AI (Artificial Intelligence) model analyst – RISK IRC H/F  

RISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of defense on the risk management activities of the Group which are under its direct responsibilities, including credit and counterparty risk, market risk, funding and liquidity risk, interest rate and foreign exchange risks in the banking book, insurance risk, operational risk, and environmental and social risks.

RISK aims at being a partner of the businesses by contributing to their sustainable development, but also a gatekeeper to ensure risks taken remain compatible with the Group’s Risk Appetite and its strategy.

You will join the Global Practice RISK IRC (Independent Review and Control) responsible for:

• Independent model validation (RISK IR);
• Leading the Group's Model Risk governance (RISK IRCO);
• Exercising LoD2 on operational risk generated by the RISK Function processes (RISK ORM RISK);
• Participating in validation projects for the BNP Paribas group spread across 9 countries (Europe and North America).

The position is within RISK IR and is located at Millénaire 1 in fully renovated premises, eligible for teleworking according to the Group's current agreements.

What about your daily life?

As an AI (Artificial Intelligence) Model Analyst, you will be in charge of the following tasks:

• Conducting independent evaluations of the AI models used within BNP Paribas, specifically verifying:
  1. their conceptual robustness,
  2. the validity of their results,
  3. the model performance monitoring system,
  4. the implementation and any other relevant aspect of the modeling affecting the models' use,
• Documenting the work and defending the conclusions before a validation committee,
• Leveraging your expertise and the independent reviews conducted to keep the Group's AI validation standards up to date,
• Collaborating with other RISK IRC streams to benefit from their business expertise,
• Working closely with BNPP's data science teams to participate in AI tools experimentation.

And then what?

As part of the Group RISK Function within BNP Paribas’ extensive network of quantitative analysts specializing in risk modelling, you will have a key role to play in understanding and modelling multiple risks to which the Bank is exposed.

In addition, with the focus on compliance with regulatory requirements, you will be involved in future internal or external audit missions where your expertise, communication and analytical skills will be valuable assets. Such an environment guarantees you good prospects for rich and motivating projects.

By its cross-functional nature, this position will enable you to increase your technical expertise, your experience in managing structuring projects for the Group and your versatility and naturally leads to numerous career development opportunities within the RISK Function but also to the Business Lines.

And you? 

In-depth knowledge of quantitative analysis and AI (time series analysis, data science techniques, statistical inference, segmentation, etc.).

Proficiency in programming with a language such as Python or R.

Experience with machine learning libraries such as Scikit-Learn, LightGBM, Tensorflow, or PyTorch.

Experience with version control tools (Git).

You are adaptable to changes and also comfortable with oral and written communication to convey your messages clearly to various audiences.

You possess strong analytical and synthesis skills, are thorough, curious, proactive, and open to new working methods to enhance our practices and fulfill our missions.

Your command of English is advanced, both written and spoken.

Next step 

If your CV is retained by our recruitment team, you will have to spend up to one to three interviews with HR and/or operational managers.

These steps may vary slightly depending on the position.

If you are in a situation of disability and would like a facilitated exchange, you can send your CV and motivation letter to missionhandicap@bnpparibas.com.