Senior Quant Analyst - Portfolio Management

In a changing world, unprecedented challenges require unmatched talent. Join one of Montreal’s Top Employers in 2025. We are a dynamic and growing organization having its main establishment located in downtown Montreal and part of a leading international banking institution fully committed to building a more sustainable future. Note that the position may be in the Canadian Branch of BNP Paribas or in one of its subsidiaries based in Montreal.

The position at a glance

The Senior Quant Analyst – Portfolio Management builds and maintains the SQL‑driven tools that power data‑informed decisions for active lending‑portfolio management and credit‑risk mitigation across North America. By supporting synthetic securitisation transactions and delivering clear visual insights, the role helps BNP Paribas create responsible, risk‑adjusted value for its corporate clients.

In detail

The team members are responsible of the following activities:

• Design and develop proprietary portfolio‑management tools for the regional team, updating them as business needs evolve so that users have reliable, timely decision‑support.
• Maintain and administer the mission‑critical SQL database, generating daily loan‑exposure (RED) reports and enhancing stored procedures to ensure data accuracy for risk analysis.
• Create interactive dashboards in Tableau, Qlik Sense or Power BI, delivering visual insight that clarifies portfolio performance for stakeholders.
• Liaise with IT to migrate the database to a fully supported environment, aligning technology upgrades with regulatory and business timelines.
• Support the origination of new synthetic securitisation transactions by assisting investor due‑diligence, structuring and internal approvals, thereby enabling timely deal execution.
• Lead the quarterly re‑loading of live SRTs, guaranteeing data integrity and compliance with Basel and related regulations.
• Coordinate with Origination & Active Management to validate lending and hedging transaction outcomes and with Portfolio Analytics & Modelling to supply data for RWA, funded‑asset and cost‑of‑risk analysis.
• Compute actual RWA savings and hedging costs, reviewing methodologies and updating assumptions to keep the Active‑Management budget accurate and actionable.

Work conditions: This position provides for standard working conditions in an office and a normal work schedule from Monday to Friday. This position requires little travel.

The Strengths And Skills That Will Help You Succeed

• MSc in Financial Engineering or another quantitative discipline.
• The knowledge of English is required.*
• Minimum 5 – 7 years of relevant experience in quantitative finance, database development or credit‑risk analysis.
• Program in VBA, MySQL and Python to automate data pipelines and build robust analytical tools.
• Administer SQL Server and Oracle databases end‑to‑end, from data ingestion to production of reports and dashboards.
• Apply credit‑risk RWA calculations and modelling techniques to support risk‑adjusted portfolio decisions.
• Interpret Basel, Volcker and other regulatory requirements to ensure compliance of securitisation structures.
• Work with structured‑credit products, including balance‑sheet CLOs and synthetic securitisations, to provide actionable risk insights.
• Communicate clearly and responsibly with cross‑functional teams, delivering concise documentation and presentations.
• Take full ownership of the portfolio‑management database, ensuring reliability, accuracy and timely delivery of tools.
• Demonstrate a rigorous, supportive and collaborative mindset when solving complex problems.
• Given the vast majority of our clients, both internal and external, are based outside of Quebec and Canada, specific language requirements may apply. Professional working proficiency in English language is required.

What’s In It For You

In addition to competitive compensation, we offer flexible benefits including a family and spouse insurance program, a defined contribution pension plan and paid days for volunteering. Hybrid work arrangements are available for most positions. In-office presence is required a minimum of 3 days per week, one of which must be on a Monday and/or a Friday. BNP Paribas provides excellent training and personal development programs, as well as opportunities for career development within the company and internationally.

To find out more about our range of benefits, click here

What You Need To Know

• We will review candidates as they apply, so don’t wait to submit your application;
• BNP Paribas is committed to accessibility and inclusion. During the recruitment process, accommodation needs are available at all times for candidates. You will have the chance to make a request for an accommodation during your application.
• You must be legally eligible to work in the Greater Montreal area and, if applicable, hold a valid work or study permit. Physical presence in BNP Paribas’ office(s) is an essential function of this position;
• If you are applying and accepted to a position which requires working in/for the U.S. securities industry, you will be required to provide your fingerprints and undergo additional background checks by the FBI. BNP Paribas Securities Corporation is required to maintain a supervisory program over the conduct of its Associated Persons; some of your personal data will be transmitted to the United States of America and made available to US regulators. Please reach out to BNPP for additional information; or you can also find an overview here: 3110. Supervision FINRA.org

Diversity, Equity and Inclusion (DE&I) at the heart of our commitments

• At BNP Paribas all employees are on an equal footing allowing us to create a work environment that values and respects people for their talents, skills and competences.
• BNP Paribas recruits, employs, trains, compensates and promotes regardless of race, religion, colour, national origin, sex, disability, age, and other protected status (Employment Equity Act and Canadian Human Right Act).
• To learn more about our DE&I commitments, click here

BNP Paribas is the top bank in the European Union and a major international banking establishment. Present in 63 countries, with more than 180,000 employees, the bank holds key positions in several areas of banking and financial services.

BNP Paribas’ mission is to contribute to a responsible and sustainable economy by financing and advising its clients according to the highest ethical standards, while striving to respond to essential concerns in terms of the environment, regional development and social inclusion.

Since 1961, BNP Paribas has supported large Canadian companies and institutions in their business development by offering a full range of specialized financial services and investment products.

With over 1,400 employees, BNP Paribas in Canada continues to attract experts from diverse fields as well as ambitious young talent from around the world. We are proud to offer our employees a rewarding and international workplace where they can build their professional careers by honing their skills, meeting challenges and enriching their knowledge of the financial industry.

Our certifications and partnerships

• Montreal’s Top Employers 2025
• Canada’s Best Diversity Employers 2025
• Women in Governance – Parity certified – Platinum certification
• Pride at Work Canada
• Part of Les Affaires top 300 companies in Quebec
• Synclusiv
• Ready, Willing and Able
• Autisme sans Limites
• LinkedIn Top Companies 2024

Do you want to discover other BNP Paribas offers in Canada?

Click here: BNP Paribas in Canada Our job offers

* While the description above describes our ideal candidate, we encourage applicants to apply even if they do not fully meet the complete list of qualifications noted *