The bank for a changing world

FIRST Quantitative Developer Consultant (M/F)


Standard / Permanent



Job function




BNP Paribas Global Markets Quantitative Research is responsible for research, design, development and support of innovative financial models and tools. This effort is undertaken in very close collaboration and daily interaction with our partners in sales, trading, risk management and IT.
This front office department is cross-asset covering Equity, Interest Rates, Credit, Commodities, Local Markets and Foreign Exchange.
Fixed Income Research & Strategies Team (FIRST) are seeking to identify top calibre, highly motivated quantitative developers who are prepared to hit the ground running in our dynamic, cross-asset activity. We have a number of opportunities to provide exposure to a wide range of absorbing quantitative research initiatives within BNP Paribas Fixed Income, focusing on Interest Rate Derivatives, Flow Rates, Mortgages, Structured and Flow Credit, FX, CVA & LVA and e-Trading. FIRST is an intellectually stimulating and technically challenging environment for anyone seeking direct involvement in the innovative development, maintenance and optimization of the models used for pricing, risk management and accounting purposes of Fixed Income activity across Europe, Americas and Asia. We have daily front-line exposure to traders, marketers and risk managers providing cutting-edge research and risk management solutions based on innovative mathematical, statistical and technological concepts.
The role will be in Lisbon, Portugal working within a team of finance professionals supporting BNPP CIB market activities globally. The role will report to local team lead but projects and tasks worked on in collaboration with team members in London. A period of 2 to 6 months training in London is envisaged at the beginning of the role in order to become familiar with the tasks, systems and to build relationships with other team members.
This role focuses on the global management, development, delivery, maintenance and support of FIRST’s cross-asset analytics software libraries. The responsibilities are fulfilled through close collaboration with other quantitative developers and analysts within FIRST as well as with trading desks and various front office IT teams.
  • Maintain, co-ordinate and enhance development and development environment, communication, tests and best practices
  • Design of innovative analytic/implementation approaches, system architecture, code optimisation, interfaces, etc.
  • Development, delivery and support of tools based on FIRST analytics libraries
  • As and when needed liaise with relevant internal functions such as various teams in the IT Department and Market Risk
  • Good command of Python, VB Script, JavaScript or an equivalent script language
  • Experience in coding in and object oriented language (C, C++, C#, Java)


  • Master degree in Mathematical Analytics or Statistics with option Computer Science, Engineering or Equivalent
  • Knowledge of FX and Global Markets and OTC derivatives (including trade life cycle)  is a plus
  • Strong Excel Skills are mandatory
  • Fluent in English is mandatory
  • Knowledge in French is a plus
  • Excellent communication and interpersonal skills
  • Ability to prioritize workloads & use a proactive approach to meet deadlines
  • Be driven, enthusiastic and dynamic in search of improving processes, controls & procedures
  • Control awareness
  • Excellent Team Player
  • Accuracy and absolute attention to detail required
  • Effective problem solver and consensus builder
  • Ability to work well under pressure
  • Available to a training period abroad (2 to 6 months in London)