Quantitative Research – Analyst

BNP Paribas Ver Empresa

Não especificado

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.

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.

Global Markets Quantitative Research 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.

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.

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.


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

Your main responsibilities are to:

  • Maintain and enhance pricing analytics, co-ordinate and share knowledge with quants in other locations, improve interfaces, optimise code, follow the team’s best practices.
  • 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


  • One of the following qualifications:
  • Master or PhD degree in Mathematics, Statistics, Finance, or Econometrics
  • PhD in other Science or engineering field, with an interest in finance modeling


  • Fluency in English
  • Knowledge of financial mathematics and statistics, stochastic calculus
  • Experience with common programming languages, compiled (Ada, C, C++, C#, Java) or scripts (Python, VBA, 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)


  • Knowledge of Equity, FX, Interest Rates, Credit or OTC derivatives
  • Good understanding of Computer Science: algorithms, complexity, etc.
  • Wider IT culture (machine learning, parallelization, network, new languages)
  • Knowledge of Linux
  • Experience in Excel
  • Fluency in French

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