Keywords: engineering, mathematics, quantitative research, quants, programming, finance, modelling, models, curve stripping, risk, valuation, interest rates, derivatives, OTC, stochastic calculus

About the job

This role operates under direction from line manager to support the Financing and Collateral area.

This role focuses on the global management, development, delivery, maintenance and support of Research’s cross-asset analytics software libraries:

This requires a strong and permanent cooperation with other quantitative developers and analysts, as well as with the trading desks and the Global Markets IT division to ensure all quant developments integrate optimally with the IT ecosystem, thereby ensuring the best deliveries to the business.

Your Main Activities Are

Profile and Skills to Success

It will be a nice plus if you have:

About the Team 

Global Markets Quantitative Research and Engineering (GMQRE) is a highly motivated team of financial engineers and computer scientists based in Lisbon and Porto, researching and performing quantitative engineering on diverse cross asset topics in equity, interest rates, credit, FX and XVA.

We work on innovative financial models, contribute to pricing libraries, maintain and implement the architecture of closely-knit systems driving the booking and valuation framework of the bank.

Along with the data analsyst and data scientists of Quantitative Data Intelligence (QDI) and the GM Data and Artificial Intelligence Lab, we are more than 60 high caliber engineers part of the Global Markets Front Office and we collaborate closely with Trading, Sales, Risk and IT across Asia, Europe and Americas on daily basis.

#LI-Hybrid 

Why joining BNP Paribas? 

Leading player in banking and financial services in Europe, BNP Paribas operates in 64 countries and has nearly 178,000 employees, including more than 144,000 in Europe 

The Group holds key positions in several areas of banking and financial services that are structured around three operating divisions: 

In Portugal since 1985, BNP Paribas today has more than 9.220 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 centres of expertise providing value-added services to various countries where the BNP Paribas Group also operates.

BNP Paribas ´ambition is to cultivate an open and responsive environment for all that encourages collaboration and interaction. We demonstrate our commitment by actively contributing to the Group’s Diversity and Inclusion strategy and goals, in line with the United Nations Sustainable Development Goals. As part of our local Corporate and Social Responsibility – Diversity & Inclusion strategy, BNP Paribas Portugal is committed to:

To foster the effort of BNP Paribas Portugal, multiple initiatives and events take place throughout the year where our people can find out more on the importance of diversity inclusion at the workplace and in our society.

At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working options adapted to our hybrid working environment. To ensure a comfortable and efficient working setup, eligible employees are provided with both office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional items at reduced prices. 

Supporting employees in a hybrid way of working while providing them with the means to maintain a work-life balance is an essential dimension of our Smart Working program. At BNP Paribas, we care about our employees’ wellbeing and promote a culture of good integration between work and personal life. 

To find out more on why you should join BNP Paribas please read our Employee Value Proposition and our Career path page.

* 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.