Validateur de Modèles IA

BNP Paribas is hiring an AI Model Validator to independently assess AI models within the group's RISK Independent Review and Control team. The role ensures model conceptual soundness, result validity, and compliance with internal and regulatory standards, with a focus on quantitative finance. This hybrid position is based in Montreal, Quebec.

• Perform independent quantitative evaluations of AI models in accordance with internal standards and regulatory guidelines.
• Verify the conceptual soundness, validity of model results, implementation, and other relevant modeling aspects.
• Collaborate with validation managers to develop validation plans proportional to model risk level.
• Prepare documentation and audit materials for evaluation and decision-making committees.
• Evaluate model performance and defend conclusions to management.

• Graduate degree (Master's/PhD) in Finance, Economics, Statistics, Computer Science, or a related quantitative field.
• 3+ years of experience in AI model validation or development related to quantitative finance (derivatives, asset pricing, algorithmic trading).
• In-depth quantitative, statistical, and AI knowledge including predictive modeling, supervised/unsupervised learning, time series analysis, NLP, and data science techniques.