Quant jobs / BNP Paribas

Risk Quant Model Developer

Develop statistical risk models for lending portfolios, stress scenarios and related bank decisions. The team also explores climate risk and AI applications within a controlled model lifecycle.

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.

Develop and test models for credit or climate-risk projects.
Prepare and investigate modelling datasets.
Work with production analytics teams on implementation.
Document assumptions and monitor model behaviour over time.

What they ask for

Required

Quantitative model development or validation
Independent analytical judgement
Technical communication
Ability to deliver modelling projects

Preferred

Python or R
Time-series and regression methods
Data preparation and statistical modelling

Education: Master’s, doctorate or another advanced quantitative degree.
Experience: At least 4 years developing or validating models, preferably in banking.
Languages and tools: Python
R
Markets: credit

How to prepare

Build a credit-risk model with out-of-time validation.
Explore sensitivity to a macroeconomic or climate scenario.
Document data transformations and model monitoring checks.

What to study

The Risk 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.