By using two independent and complementary approaches, we compute exactly the shot noise in an out-of-equilibrium interacting impurity model, the Interacting Resonant Level model at its self-dual point. An analytical approach based on the Thermodynamical Bethe Ansatz allows to obtain the density matrix in the presence of a bias voltage, which in turn allows for the computation of any observable. A time-dependent Density Matrix Renormalization Group technique, that has proven to yield the correct result for a free model (the Resonant Level Model) is shown to be in perfect agreement with the former method.