BNP Paribas Asset Management (‘BNPP AM) is the investment arm of BNP Paribas, a leading banking group in Europe with international reach. At BNPP AM, we aim to generate long-term sustainable investment returns for our clients, based on a unique sustainability-driven philosophy. This philosophy has shaped our firm and directs all we do: our strategy, our culture, our structure, our products and our processes; the way we engage with our clients and our role in influencing the companies and the markets we invest in.
Junior Quant Analyst for index prices publication & reconciliations
Requirements
- Master's degree in finance or quantitative discipline
- 1 year of relevant professional experience or substantial internships in finance, ideally in financial pricing, valuation, or structured products
- Very good aptitude for mathematics
- Proficiency in Excel and familiarity with quantitative analysis tools
- Good Knowledge of English & French
- Strong verbal and written communication skills in a very logical manner
- Good analytical and synthesis abilities
- Attention to detail and high precision
- Capacity to accept feedback and learn from it
- Strong sense of responsibility
- Client-oriented and results-driven
Responsibilities
- Daily Price Publication (~10%)
- Independently ensure our pricing platform remains operational throughout the day, automatically generating around 1,400 index prices.
- Liaise with the IT Quant team in case of technicalissues to swiftly resolve them.
- Daily Price Reconciliation (~80%)
- Independently manage automatic validation and reconciliation of index prices.
- Analyze approximately 70 daily alerts triggered by consistency checks, investigate root causes (e.g., calendars, fixings, corporate actions, fees, configurations, formulas), and resolve or escalate these issues with senior support.
- New Indices Onboarding (~10%)
- Independently handle the onboarding process for standard index strategies, including:
- Reviewing index methodologies
- Booking indices on the pricing tool
- Conducting backtesting for historical periods (2 to 10 years)
We offer
- Dynamic career opportunities across the globe
- Volunteering initiatives to support our local communities and connect with our colleagues
- The opportunity to contribute to our award-winning Sustainability efforts and join our community of Future Makers
- Access to a robust wellbeing programme including mental health support and resources
- An award-winning online learning and development platform
- Hybrid working
- A diverse and inclusive working environment where you can be your authentic self
