About the job
- Westminster is the backbone C++ analytics library, developed within CIB for the valuation of Flow Rates products. It is used by a wide range of booking, pricing and risk systems across the Bank. As a consequence of the ongoing strategic re-orientation (CIB of Tomorrow, Digital Transformation) we have identified the need to enhance our existing Test Platform in order to improve the deliveries especially for our high priority clients
Your Main Activities Are
The main project team covers the regular BAU activity as well as the team's participation in any projects without dedicated funding for work related to our library, and provides a key channel to delivering the latest research developments to a large existing user base
Design and implement a new Test Platform, in close cooperation with the London-based part of the team as well as quants located both in London and Lisbon
Working very closely with the other Westminster team members in London, as well as FRG and other Quant Research teams, most of whom are located either in London or Lisbon
Good programming skills as well as an understanding of Flow Rates products and their risk are vital
Communicate in an effective manner with other quants, developers and testers, and to build a good relationship with existing teams who operate in complimentary roles
Profile and Skills to Success
Strong knowledge of one or more programming languages, including C++ (the primary development language for Westminster) and Python (seeing a big rise in client use, increasingly the preferred choice for new tests, and most likely to be the core of a new Test Platform)
Additional programming languages (C#, Java) are a bonus, as well as other scripting languages (in particular Ruby, in which the current Test Framework had been written)
Familiarity with Microsoft Windows as an environment, and Excel as the historically dominant RAD tool
Good understanding of modern software development, ideally with experience in the industrialised, scalable testing of mission-critical applications (using e.g. automation tools and container technology)
Some working knowledge of flow rates products and a basic interest in quantitative finance is expected
Any past experience working with large scale quantitative library (Risk, Pricing, P&L Explain) would be a bonus
Good interpersonal skills given the numerous actors in this re-engineering project
Able to work autonomously within the requirements of the project and with both IT and quant teams
A flexible, hands-on attitude and willingness to make things happen
Why joining BNP Paribas?
· Leading banking institution
BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history. It has a presence in 65 countries, with around 190 000 Employees – including more than 145 000 in Europe.
· Our presence in Portugal
Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
· International reach
Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success. BNP Paribas holds key positions in its three core operating divisions:
- Retail Banking, a division that brings together all of the Group’s retail activities and specialised business lines;
- Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
- Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional clients.
· Diversity and Inclusion commitment
BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.
· Commitment towards work/life balance
At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.
· Remote Working Conditions
At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.
To find out more on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal
* Please note that only applications submitted in English will be considered.
* In case you are selected for this role, further documentation will be requested to support your hiring process.