Head of Almt Modeling and Ai/ml Research Team

1 week ago

Montreal, Quebec, Canada BNP Paribas Full time
HEAD OF ALMT MODELING AND AI/ML RESEARCH TEAM (

JOB NUMBER:
ALMT SOS)

In a changing world, unprecedented challenges require unmatched talent. Join one of Montreal's Top Employers in 2023.

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
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 Americas gathers ALM Treasury North America and ALM Treasury Latam operations.

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 ALM Treasury Americas, the Modeling and AI/ML research is responsible for ensuring that the method employed for risk measurement and management is financially sound.

The team is located in Montreal, Canada.

In detail


The Head of ALMT modeling and AI/ML research team is responsible for the direct management of a group of quantitative analysts and data scientists (2 FTEs + 1 VIE).


  • Effectively manage and allocate ALMT resources to the most important risk management endeavors, ensuring that the team always fulfills its role and responsibilities (see description below)
  • Ensure the hiring, onboarding, and training of new joiners to support the CUSO and Canada modeling requirements, and support the entire ALMT Americas with adhoc analysis and AI/ML modeling
  • Contribute to enhancing modeling for the ALMT Americas organization by aligning and ensuring strong connectivity between ALMT Americas teams as well as Group ALMT teams
Role and responsibilities of ALMT modeling and AI/ML research team:

1)Liquidity and interest-rate modeling:

  • Contribute to all stages of the development of statistical models to predict customer behaviour (exercise of the option of early repayments, outflow of deposits, drawdown of offbalance sheet etc.), taking into account the evolution of the economic and financial environment
  • Contribute to the recurring production of backtests of existing models, ensuring delivery in a timely manner
  • Execution of the quarterly calculations of operational balances %, ensuring delivery in a timely manner and that the operational controls were executed as intended
2)Design and development of quantitative tools, with extensive use of AI/ML techniques, to support decision making in the optimization of IR and liquidity risk management:

  • Contribute to the development of ML/AI models use to forecast market rates (Swap curve, UST,) and financial indicators (Inflation, market and/or economical sentiment index,)
  • Contribute to the development of optimization tool to ensure optimal allocations of liquidity buffer, WDL funding,

3)Model Risk Management:

  • Contribute to close Risk IRC, Risk ALMT and IG recommendations, in a timely manner
  • Provide support to Risk IRC, Risk ALMT and IG to facilitate their review and control processes

4)Other job duties:

  • Contribute to adhoc quantitative analyses related to liquidity and IR risk measurement
  • Contribute to the modeling team's technology watch
  • Contribute to the harmonization of modelling methods in the Group
  • Act as a business partner and provide support to other ALMT teams (production, steering) and stakeholders (Risk, IG) on a casebycase basis
  • Ensure the organization and preparation of a couple of ALMT committees (ALMT Modeling forum, Risk recommendation tracking forum,)
  • Contribute where necessary to the annual Risk Self-Assessment for ALMT, identify and remediate any gaps relating to regulatory compliance
  • Contribute to and represent ALMT Americas in Group ALMT and crossfunctional AI/ML initiatives

The strengths and skills that will help you succeed
M. of Sc. or PhD with specialization in data science (ML/AI) or quantitative finance

  • Minimum of 710 years of relevant experience
  • Excellent skills in statistics and financial mathematics
  • Excellent skills in one or more programming languages (Python,)
  • Excellent skills in ML/AI techniques (neural networks, generative AI,) and

  • Chef de L'équipe de Modélisation Almt Et de

    1 week ago

    Montreal, Quebec, Canada BNP Paribas Full time

    CHEF DE L'ÉQUIPE DE MODÉLISATION ALMT ET DE RECHERCHE AI/ML (NUMÉRO DE L'EMPLOI : ALMT SOS)Dans un monde qui change, des défis sans précédent exigent des talents inégalés. Rejoignez l'un des Meilleurs Employeurs de Montréal 2023. Nous sommes une organisation dynamique et en pleine croissance dont l'établissement principal est situé au centre-ville...

