Quantitative Research Analyst - Financial Markets
BNP Paribas Personal Finance
Lisbon, Lisbon, Portugal
há 4 dias

About the job

Global Markets Quantitative Research 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 and Equity activities 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.

Global Markets Quantitative Research team provides exposure to a wide range of absorbing quantitative research initiatives within BNP Paribas Fixed Income and Equity & Commodity Derivatives, focusing on Interest Rate Flow and Derivatives, Mortgages, Structured and Flow Credit, FX, Structured and Flow Products Equity & Commodity Derivatives, Regulatory, CVA & LVA, e-Trading, Risk calculations and many transversal architecture initiatives.

The role will be in Lisbon, Portugal working within a team of finance professionals supporting BNPP CIB market activities globally.

The role will projects and tasks worked on in collaboration with team members in London and Paris. A period of 2 to 4 months training in London or Paris 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.

Your Main Activities Are

  • Maintain and enhance pricing analytics, co-ordinate and share knowledge with quants in other locations, optimise code, follow the teams best practices;
  • Understand, develop, test, deliver and support tools based on analytics libraries;
  • As and when needed liaise with relevant internal functions such as various teams in the IT Department and Market Risk;
  • 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.
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