Vie Cib Credit Portfolio Management Quantitative

1 week ago

Montreal, Quebec, Canada BNP Paribas Full time
VIE CIB CREDIT PORTFOLIO MANAGEMENT QUANTITATIVE ANALYST - MONTRÉAL, H/F (NUMÉRO DE L'EMPLOI : V_CIBGB_0180)

**VIE CIB Credit Portfolio Management Quantitative Analyst - Montréal, H/F**

**Concrètement votre quotidien ?**

Vous rejoignez l'équipe Credit Solutions & Products Engineering à Montréal et l'assisterez sur des sujets variés.

Vous apportez vos compétences en programmation et une expertise quantitative à l'équipe.

1. Via le développement d'outils et d'analyses quantitatives, impliquant une grande partie de programmation:
Vous soutenez l'équipe sur les sujets quantitatifs, méthodologiques et de pricing. Vous développez, maintenez et améliorez les outils de PM (outils d'aide à la décision, identification de prêts pour couverture du risque de crédit, suivi de la performance des transactions afin de monitorer les risques et le P&L). Vous automatisez les rapports et sources de données (PM database), vous assurez la migration des outils vers les nouvelles méthodes techniques. Vous améliorez les outils d'identification d'opportunité de réduction de capital.

Vous analysez le portefeuille crédit (RWA trends, analyse, validation des principaux changements du portefeuille) ; vous définissez des mesures de performance client, contribuez à améliorer la qualité des données. Vous préparez les comités, initiatives ad-hoc, présentations si besoin.

2. En soutien des activités d'Active Management:
Vous contribuez aux revues récurrentes de l'Active Management et production des rapports (monitoring des principales informations publiques sur les noms couverts ou sensibles, évolution hebdomadaire du P&L, changements de rating, variation des prix de CDS et analyse des principaux facteurs).

Vous aidez à la préparation des revues périodiques du portefeuille, à la maintenance des positions couvertes et des transactions de vente de prêts.

Vous maintenez le pipeline des transactions, identifiez et analysez de nouveaux noms pour la couverture, l'investissement ou la titrisation. Vous réalisez des simulations de portefeuilles, vous contribuez au processus de budgets et de prévisions. Vous assurez le bon booking des nouvelles transactions (Trade Tickets).

Enfin, vous participez à l'expertise de l'Active Management et de la réduction du risque (revue réglementaire, pricing ad-hoc, analyses des transactions).

**L'environnement de travail, c'est important **

Portfolio Management Americas (PM) est un département transversal au sein de la division Global Banking Americas (GBA) de l'activité Corporate and Institutional Banking ("CIB"), couvrant les Entreprises et Institutions FInancières (FIC) aux Etats-Unis, Canada et Amerique Latine.

PMA interagit principalement avec les équipes de Coverage, Global Credit Markets, ALMT, Finance, RISK, Legal, Compliance, Loan Trading and Global Markets.

PMA est composée de 3 équipes et de 11 membres basés a New York et Montréal: Origination and Active Management, Credit Solutions & Products Engineering et Portfolio Analytics & Modelling ("PAM"). Vous rejoignez l'équipe PMA à Montréal au sein d'une ville attractive et facilement accessible en transport en commun.

**Et après ?**

Vous acquerrez une compréhension du métier de Credit Portfolio Manager et bénéficierez d'une introduction à la gestion active du capital et de la liquidité sous les contraintes réglementaires de Bâle.

Vous aurez une connaissance approfondie du marché du crédit à vocation de financement (Prêts et Lettres de crédits) et de ses dérivés vanilles et structurés (CDS, CLN, credit insurance, synthetic securitization). Vous serez formés aux outils BNP Paribas, sources de données internes et externes.

De plus, vous aurez également la possibilité de rejoindre l'une des équipe Portfolio Management à l'issue de votre mission.

**Pourquoi rejoindre BNP Paribas ?**

Notre monde change : notre manière de nous informer, de consommeret de travailler aussi Aujourd'hui, ce qui compte dans un job, c'est de vivre de véritables expériences, d'apprendre, de partager objectifs et résultats avec ses collègues. Bref, de tracer son propre chemin, différent, responsable et durable. Chez BNP Paribas, nous recrutons nos collaborateurs avec l'idée qu'ils nous aideront à concevoir le monde et la banque de demain.

