Who we are

BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research and market intelligence to corporate and institutional clients, as well as private and retail banking networks. Global Markets' sustainable, long term business model seamlessly connects clients to capital markets throughout 38 markets in EMEA, Asia Pacific and the Americas, with innovative solutions and digital platforms. Through Global Markets, clients can access a full universe of opportunities in equity derivatives, foreign exchange and local markets, commodity derivatives, rates, primary and credit markets and prime solutions and financing.

The Graduate Program is designed to provide you with first-class training and immediate responsibility. You will participate to a 3 weeks induction before moving into a full-time role in one of our quant teams. As a graduate you will have access to a number of workshops, in-house training and networking events. You will also be assigned a mentor to help you with your career development. 

We have open quant graduate positions in the quant teams supporting our Business Lines; Rates, Credit and FX.

The Rates, Credit and FX quantitative research teams are responsible for the development of pricing and risk management models for Trading and Sales. They have daily exposure to structurers, traders, sales as well as our technology and risk management teams.

The Graduate program can be rotational and you will potentially do a rotation within different Quant Teams

What you will do

Your role will include:

- Creating and implementing the mathematical models and strategies used for pricing and market making

- Support directly Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model

- Pricing, risk management and relative value for flow, exotic and primary desks

- Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations

- Responsible for best practices for PnL Explain and Predict globally

- Involvement in key transversal regulatory topics such as FRTB or LIBOR Decommissioning

- Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.

Technical skills required:

- A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering

- Excellent programming skills (C++, Python, Java, R or other equivalent)

- Data manipulation and database experience  

- Interest in financial markets, economics and quantitative finance 

Start Date: 2022

Salary: Competitive 

Location: London

Primary Location
GB-London
Job Type
Graduate / Analyst
Job
Not applicable
Reference
1876

Découvrez les métiers de BNP Paribas : IT, Tech et Data

Au-delà d’être un groupe financier, BNP Paribas est aussi une entreprise technologique. Les systèmes d’information, la data et les outils sont au cœur de notre ADN et offrent de nombreuses opportunités professionnelles !

En savoir plus

Pourquoi je candidaterais ?

Pour quelles raisons je rejoindrais BNP Paribas et pas une autre entreprise ?

Parce que je souhaite...

  • Et si on vous disait que travailler dans notre Groupe, ce n’est pas ce que vous croyez ? Chez BNP Paribas, on exerce une multitude de métiers qui évoluent en permanence pour être en phase avec les attentes des clientes et clients comme de la société.

  • Se sentir bien dans son job, c’est avant tout venir travailler comme on est.  C’est aussi avoir les moyens d’un bon équilibre entre sa vie professionnelle et sa vie personnelle. Deux engagements majeurs pour BNP Paribas.

  • Chez BNP Paribas, le développement de vos compétences est essentiel, pour vous comme pour nous. Et cela vous servira pour toute votre vie professionnelle.

En savoir plus