  • Researcher - Generative AI

    2 weeks ago

    Montreal, Quebec, Canada Huawei Technologies Canada Co., Ltd. Full time

    Our team has an immediate 12-month contract opening for a Researcher.Responsibilities:Contributing to the synthesis of new approaches/designs to improve the performance of Generative AI, directions include but are not limited to: generative AI, generative models, diffusion models, reinforcement learning,generative agents, large language models, optimization...

  • Principal Ai/ml Product Manager

    1 week ago

    Montreal, Quebec, Canada UKG (Ultimate Kronos Group) Full time

    Company Overview: Here at UKG, our purpose is people. Our HR, payroll, and workforce management solutions help organizations unlock happier outcomes for all. And our U Krewers, who build those solutions and support our business, are talented, collaborative, and innovative problemsolvers. We strive to create a culture of belonging and an employee experience...

  • Senior Research Scientist

    2 weeks ago

    Montreal, Quebec, Canada Valence Labs Full time

    About the Company - Valence LabsValence Labs is a powerhouse of AI research and product development nestled within Recursion, focused on revolutionizing scientific breakthroughs to enhance human lives. Our mission is to blend the flexibility of academia with the resources of the industry, with a key emphasis on creating cutting-edge autonomous systems that...

  • Head of Business Architecture, AI

    1 week ago

    Montreal, Quebec, Canada the Ladders Full time

    Job DescriptionThe Head of Business Architecture, AI & Data Governance will be responsible for the strategy, execution, and end-to-end management of the business architecture, business data model and artificial intelligence.The Head of Business Architecture, AI & Data Governance is a business minded

  • Senior Researcher

    4 days ago

    Montreal, Quebec, Canada Huawei Technologies Canada Co., Ltd. Full time

    Our team has an immediate 12-month contract opening for a Senior ResearcherResponsibilities:Participate in applied and fundamental research projects by proposing new solutions, developing them, and running experiments.Training and developing LLMs.Deliver projects, presenting results, publishing in top AI conferences.Tracking the new advances in the NLP/AI...

  • AI Prompt engineer

    1 week ago

    Montreal, Quebec, Canada Ai Cu Full time

    AI consulting for Optimal Transformation Description We are looking for a AI prompt engineer to join our team of AI consultant experts. The ideal candidate should have a degree in linguistics and experience working with large language models such as ChatGPT or Bard. The candidate should also have a good sense of humor and be able to write prompts that are...

  • Research Scientist Intern, Ai Computer Vision

    1 week ago

    Montreal, Quebec, Canada Meta Full time

    **Research Scientist Intern, AI Computer Vision (PhD) | Stagiaire de recherche scientifique, vision par ordinateur en IA (PhD) Responsibilities**:- Perform research to advance the science and technology of intelligent machines | Effectuer des recherches pour faire évoluer la science et la technologie des machines intelligentes- Perform research that enables...

  • Team Lead

    1 week ago

    Montreal, Quebec, Canada Coveo Full time

    Play a leading role in our AI for Commerce team:As a Team Lead of the AI for Commerce team at Coveo, you will be tasked with mentoring and managing our exceptional team towards consolidating and building the machine learning technology that powers the future of our Coveo Relevance Cloud AI Platform.This team is responsible for providing the "relevance" part...

  • Scientifique Ml en Recherche Appliquée

    1 week ago

    Montreal, Quebec, Canada Coactive AI Full time

    Coactive makes it easy to search, filter, and analyze visual content. Increasingly image and video data captures the content we watch, the products we buy, and the work we do, and already represents 80% of internet traffic. But rather than being an asset, visual content is often a tax or even a liability because it is so hard to work with and understand....

