BNP Paribas is a leading bank in Europe with an international reach. It has a presence in 73 countries, with more than 196,000 employees, including around 149,000 in Europe. The Group has key positions in its three main activities: Domestic Markets, 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.
BNP Paribas Corporate and Institutional Banking is a globally recognised leader offering capital markets, securities services, financing, treasury and advisory solutions.
Purpose & Scope of role
The Quartz electronic trading platform is BNPP's in-house algorithmic trading system for the Fixed Income, Currencies & Commodities (FICC) markets. It is an event-driven, graph-based, Java framework, designed to simplify the construction of e-trading apps by providing a set of standardised components to build from.
The Core team develop the central engine of the platform, and create the base components that allow users to implement their applications (e.g. quote streaming, automated hedging, etc.).
This team is also responsible for maintaining and improving the performance of the framework, with a strong focus on increasing the throughput/latency capabilities at its core.
Key Responsibilities of role
- Reporting to the Head of Quartz Core team
- Direct interaction with asset aligned quant-trader teams to develop new features in the core electronic trading platform
- Assist in the investigation of issues with user applications (e.g. post-event analysis, performance and scalability, latency reduction, etc.)
- Work with management to spec new projects and estimate the costs involved in their implementation
- Interact with both up/downstream IT teams (e.g. data sources, trade execution APIs)
- Develop robust and reliable testing strategies as part of the CI build process
- Participate in management and administration of the central build process and weekly release system
Experience, Qualifications & Competencies
- Innovative mind-set, with ability to analyse a problem and engineer a robust, efficient, and maintainable technical solution
- Strong technical and quantitative development skills, with industrial development experience in either Java, C#, or C++
- MSc (or equivalent) degree in Physics, Mathematics, or similar engineering discipline from a top academic institution
- Solid understanding of concurrent application design, testing, and debugging strategies
- Proactive attitude towards learning new skills, and professional development
- Good written and oral communications skills in English, and desire to interact with others
- proven industrial development experience in Java
- Previous Front Office experience could be beneficial