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 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.
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