一般資訊
描述
In a changing world, unprecedented challenges require unmatched talent. Join one of Montreal's Top Employers in 2025. 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.
In detail
Responsabilities:
- Maintain and update Portfolio Management proprietary tools used by the regional PM team, evolving into responsibility for design and development of additional tools as needed.
- Maintenance and administration of mission critical SQL database, and daily generation of loan exposure (RED) report.
- Monitoring and quarterly re-loading of synthetic securitization portfolios.
- Work closely with PAM team to provide data necessary for portfolio analysis (RWA, funded assets, cost of risk, etc.).
- Maintain database of hedged transactions and validate quarterly RWA savings.
- Update and enhance SQL stored procedures as needed.
- Develop queries to produce custom reports for team members.
- Liaise with IT to ensure upstream data sources are available at the specified periods.
- Learn proprietary systems functionality to communicate effectively with Middle Office and other stakeholders, as needed, to rectify data errors and inconsistencies.
- Develop dashboards using visualization tools such as Tableau, Qlik Sense and Power BI.
Additional Responsibilities depending on experience
- Shadow mark-to-market of the CDS book.
- Investigate and develop portfolio and structured solutions to transfer credit risk to third parties – first-loss CLNs, synthetic securitization.
- Pricing of vanilla and structured credit products.
Organizational Structure:
PM Americas (“PMA”) is a part of Global Banking Americas (“GBA”) within the Corporate and Institutional Banking (“CIB”) activity. The scope of this transversal team includes the United States, Canada and Latin America. Similar teams covering other regions are located in EMEA and APAC. PMA is currently composed of three teams with all staff located in NY and Montreal: Origination & Active Management, Credit Solutions & Product Engineering and Portfolio Analytics & Modelling (“PAM”).
The main mission of PMA is to contribute to risk return optimization at Origination, to actively manage the financing loan books and to contribute to capital optimization. The team is responsible for analyzing new lending requests with focus on consumption of resources such as capital, liquidity, balance sheet and risk-return. The team is also in charge of initiating and implementing solutions to mitigate RWA or liquidity consumption.
Work conditions:
This position provides for Hybrid work arrangements. In-office presence is required a minimum of 3 days per week, one of which must be on a Monday and/or a Friday. This position requires little travel.
The strengths and skills that will help you succeed
- MS/MSc in a financial engineering or quantitative field such as Mathematics, Statistics, Computer Science or Computer Engineering.
- 1-3 year experience in programming in VBA, MySQL and any other object oriented programming languages.
- Some experience with data visualization tools and methodologies.
- Excellent knowledge of Microsoft Excel.
- A good knowledge of Python is a plus.
- Some knowledge of credit products including loans, bonds, credit default swaps, balance sheet or arbitrage CLOs, synthetic securitization would be useful.
- Knowledge of credit risk RWA calculations and modelling.
- Knowledge of Basel, Volcker and other regulatory issues affecting banks.
- Knowledge of statistics and experience using statistical packages for analysing datasets a plus.
- Organized, teamwork, strong analytical mind-set.
- Given the vast majority of our clients, both internal and external, are based outside of Quebec and Canada, knowledge of the English is required.
- Working knowledge of French is a plus.
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 are available for most positions. In-office presence is required a minimum of 3 days per week, one of which must be on a Monday and/or a Friday. 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. During the recruitment process, accommodation needs are available at all times for candidates. You will have the chance to make a request for an accommodation during your application.
- 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;
- If you are applying and accepted to a position which requires working in/for the U.S. securities industry, you will be required to provide your fingerprints and undergo additional background checks by the FBI. BNP Paribas Securities Corporation is required to maintain a supervisory program over the conduct of its Associated Persons; some of your personal data will be transmitted to the United States of America and made available to US regulators. Please reach out to BNPP for additional information; or you can also find an overview here: 3110. Supervision | FINRA.org
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 2025
- Canada’s Best Diversity Employers 2025
- Women in Governance – Parity certified - Platinum certification
- Pride at Work Canada
- 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
*** While the description above describes our ideal candidate, we encourage applicants to apply even if they do not fully meet the complete list of qualifications noted***