Quantitative Research

Publicado 02-07-2021

BNP Paribas

Lisboa Lisboa (Contabilidade / Finanças)


About the job

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 trading, sales, risk management and IT across Europe, Americas and Asia.

This front office department is cross-asset covering Equity, Interest Rates, Credit, Commodities, Foreign Exchange and Local Markets.

Global Markets Quantitative Research is seeking to identify top calibre, highly motivated people who are prepared to hit the ground running in our dynamic, cross-asset activity.


Your Main Activities Are

This role focuses on the global management, development, delivery and support of the cross-asset analytics libraries, trading tools and information systems.

Your main responsibilities are to:

  • Maintain and enhance pricing analytics, co-ordinate and share knowledge with quants in other locations, optimise code, follow the team?s best practices;
  • Understand, develop, test, deliver and support tools based on analytics libraries;

The responsibilities are fulfilled through close collaboration with other quantitative developers and analysts, as well as with trading desks and various front-office IT teams.

The role will be in Lisbon, Portugal working within a team of finance professionals locally supporting BNPP CIB market activities globally. Porto is also a possibility. Projects and tasks are covering the credit derivatives business and will be carried out in close collaboration with the team members in London mostly. A period of 2 months training in London is envisaged at the beginning of the role in order to become familiar with the setup and to build relationships with other team members.


Profile and Skills to Success

  • Master or PhD degree in Mathematics, Statistics, Finance, Econometrics or Engineering;

  • Fluency in Mathematics, ideally knowledge of financial mathematics and statistics, stochastic calculus;

  • Knowledge of one of Equity, FX, Interest Rates, Credit or OTC derivatives (ideally);

  • Good understanding of Computer Science: algorithms, complexity, etc.;

  • Wider IT culture (machine learning, parallelization, network, new languages);

  • Experience with common programming languages, compiled (C++, Ada, C#, Java) or scripts (Python, JavaScript, or equivalent);
  • 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;

  • Excellent Team Player;

  • Accuracy and absolute attention to detail required;

  • Effective problem solver and consensus builder;

  • Ability to work well under pressure;

  • Available for a training period abroad (2 to 4 months in either London or Paris).


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 72 countries, with around 200 000 Employees ? including more than 150 000 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 6.500 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: Domestic Markets and International Financial Services for retail banking and specialised financial services, and Corporate & Institutional Banking for corporate and institutional clients.

In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.

  • 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, 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.


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.


Primary Location

: PT-11-Lisbon

Job Type

: Standard / Permanent

Job

: FINANCIAL AND TECHNICAL EXPERTISE Education Level: Master Degree or equivalent (> 4 years) Experience Level: Beginner

Schedule

: Full-time