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:
https://group.bnpparibas/emploi-carriere/bnp-paribas
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.
