Quantitative Analyst - Prime Services

Position Purpose

The Global Market Quantitative team is responsible for designing and developing the models used for pricing, risk management and relative value. GM Quants contribute to the development and support of the pricing and risk management platform. 

This is a front office quantitative role to work on design and defining the architecture of the technological solutions delivered to the Prime Services & Financing Business line. This role is focused on achieving a successful implementation of projects and 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.

Key Responsibilities

• Development and implementation of models used for pricing and risk management for the PS&F/EMDEN business line
• When appropriate liaise with relevant internal risk functions: Legal, Compliance, Market and Credit Risk Management.
• Maintain open communication with team and direct line management to fulfill 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.
• Directly contribute to BNPP operational permanent control framework
• Contribute to the improvement of the PS&F Security Financing Transaction pricing
• Liaise with peers in other location on all PS&F/EMDEN related developments
• Support of the APAC PS&F/EMDEN platform