Allgemeine Informationen
Beschreibung
Business Area/Dept Overview
BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rates, credit, currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of corporations, institutional investors, banks, governments and supranational organizations.
The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Roleholders within the division focus on the global management, development, delivery, maintenance and support of Global Credit, Global Equities, Global Macro and Platform, Research’s cross-asset analytics software libraries. The team operates globally with representatives in London, Paris, Asia and New York and plays a critical role in providing innovative solutions.
Job Purpose
An APAC GM Prime Quantitative Research is a front office quantitative role with a focus on the products traded in Prime APAC with continuous business interactions. The roleholder will cooperate with other quantitative developers and analysts, as well as with the trading desks and the Global Markets IT & Risk divisions
Responsibilities
- Participate in the global research and development effort on various aspects of Financing business –more specifically on Stock Loan, Cash PB and Synthetic TRS trading activities in addition to Financial Resources Management optimization
Knowledge, Skill and Experience
Advanced degree (Master or PhD) in computer science, mathematics or engineering.
Strong analytical skills and technical background.
Knowledge of statistics as well as optimization algorithms.
Excellent programming experience in Python, working on large, object-oriented codebases.
1-2 years’ experience working in either a Quant Research, Quant Development or a Strats function – preferably within an Equity Financing function working on either FRM, Stock Loan, Cash or Synthetic PB
Effective communication skills, ability and willingness to engage the business globally.
Preferable to have experience working with (designing/building) complex data structures and database technologies (Oracle, Clickhouse)
Delivery focused and willingness to collaborate with other teams globally.
About BNP PARIBAS
As the leading European Union bank, and one of the world’s largest financial institutions with an uninterrupted presence in the region since 1860, BNP Paribas offers a wide range of financial services for corporate, institutional and private investors spanning corporate and institutional banking, wealth management, asset management and insurance.
We passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued and encourage applicants of all backgrounds, including diversity of origin, age, gender, sexual orientation, gender identity, religion applicants who may be living with a disability. We have a number of internal employee networks in place to empower our staff to act and challenge the status quo.
- BNP Paribas PRIDE is highly active in favour of the LGBTQIA+ community
- BNP Paribas MixCity which fosters better representation of women at all levels of the organization
- Ability, the mutual aid network for employees with a disability or a disabling or chronic illness
- BNP Paribas CulturAll which celebrates diverse backgrounds
BNP is committed to financing a carbon-neutral economy by 2050. The Group is a founding member of the Net-Zero Banking Alliance and has set up its own Low Carbon Transition Group to support its clients through their energy transitions.
https://careers.apac.bnpparibas/
More information
BNP Paribas - Diversity & Inclusion Journey
BNP Paribas - The Bank Of Green Changes
Award Obtained
BNPP has won Top employer Europe award in a 10th consecutive year