Vie Alm Treasury Quantitative Analyst

4 months ago

Montréal QC, Canada BNP Paribas Full time

VIE ALM TREASURY QUANTITATIVE ANALYST - MONTREAL, H/F (NUMÉRO DE L'EMPLOI : V_ALMT_0019)

**VIE ALM Treasury Quantitative Analyst - Montréal, H/F**

**Concrètement votre quotidien ?**

En tant que Quantitative Analyst, vous contribuez au développement, à la maintenance et à l’accompagnement de modèles statistiques de prédiction du comportement des clients (exercice de l’option de remboursements anticipés, sortie de dépôts, prélèvement de hors bilan etc.) en tenant compte de l’évolution de l’environnement économique et financier, et de modèles de Machine Learning pour prévoir les taux de marché et l’évolution des indicateurs financiers. Vos principales missions sont:

- Tirer parti de votre expertise avancée en programmation python pour créer des pipelines de données robustes, mettre à l’échelle des modèles de ML et automatiser les flux de travail.
- Utiliser votre expérience des technologies de bases de données, du contrôle de version et des modèles statistiques avancés pour diriger des projets de manière indépendante et vous adapter de manière proactive aux nouveaux défis.
- Utiliser des outils de visualisation de données tels que Power BI pour surveiller et améliorer efficacement les performances des modèles d’apprentissage automatique, garantissant ainsi l’efficacité et l’excellence opérationnelles.
- Contribuer aux analyses ad-hoc sur la mesure des risques de liquidité et d’IR, contribuerez à la veille technologique de l’équipe, et serez agile pour apporter un soutien aux autres équipes ALMT et aux autres parties prenantes (Risque) au cas par cas.

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

ALM Treasury est une activité transversale au sein du Groupe BNP Paribas. ALM Treasury a trois responsabilités opérationnelles et deux mandats prudentiels. Les trois responsabilités opérationnelles sont la gestion de la position de liquidité du Groupe, la gestion du risque de taux d’intérêt dans le portefeuille bancaire (IRRBB) et la gestion des risques de change. Les mandats prudentiels désignent les risques de liquidité liés au profil et à la présence géographique du Groupe, pour lesquels ALM Treasury exerce une responsabilité similaire à une fonction du Groupe. Les mandats d’ALM Treasury consistent à évaluer les risques de liquidité du Groupe et à protéger la signature du Groupe.

ALM Treasury North America (ALMT NA) supervise les opérations combinées aux États-Unis (CUSO) et les activités canadiennes du Groupe BNP Paribas. La CUSO de BNP Paribas regroupe les succursales américaines et la Holding Intermédiaire du Groupe (et de ses filiales).

Au sein d’ALMT NA, l’équipe de modélisation et de mesures IRR est chargée de s’assurer que la méthode utilisée pour la mesure et la gestion des risques est financièrement saine, et de s’assurer que la production d’indicateurs de risque IR est livrée en temps voulu pour le(s) comité(s) ALMT. L’équipe est située à Montréal, au Canada.

**Et après ?**

Vous développerez:

- D'excellentes compétences en mathématiques financières et en science des données,
- Du codage python de haut niveau,
- Votre expérience avec les bibliothèques d’apprentissage automatique et d’apprentissage profond, par exemple, Pandas, NLTK, SciPy, Scikit-learn, NumPy, Keras et TensorFlow,
- Votre expérience avec les technologies de bases de données et les langages d’interrogation de données (SQL) et avec le dépôt de code, les outils de contrôle de version tels que Git/Bitbucket,
- Votre familiarité avec les outils de visualisation de données (Power BI) pour la construction et le suivi des performances des modèles ML,
- Une expérience en statistiques, modèles de régression, forêts aléatoires et modèles LSTM,
- Une capacité à travailler de manière autonome, à être proactif et à s’adapter.

**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 ALM Treasury Quantitative Analyst ?**

**A vous de nous convaincre **

Vous êtes titulaire d’un Master avec une spécialisation en Finance, en Data ou en Analyse Quantitative et vous justifiez d’une expérience de 6 mois minimum (stage et alternance inclus) sur un poste similaire.

Vous parlez couramment anglais. Vous maîtrisez parfaitement le Pack Office (Excel, Word, PowerPoint) et les outils de programmation et de modélisat

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