Quant jobs / BNP Paribas

Model Validator, Market Surveillance

Independently challenge models and scenarios used for market surveillance. The position tests controls and quantitative methods within the bank’s second-line model risk organisation.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Sample surveillance controls and assess their effectiveness.
Test scenario assumptions, outputs and implementation.
Develop review plans with validation managers.
Document weaknesses and recommend improvements to surveillance methods.

What they ask for

Required

Trade-surveillance scenario development or testing
Quantitative analysis
Regulatory technical documentation
Management of concurrent reviews
French and English

Preferred

Python, R or SAS
AI and statistical inference
Electronic markets and product knowledge
CFA or FRM

Education: Bachelor’s or master’s in finance, economics, statistics or a quantitative discipline.
Experience: At least 5 years developing, testing or implementing surveillance scenarios.
Languages and tools: Python
R
SAS
Markets: multi-asset

How to prepare

Evaluate precision and missed-case risk for a surveillance scenario.
Test a detection threshold under different market regimes.
Write an independent challenge report with reproducible evidence.

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BNP Paribas’s site before applying: requirements, location and pay can change after we check them.

View the posting on BNP Paribas’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BNP Paribas and doesn’t handle applications.