full-time
Risk Quant Model Developer
BNP Paribas
- Employer
- BNP Paribas
- Location
- Montreal, Quebec, Canada
- Working pattern
- hybrid
About the role
Develop quantitative risk models for credit risk, climate risk, stress testing, regulatory compliance, and AI-driven applications. Collaborate with analytics teams to implement, test, monitor, document, and improve models and analytical infrastructure. An advanced degree in a quantitative field and at least four years of experience building or validating models, preferably for banking activities, are sought. Candidates should have strong quantitative and statistical skills, experience with data science techniques, and preferably Python or R knowledge, along with communication, ownership, and problem-solving abilities.