**Et la rémunération ?**

Elle est fixée par Business France et consultable directement sur leur site.

**Etes-vous notre prochain VIE ?**

Oui, si vous êtes ingénieur diplômé en informatique et/ou titulaire d'un master en finance quantitative. Vous justifiez d'une expérience d'au moins 6 mois (stage et alternance inclus) sur un poste similaire.

Vous avez d'excellentes compétences en programmation, de préférence Python, une bonne connaissance des bases de données (SQL) et de l'environnement Big Data. Vous maîtrisez parfaitement l'anglais.

De plus, vous êtes capable de vous adapter rapidement dans u

  • Credit Authorization Analyst

    1 month ago

    Montreal, Quebec, Canada CA CIB Americas Full time

    of the missions linked to the job responsibilities Reviewing and understanding Credit Approvals Have an understanding of the Credit Approval process Ability to understand and translate the Credit Approval into the Banks Quantitative Data Model Ability to understand the executed Loan Documentation, especially the Credit Agreement, to look out for certain...

  • Credit Authorization Administrator

    2 weeks ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Types of Jobs - Risk Management / ControlJob titleCredit Authorization AdministratorContract typePermanent ContractJob summaryDescription of the missions linked to the job responsibilities:Reviewing and understanding Credit Approvals• Have an understanding of the Credit Approval process• Ability to understand and translate the Credit Approval into the...

  • Credit Authorization Administrator

    2 weeks ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time $75,000 - $85,000

    Types of Jobs - Risk Management / Control Job title Credit Authorization Administrator Contract type Permanent Contract Job summary Description of the missions linked to the job responsibilities: Reviewing and understanding Credit Approvals • Have an understanding of the Credit Approval process • Ability to understand and translate the Credit...

  • Vie PMO, Cib Americas Fresh

    1 week ago

    Montreal, Quebec, Canada BNP Paribas Full time

    VIE PMO, CIB AMERICAS FRESH - MONTREAL, M/F (NUMÉRO DE L'EMPLOI :V_CIBFUNC_0013)VIE PMO, CIB Americas FRESH - Montreal, M/F**Your daily routine ?You will participate in the day to day activities of the FRESH IT department including:1- Contribution to managementYou will provide operational support to the FRESH Transversal Support and Transformation team &...

  • Quantitative Analyst

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Types of Jobs - Risk Management / ControlJob titleQuantitative AnalystContract typePermanent ContractJob summaryDuties:- Articulate complex concepts & findings, highlight narratives accounting for diverse senior management via emails, meetings or at different committee meetings- Present data & validation results in a compelling manner to support decisions to...

  • Quantitative Analyst- VP

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the Middle-East...

  • Quantitative Analyst- VP

    2 weeks ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Entity About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB) Crédit Agricole CIB is the corporate and investment banking arm of Crédit Agricole Group, the 10th largest banking group worldwide in terms of balance sheet size (The Banker, July 8,600 employees in more than 30 countries across Europe, the Americas, Asia-Pacific, the...

  • Operational Risk Manager

    2 months ago

    Montreal, Quebec, Canada CA CIB Americas Full time

    Operational Risk professional (1LoD or 2LoD) with at least 7 years of experience, knows and understands well Corporate Investment Banking (CIB) products and services, has experience dealing with regulators, and ability to lead and drive change for effective operational risk managementUnderstanding of processes, risks, and related controls within Middle...

  • Operational Risk Manager

    4 weeks ago

    Montreal, Quebec, Canada CA CIB Americas Full time

    Operational Risk professional (1LoD or 2LoD) with at least 7 years of experience, knows and understands well Corporate Investment Banking (CIB) products and services, has experience dealing with regulators, and ability to lead and drive change for effective operational risk managementUnderstanding of processes, risks, and related controls within Middle...

  • Operational Risk Manager

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole CIB Full time

    Description du poste Operational Risk professional (1LoD or 2LoD) with at least 7 years of experience, knows and understands well Corporate Investment Banking (CIB) products and services, has experience dealing with regulators, and ability to lead and drive change for effective operational risk management Understanding of processes, risks, and related...

