Keywords: Engineering, Mathematics, Quantitative Research, Quants, programming, computer science, optimization, parallelization, distributed, data storage.

About the job

Systematic Strategies and Hybrids team is in charge of the modelization, new developments and support in pricing library for the publication of global markets systematic strategies, complex structured underlyings trading desk, new transactions by solution structuring team. It also share responsibility to provide the P&L explanation of CSU trading books.

The role will be in Lisbon or Porto, Portugal, working within a team of finance professionals supporting BNPP Global Market activities globally.

A training in Paris may be provided at the beginning of the role in order to become familiarwith the setup and to build relationships with other team members.

Your Main Activities Are

• Maintain and enhance pricing libraries as well as build and support tools based on these libraries.
• Investigate and fix production issues. In these support tasks, show reactivity, ownership, prioritization and communication skills
• Perform quantitative engineering to help trading manage the valuation and risks of their books

Profile and Skills to Success

• Master’s or PhD in Mathematics, Computer Science, Data Science or a related quantitative field
• Fluency in English, both spoken and written
• Experience with common programming languages compiled
• Experience with scripts 
• Interest in handling large, complex or unstructured datasets
• Precision and attention to detail in validation of implementations
• Be driven, enthusiastic and dynamic in search of improving processes, controls & procedure

About the Team 

Global Markets Quantitative Data Intelligence (GDI) 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 engineers of Global Client Analytics (GCA) and the GM Data and Artificial Intelligence Lab, we are more than 40 high caliber engineers part of the Global Markets Front Office and we collaborate closely with Trading, Sales, Risk and IT across APAC, EMEA and Americas on daily basis.

About Global Markets

Global Markets, the capital markets division of BNP Paribas' Corporate & Institutional Banking, is a powerhouse delivering top-tier solutions across asset classes. Our Portugal Platform, in Porto and Lisbon stands as a major European HUB and a unique player in the country, boasting a wide range of Front Office roles and services – Trading, Sales, Research, Structuring, Quants & Engineering, Business Dev and Support, Marketing & Client Support, Risk Management, Data Analytics and Machine Learning.  With rapid growth and ambitions to make a global impact, we offer numerous short and long-term opportunities

Get a glimpse into our world- Check out our Global Markets Portugal webpage

#LI-Hybrid

Why joining BNP Paribas? 
  * Leading banking institution
  

 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 
  * International reach 
  
 The Group holds key positions in several areas of banking and financial services that are structured around three operating divisions: 
  
  * Corporate & Institutional Banking (CIB) connects companies needing financing and institutional clients looking for investment opportunities division that offers tailored financial solutions for corporate and institutional clients.
  
  * Commercial, Personal Banking & Services (CPBS) brings together all our commercial banks and several specialised businesses
  
  * Investment & Protection Services (IPS) combines a unique continuum of products and services across protection, saving, investment and real estate including specialised businesses offering a wide range of savings, investment and protection services
  
  * Our presence in Portugal
  
  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.
  
  * Diversity and Inclusion commitment 
  
 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:
  * Promote a fair and unbiased recruitment process and offer professional development opportunities to all employees
  * Celebrate diversity and advocate for inclusion, both externally and internally, encouraging employee’s participation, creating space for different voices to be heard.
  
 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.
  
  * Remote Working Conditions
  
 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. 
  
  * Commitment towards work/life balance
  
  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 [1] Employee Value Proposition and our [2] 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.