Quantitative Analyst

Position Purpose

This is a front office quantitative role to work on design and defining the architecture of the technological solutions delivered to the Prime Services Business line. This role focus on achieving a successful implementation of the platform, by participating in both the integration of existing solution and in the development of new ones in order to withstand the additional volumes and complexity driven by the new expanded prime services and equity financing businesses.

Responsibilities

• Development, implementation and support of models used for pricing, risk and inventory management for the Prime Services business line
• Support of the APAC Prime Services platform
• Liaise with peers in other location on all Prime Services related developments
• When appropriate liaise with relevant internal risk functions: Legal, Compliance, Market and Credit Risk Management.
• When appropriate liaise with relevant internal IT and support functions – TQD, APS, development teams.
• Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns.
• Attend relevant training courses to maintain appropriate regulatory, product and technical skill
• Contribution to BNPP operation permanent control framework.

Specific Qualifications

• Good knowledge of Prime Services products
• Strong programming skills with experience gained in a context of quantitative research (model implementation in an analytics pricing library)
• Good knowledge of Python programming skills