  • Quantitative Analyst- Associate level

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole SA Full time

    Types of Jobs - Risk Management / Control Job title Contract type Permanent Contract No Job summary Responsible for the validation of pricing model used by product Lines Implementation of alternative pricing model Study of model risk Contribution to the design, specifications and implementation of the reserves methodologies for the model risk...

  • Vie Compliance Financial Security Officer, Cib

    1 week ago

    Montreal, Quebec, Canada BNP Paribas Full time

    VIE COMPLIANCE FINANCIAL SECURITY OFFICER, CIB - MONTRÉAL, H/F (NUMÉRO DE L'EMPLOI : V_CONF_0083)**VIE Compliance Financial Security Officer, CIB - Montréal, H/F****Concrètement votre quotidien ?**Vous contribuez à protéger le Groupe BNP Paribas contre les risques de non-conformité afin de protéger leur réputation, en veillant à la conformité et...

  • Quantitative Analyst- VP

    3 days ago

    Montreal, Quebec, Canada CA CIB Americas Full time

    Summary Responsible for the validation of pricing model used by product LinesImplementation of alternative pricing modelStudy of model riskContribution to the design, specifications and implementation of the reserves methodologies for the model riskInvolvement in all products / new activitiesProvide quantitative support to the risk management for all...

  • Quantitative Analyst- VP

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole CIB Full time

    Description du poste Summary Responsible for the validation of pricing model used by product Lines Implementation of alternative pricing model Study of model risk Contribution to the design, specifications and implementation of the reserves methodologies for the model risk Involvement in all products / new activities Provide quantitative support to the...

  • Quantitative Analyst- Associate level

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole Group Full time

    Responsible for the validation of pricing model used by product LinesImplementation of alternative pricing modelStudy of model riskContribution to the design, specifications and implementation of the reserves methodologies for the model riskInvolvement in all products / new activitiesPosition with managementNoMinimum level of studyBachelor Degree / BSc...

  • Operational Risk Manager

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole CIB Full time

    Job description Business type Types of Jobs - Risk Management / Control Job title Operational Risk Manager Contract type Permanent Contract Job summary Operational Risk professional (1LoD or 2LoD) with at least 7 years of experience, knows and understands well Corporate Investment Banking (CIB) products and services, has experience...

  • Quantitative Analyst- Associate level

    1 week ago

    Montreal, Quebec, Canada Crédit Agricole CIB Full time

    Job description Business type Types of Jobs - Risk Management / Control Job title Quantitative Analyst- Associate level Contract type Permanent Contract Management position No Job summary Responsible for the validation of pricing model used by product Lines Implementation of alternative pricing model Study of model risk Contribution to...

  • Quantitative Analyst- Director

    2 weeks ago

    Montreal, Quebec, Canada Crédit Agricole CIB Full time

    Job DescriptionBusiness TypeRisk Management / ControlJob TitleQuantitative Analyst- DirectorContract TypePermanent ContractManagement PositionYesJob SummaryManagement of the CASO RPC teamsManaging interactions with RPC teams in Paris/London and New York10 years of experience in market financeStrong knowledge and understanding of CACIB's organization,...

  • Analyst, Credit Risk Modeling

    1 week ago

    Montreal, Quebec, Canada Laurentian Bank Full time

    Seeing beyond numbersTMAt Laurentian Bank, we believe we can change banking for the better. Founded in Montreal in 1846, Laurentian Bank helps families, businesses and communities thrive. Today, we have over 3,000 employees working together as One Team, to provide a broad range of financial services and advice-based solutions for customers across Canada and...

  • Vie Alm Treasury Quantitative Analyst

    1 week ago

    Montreal, Quebec, Canada BNP Paribas Full time

    VIE ALM TREASURY QUANTITATIVE ANALYST - MONTREAL, H/F (NUMÉRO DE L'EMPLOI :V_ALMT_0009)VIE ALM Treasury quantitative Analyst - Montreal, H/FYour daily routine?As aVIE within our ALM Treasury Team, you will contribute to the development, maintenance and support of statistical models to predict customer behaviour (exercise of the option of early repayments,...