GM Macro Flow Quantitative Analyst

Position Overview

The Global Market Quantitative team at BNP Paribas is dedicated to designing and building pricing and risk management models, with a special emphasis on Linear Rates and FX products. This team supports the global flow pricing and risk management platform and collaborates with trading desks while ensuring the applications reflect market nuances, primarily for Asian markets.

Primary Responsibilities

• Create and apply models for pricing and risk management tailored to Linear Rates and Foreign Exchange (FX) instruments.
• Develop pricing models that accurately represent Asian market features such as onshore/offshore dynamics, discounting, and curve marking.
• Contribute to the enhancement and upkeep of a global platform and library for pricing and risk management.
• Engage with global quantitative research efforts focusing on FIRST – Global Macro Flow strategies.
• Design novel analytical techniques and build derivative research tools.
• Provide ongoing support to trading desks and collaborate with risk, legal, compliance, and credit teams as required.
• Participate in relevant regulatory, product, and technical training sessions to remain up to date.
• Maintain transparent communication with team members and management, ensuring firm compliance and addressing client concerns.
• Contribute actively to the operational permanent control framework of BNP Paribas.

Core and Technical Competencies

• Strong background in applied mathematics with excellent technical prowess.
• Proficiency in programming languages such as C++, C#, Python, and Excel-based tools.
• Foundational understanding of quantitative finance concepts including interest rate models, curve construction, risk analysis, and volatility modeling.
• Results-oriented approach delivering high quality work within deadlines.
• Strong risk awareness and understanding of fundamental risk principles.
• Exemplary corporate ethics, integrity, and professionalism prioritizing bank interests.
• Team player able to collaborate and share knowledge effectively.
• Client-focused mindset valuing both internal and external stakeholders.
• Genuine interest and ongoing learning in financial markets, economics, and market dynamics.
• Comprehensive risk understanding spanning market, credit, operational, compliance, legal, and reputational dimensions.

Qualifications and Experience

• A Master's or PhD in Engineering, Applied Mathematics, or Mathematical Finance is preferred.
• Applicants should be graduates with up to two years of relevant experience.
• Balanced expertise combining market understanding, programming skills, and mathematical proficiency.

Commitment to Diversity and Sustainability

BNP Paribas celebrates diversity and is devoted to fostering an inclusive workplace that values employees from all backgrounds, encompassing diverse origins, ages, genders, sexual orientations, identities, religions, and abilities. Internal employee networks actively support various communities, including those focused on LGBTQIA+ inclusion, gender representation, disability support, and cultural recognition.

The bank is also dedicated to financing a carbon-neutral economy by 2050, being a founding member of the Net-Zero Banking Alliance and actively assisting clients with energy transition efforts.

Awards

BNP Paribas has been recognized as a Top Employer in Europe for ten consecutive years.