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Senior FO Quantitative Analyst - Equity DerivativesW/M

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Quantitative Analyst W/M

 

 

#Globalmarkets #CIB
 

Your mission if you accept it?

The Global Markets Quantitative Research division headed by Joe Bonnaud 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 organisation 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 architecture to streamline and harmonize the P&L Explain chain for equity derivatives products. This is a unique opportunity to work on a major project with very ambitious targets and requires a significant number of experts to work together and deliver this new platform.

The role being offered is to participate in this major multi-faceted re-engineering project and work within the Equity Derivatives 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:

  • Provide P&L explain, Risk indicators and VAR consistently across FO, MO and Risk chain
  • Generate FO Step Reval & Risk Based P&L Methodologies for all Equity Derivatives books at End of Day
  • Align FO & Operations daily P&L explain by using the same components, same market data and the same configuration on both Trading and P&L / Risk Chain
  • Reach bank-wide consistency in risk and P&L Explain representation
  • Ensure bank’s readiness to FRTB P&L Attribution Tests

All tasks above are to be conducted with the supervision of the quantitative team to ensure consistency between different asset classes.

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 Quantitative Analyst W/M ?

Experience with ADA a plus but not mandatory.

Good interpersonal skills given the numerous actors in this re-engineering project.

Able to work autonomously within the requirements of the project and the quant team.

A flexible, hands-on attitude and willingness to make things happen

Ability to drive a project end to end and coordinate across multiple teams.

Strong knowledge of equity derivatives products

Extensive experience with C++ / C#.

Participation in large scale projects

Object oriented programming

Comfortable with large scale libraries and working with different profiles (quants, IT, MO, Risk)

Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.

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
FR-Île-de-France-PARIS
Type d'emploi
Standard / Permanent
Domaine d'activité
FINANCIAL AND TECHNICAL EXPERTISE
Niveau d'études
Not indicated
Niveau d'expérience
At least 5 years
Horaires
Full-time
Référence
!I_CIB_GM_0856


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Why should I apply?

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

BECAUSE YOU'RE THE KIND OF PERSON WHO WANTS...

  • What if we told you that working in our Group may not be quite what you think? BNP Paribas business lines and careers are constantly evolving to meet the expectations of our clients and society as a whole.

  • 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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