Job Description

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.

Internship program

As an intern, you will benefit from a 4 month program that aims to give you the tools to develop yourself and discover your potential through customized trainings, networking sessions and transversal projects.

More information about the program available on our website:

The position at a glance

ALM Treasury is a Transversal Activity within BNP Paribas Group. ALM Treasury has three operational responsibilities and two prudential mandates. The three operational responsibilities are the management of the Group's liquidity position, the management of the interest rate risk in the banking book (IRRBB) and the management of the foreign exchange risks. The prudential mandates refer to the liquidity risks linked to the Group’s profile and geographical presence, for which ALM Treasury exercises a responsibility similar to a Group function. ALM Treasury’s mandates consist in assessing the liquidity risks of the Group and protecting the Group’s signature.

ALM Treasury North America (ALMT NA) oversees the Combined US Operations (CUSO) and the Canadian activities of BNP Paribas Group. The CUSO of BNP Paribas includes the US branches and the Intermediate Holding Company of the Group (and its subsidiaries).

Within ALMT NA, the modeling and IRR metrics team is responsible for ensuring that the method employed for risk measurement and management is financially sound, and for ensuring the production of IR risk indicators is delivered in due-time for ALMT Committee(s). The team is located in Montreal, Canada.

In detail

• You will contribute to the development, maintenance, and support of statistical models to predict customer behaviour (exercise of the option of early repayments, outflow of deposits, drawdown of off-balance sheet etc.) taking into account the evolution of the economic and financial environment, and Machine Learning models to forecast market rates and financial indicators changes
• You will leverage advanced python programming expertise to build robust data pipelines, scale ML models, and automate workflows. 
• You will use your experience with database technologies, version control and advanced statistical models to independently lead projects and proactively adapt to new challenges
• You will employ data visualization tools like Power BI to effectively monitor and improve the performance of machine learning models, ensuring operational efficiency and excellence.
• You will contribute to ad-hoc analyses on liquidity and IR risk measurement, contribute to the team's technology watch, and be agile to provide support other ALMT teams and other stakeholders (Risk) on a case-by-case basis

Work conditions:  This position provides for standard working conditions in an office and a normal work schedule from Monday to Friday. 

The strengths and skills that will help you succeed

• Excellent skills in financial mathematics and data science
• Student in Master’s degree in MIS, Computer Science, Optimization, Statistics or Mathematics
• Strong level python coding
• Experience with machine learning and deep learning libraries (e.g, Pandas, NLTK, SciPy, Scikit-learn, NumPy, Keras and TensorFlow)
• Design & develop data pipeline job
• Experience with database technologies and data query languages (SQL)
• Experience with code repository, version control tools such as Git/Bitbucket
• Familiarity with data visualization tools (Power BI) for building and monitoring ML models performance
• Experience with NLP, LLMs and Transfer learning
• Experience in statistics, regression models, random forests, and LSTM models
• Ability to work independently, to be proactive and to adapt

• 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 French and English is required.

What’s in it for you

In addition to competitive compensation, 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.

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 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

*** 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***

Job Tags

Similar Jobs