Key Responsibilities

Development and implementation of models used for pricing and risk management, with focus on Linear Rates Products:

Implement pricing and risk management models that correctly capture the specificities of Asian markets (onshore/ offshore, discounting, curve marking)

Participate in the development of the Global Macro flow pricing and risk management platform and library

Design innovative analytic approaches

Develop new derivatives related research tools

Support trading desks with the pricing and hedging of vanilla and more complex Fixed Income products

Liaise with relevant internal risk functions when necessary: Legal, Compliance, Market and Credit Risk Management

Attend relevant training courses to maintain appropriate regulatory, product and technical skill

Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns

Directly contribute to BNPP operational permanent control framework

Support the Global Macro Flow APAC platform

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