  • modeling engineer

    1 week ago

    Montreal, Quebec, Canada Valence Labs Full time

    About Valence Labs Valence Labs is an AI research and productization engine within Recursion dedicated to industrializing scientific discovery to radically improve lives. Combining the intellectual freedom of academia with the resources and stability of industry, our focus is the development of highly-autonomous systems that will spearhead a fundamental...

  • Principal/Senior AI Specialist

    1 week ago

    Montreal, Quebec, Canada Maya Heat Transfer Technologies Full time

    Maya HTT is a world leading developer of digital industries software solutions. The world's top tier engineering and manufacturing organizations rely on Maya's experience and expertise to achieve the full potential of their software investment. Maya HTT is at the forefront of innovation technology. Our team delivers extensive engineering and CAE simulation...

  • Principal/Senior AI Specialist

    1 week ago

    Montreal, Quebec, Canada Maya HTT Full time

    Maya HTT is a world leading developer of digital industries software solutions. The world's top tier engineering and manufacturing organizations rely on Maya's experience and expertise to achieve the full potential of their software investment. Maya HTT is at the forefront of innovation technology. Our team delivers extensive engineering and CAE simulation...

  • Machine Learning Programmer _ Content Creation TG

    1 week ago

    Montreal, Quebec, Canada Ubisoft Entertainment Full time

    Full-timeFlexible Working Organization: HybridJob DescriptionThe Content Creation Technology Group (CCTG) is looking for a Senior AI/ML Programmer who will contribute to the development of applications in the domains of Generative AI and ML bots. The Senior AI/ML Programmer will bring best practices and design principles to assist the team in delivering our...

  • Senior Data Engineer-AI/ML

    1 week ago

    Montreal, Quebec, Canada DATA MART Consulting GmbH Full time

    Zinnia is utilizing advanced data-engineering techniques, particularly in AI/ML, to enhance the insurance industry by making services more accessible and transparent, accelerating innovation, and creating more efficient risk-based outcomes. The Senior Data Engineer plays a crucial role in algorithm optimization, designing scalable data architecture, and...

  • Ai Training for Vietnamese Writers

    1 week ago

    Montreal, Quebec, Canada Scale AI Full time

    FOR VIETNAM RESIDENTS OR VIETNAMESE WRITING EXPERTS ONLYAre you interested in helping to train AI models to become better writers?How it works:We have several open projects where we are looking for talented writers to help train generative artificial intelligence models to become better writers.You can work on all of our projects remotely. Hours are...

  • Machine Learning Developer

    2 weeks ago

    Montreal, Quebec, Canada GuruLink Full time

    Location: REMOTE / Montreal, QuebecThis job allows you to work remotely.Our client works to identify and solve the most complex and highest value business problems that can be addressed through data science techniques. To achieve this, they provide data science, operations research and artificial intelligence solutions and software products to a broad range...

  • Senior Machine Learning Engineer

    1 week ago

    Montreal, Quebec, Canada Insilico Medicine Full time

    Job Title: Senior Machine Learning EngineerAbout Insilico Insilico Medicine is an end-to-end, artificial intelligence (AI) -driven pharma- biotechnology company with a mission to accelerate drug discovery and development by leveraging our rapidly evolving, proprietary platform across biology, chemistry, and clinical development. For more info, visit our...

  • Machine Learning Engineering Lead Toronto, Waterloo, Montreal

    1 week ago

    Montreal, Quebec, Canada Borealis AI Full time

    We're looking for an engineering leader who will work at the forefront of machine learning technology to solve challenging problems and deliver solutions that generate significant value and impact for Borealis AI and RBC. In this role, you will manage a team of Engineers involved in one or more ML p

  • Architecte AI

    4 weeks ago

    Montreal, Quebec, Canada procom Full time

    Architecte AIDans le cadre de ses ententes avec ses différents clients, Procom est actuellement à la recherche d'un Architecte AI pour une entreprise dans le domaine de l'assurance. Notre client est situé à Montréal.Description des tâches et responsabilités - Architecte AILes responsabilités du poste incluent :- Analyser, concevoir, documenter et...