Quantitative Research Analyst - Financial Markets

Quantitative Research Analyst - Financial Markets

Bnp Paribas 2





Quantitative Research Analyst - Financial Markets

Detalhes da Vaga

BNP Paribas is a leading European bank with an international reach. It has a presence in 72 countries, with more than 192,000 employees - including more than 146,000 in Europe and over 4,000 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.
BNP Paribas Global Markets Quantitative Research is responsible for research, design, development and support of innovative financial models and tools. This effort is undertaken in very close collaboration and daily interaction with our partners in trading, sales, risk management and IT.

This front office department is cross-asset covering Equity, Interest Rates, Credit, Commodities, Foreign Exchange and Local Markets.

Global Markets Quantitative Research is seeking to identify top calibre, highly motivated people who are prepared to hit the ground running in our dynamic, cross-asset activity.
Global Markets Quantitative Research provides exposure to a wide range of absorbing quantitative research initiatives within BNP Paribas Fixed Income and Equity & Commodity Derivatives, focusing on Interest Rate Flow and Derivatives, Mortgages, Structured and Flow Credit, FX, Structured and Flow Products Equity & Commodity Derivatives, Regulatory, CVA & LVA, e-Trading, Risk calculations and many transversal architecture initiatives.

Global Markets Quantitative Research is an intellectually stimulating and technically challenging environment for anyone seeking direct involvement in the innovative development, maintenance and optimization of the models used for pricing, risk management and accounting purposes of Fixed Income and Equity activities across Europe, Americas and Asia. We have daily front-line exposure to traders, marketers and risk managers providing cutting-edge research and risk management solutions based on innovative mathematical, statistical and technological concepts.

The role will be in Lisbon, Portugal working within a team of finance professionals supporting BNPP CIB market activities globally. The role will projects and tasks worked on in collaboration with team members in London and Paris. A period of 2 to 4 months training in London or Paris is envisaged at the beginning of the role in order to become familiar with the tasks, systems and to build relationships with other team members.

This role focuses on the global management, development, delivery, maintenance and support of the cross-asset analytics libraries and trading tools. The responsibilities are fulfilled through close collaboration with other quantitative developers and analysts, as well as with trading desks and various front-office IT teams.

Your main responsibilities are to:
Maintain and enhance pricing analytics, co-ordinate and share knowledge with quants in other locations, optimise code, follow the team's best practices.

Understand, develop, test, deliver and support tools based on analytics libraries

As and when needed liaise with relevant internal functions such as various teams in the IT Department and Market Risk

Fluency in English

Fluency in Mathematics, ideally knowledge of financial mathematics and statistics, stochastic calculus
Good understanding of Computer Science: algorithms, complexity, etc.

Wider IT culture (machine learning, parallelization, network, new languages)

Experience with common programming languages, compiled (C++, Ada, C#, Java) or scripts (Python, JavaScript, or equivalent).
Excellent communication and interpersonal skills

Ability to prioritize workloads & use a proactive approach to meet deadlines

Be driven, enthusiastic and dynamic in search of improving processes, controls & procedures

Excellent Team Player

Accuracy and absolute attention to detail required

Effective problem solver and consensus builder

Ability to work well under pressure

Available for a training period abroad (2 to 4 months in either London or Paris)

ideally, knowledge of one of Equity, FX, Interest Rates, Credit or OTC derivatives

ideally, knowledge of Linux

ideally, experience in Excel

One of the following qualifications:
Master or PhD degree in Mathematics, Statistics, Finance, or Econometrics

PhD in other Science or engineering field, with an interest in finance modelling

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.

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.

Fonte: Neuvoo3_Ppc



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