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Global Macro – Senior Quantitative Analyst W/M

Global Macro – Senior Quantitative Analyst W/M

#Globalmarkets #CIB #quantitative

Your mission if you accept it?

The Global Markets Quantitative Research division is in charge of the modelling, pricing & risk management developments for the entire offering of products within the Global Markets activity. The team operates globally with representatives in London, Paris, Asia and New York and plays a critical role in providing innovative solutions.

This requires a strong and permanent cooperation with trading and the Global Markets IT division to ensure all quant developments integrate optimally with the IT ecosystem, thereby ensuring the best deliveries to the business.

BNP Paribas CIB has launched the very ambitious aiming to strengthen our organization and adapt CIB to ensure it remains a healthy and sustainable business in the long term, providing solutions to our clients, and core to the Group in its diversified business mix.

In this context, the Global Markets Quantitative Research is tasked to build along with the Global Markets IT a new IRFX Flow risk and P&L Explain platform for Global Macro trading. This platform will rely on a state of the art IT infrastructure ensuring real time update, while being resilient to adapt to trades volume increase expected by the flow business.

The role being offered is to participate in this major multi-faceted re-engineering project and work within the Transversal Architecture Quantitative Research team within the Global Markets Quantitative Research to help deliver this new platform. The job covers the following tasks with the prioritization being done by the quant team:

You will develop risk scenarios and P&L Explain analytics in the quantitative research pricing library

You will be the single point of contact for IRFX trading on risk and P&L Explain requirements

You will ensure local trading specificities can be captured generically in the platform centrally and in regional sites (Asia, EMEA, US, Latam…)

You will drive continuous improvements to the risk and P&L models and methodology

You will avoid duplication of pricers and leverage expertise within each individual GBL

You will reach bank-wide consistency in risks and P&L computation

All tasks above are to be conducted with the supervision of the quantitative team management.

The work environment is important!

You will be based Paris center, boulevard des Italiens.

What is next?

This position will allow you to gain expertise and opportunities within BNP Paribas Group.

What about remuneration ?

This is an important subject, which will of course be addressed. We will value your experience and your journey.

Why joining BNP Paribas ?

Our world is changing: the way we inform ourselves, consume… and work too! Today, what counts in a job is to live real experiences, to learn, to share objectives and results with colleagues. In short, to chart your own path differently, responsibly and sustainably. At BNP Paribas, we recruit our employees with the idea that they will help us design the world and the bank of tomorrow.

Would you like to know all the reasons why you should join us? Visit:

Finally, we attach particular importance to ensuring that our future employees act on a daily basis with ethical and professional responsibility.

At any time during the recruitment process, the information on your resume, your identification data and your previous experience may be verified.

Are you our next Global Macro – Senior Quantitative Analyst W/M ?

Yes, if you have 5 years of experience

Yes, if you have depth knowledge of IRFX flow products pricing, risk and P&L Explain models

Yes, if you have extensive experience with C++ / C#.

Participation in large scale projects and object oriented programming are a plus

Yes, if you are comfortable with large scale libraries and working with different profiles (quants, IT, MO, Risk)

Yes, if you have ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.

You know how to adapt quickly to new complex environments while being proactive? Understanding, leading and explaining change is part of your skills? You are methodical and have synthesis skills? You can work with full autonomy?

Finally, your English level, both orally and in writing is very good!

Do not hesitate and join us!

Finally, we attach particular importance to ensuring that our future employees act on a daily basis with ethical and professional responsibility.

At any time during the recruitment process, the information on your resume, your identification data and your previous experience may be verified.

Lieu principal
Type d'emploi
Standard / Permanent
Domaine d'activité
Niveau d'études
Master Degree or equivalent (> 4 years)
Niveau d'expérience
At least 5 years

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Why should I apply?

Basically, why would you want to join BNP Paribas over any other company?


  • What if we told you that working in our Group isn’t quite what you might think? At BNP Paribas, we do a multitude of different jobs that are constantly evolving to meet the expectations of our clients and society as a whole. Whether through everyday tasks or major projects, doing one of our jobs means making a personal commitment to taking sustainable action.

  • Feeling good about your job means bringing your whole self to work and being who you are. It’s also about having the resources you need to achieve a healthy work-life balance. Both of these are major commitments at BNP Paribas.

  • At BNP Paribas, developing your skills is as important to us as it is to you. And the skills you learn with us will help you through the rest of your working life.

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