructure.
  • Work effectively as a team member with other quantitative analysts at the company, as well as with external consultants.
  • Keep abreast with developments in quantitative risk management and industry best practices in model development.

The strengths and skills that will help you succeed

  • Master’s, PhD or other advanced degrees in Quantitative fields;
  • Minimum 3 years prior experience in building or validating models – ideally those relevant to banking activities;
  • Coding: prior knowledge in Python, R , MATLAB, or SAS languages;
  • Experience in data exploration, data mining, and data transformation;
  • Experience with statistical modeling and Data Science techniques;
  • Strong quantitative and statistical skills (time series analysis, logistic/ linear regression, segmentation, AI or machine learning techniques);
  • Highly self-motivated, results oriented and capable of independent critical thinking and problem solving;
  • Strong verbal and written communications skills;
  • 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.

What’s in it for you

In addition to competitive compensation, we offer flexible benefits including a family and spouse insurance program, a defined contribution pension plan and paid days for volunteering. Hybrid work arrangements, such as remote working up to 50% and flexible working hours are available for most positions. BNP Paribas provides excellent training and personal development programs, as well as opportunities for career development within the company and internationally.

To find out more about our range of benefits, click here

What you need to know

  • We will review candidates as they apply, so don’t wait to submit your application;
  • BNP Paribas is committed to accessibility and inclusion. If you need any accommodation during the recruitment process, you can contact accessibility@us.bnpparibas.com
  • You must be legally eligible to work in the Greater Montreal area and, if applicable, hold a valid work or study permit. Physical presence in BNP Paribas’ office(s) is an essential function of this position;

Diversity, Equity and Inclusion (DE&I) at the heart of our commitments

At BNP Paribas all employees are on an equal footing allowing us to create a work environment that values and respects people for their talents, skills and competences.

BNP Paribas recruits, employs, trains, compensates and promotes regardless of race, religion, colour, national origin, sex, disability, age, and other protected status (Employment Equity Act and Canadian Human Right Act).

To learn more about our DE&I commitments, click here

About us

BNP Paribas is the top bank in the European Union and a major international banking establishment. Present in 63 countries, with more than 180,000 employees, the bank holds key positions in several areas of banking and financial services.

BNP Paribas’ mission is to contribute to a responsible and sustainable economy by financing and advising its clients according to the highest ethical standards, while striving to respond to essential concerns in terms of the environment, regional development and social inclusion.

Since 1961, BNP Paribas has supported large Canadian companies and institutions in their business development by offering a full range of specialized financial services and investment products.

With over 1,400 employees, BNP Paribas in Canada continues to attract experts from diverse fields as well as ambitious young talent from around the world. We are proud to offer our employees a rewarding and international workplace where they can build their professional careers by honing their skills, meeting challenges and enriching their knowledge of the financial industry.

Our certifications and partnerships

  • Montreal’s Top Employers 2024
  • Canada’s Best Diversity Employers 2024
  • Women in Governance  – Parity certified –  Platinum certification
  • Pride at Work Canada
  • Rainbow Accreditation issued by Canada’s LGBT+ Chamber of Commerce (CGLCC)
  • Part of Les Affaires top 300 companies in Quebec
  • Synclusiv
  • Ready, Willing and Able
  • Autisme sans Limites
  • LinkedIn Top Companies 2024

Do you want to discover other BNP Paribas offers in Canada?

Click here: BNP Paribas in Canada Our job offers

** Only selected applications that meet the requirements of the role will be contacted **

Offers you may be interested in