Quantitative Analyst / Developer

Quantitative Analyst / Developer

Bnp Paribas 2





Quantitative Analyst / Developer

Detalhes da Vaga

BNP Paribas is a leading European bank with an international reach. It has a presence in 72 countries, with more than 202,000 Employees - including more than 154,000 in Europe and over 5,000 in Portugal alone.
BNP Paribas is present in Portugal since 1985, having been one of the first foreign banks to operate in the country. Today, BNP Paribas has several entities operating directly in this territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
Worldwide, the Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realise their projects through solutions spanning financing, investment, savings and protection insurance.

Westminster is the backbone C++ analytics library, developed within CIB for the valuation of Flow Rates products. It is used by a wide range of booking, pricing and risk systems across the Bank. The main project team covers the regular BAU activity as well as the team's participation in any projects without dedicated funding for work related to our library, and provides a key channel to delivering the latest research developments to a large existing user base.

As a consequence of the ongoing strategic re-orientation (CIB of Tomorrow, Digital Transformation) we have identified the need to enhance our existing Test Platform in order to improve the deliveries especially for our high priority clients. The initial aim for candidates in this new position will be design and implement a new Test Platform, in close cooperation with the London-based part of the team as well as quants located both in London and Lisbon.
The role will involve working very closely with the other Westminster team members in London, as well as FRG and other Quant Research teams, most of whom are located either in London or Lisbon. Good programming skills as well as an understanding of Flow Rates products and their risk are vital. Equally important is however the ability to communicate in an effective manner with other quants, developers and testers, and to build a good relationship with existing teams who operate in complimentary roles.

Strong knowledge of one or more programming languages, including C++ (the primary development language for Westminster) and Python (seeing a big rise in client use, increasingly the preferred choice for new tests, and most likely to be the core of a new Test Platform).

Additional programming languages (C#, Java) are a bonus, as well as other scripting languages (in particular Ruby, in which the current Test Framework had been written).

Familiarity with Microsoft Windows as an environment, and Excel as the historically dominant RAD tool.

Good understanding of modern software development, ideally with experience in the industrialised, scalable testing of mission-critical applications (using e.g. automation tools and container technology).

Some working knowledge of flow rates products and a basic interest in quantitative finance is expected.

Any past experience working with large scale quantitative library (Risk, Pricing, P&L Explain) would be a bonus.

Good interpersonal skills given the numerous actors in this re-engineering project.

Able to work autonomously within the requirements of the project and with both IT and quant teams.

A flexible, hands-on attitude and willingness to make things happen.

BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.
Please note that only applications submitted in English will be considered.

In case you are selected for this role, further documentation will be requested to support your hiring process.

Fonte: Neuvoo3_Ppc



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