Your daily role

The Quantitative Research Architect, Vice President level role,develops transversal expertise of the different systems used across locationsand assets classes within the GMQR team, and works toward an urbanisation ofour infrastructure, based on principles of strong coherence and weak coupling.The successful candidate will lead and deliver medium-sized projects and willoperate with a degree of independence and autonomy, whilst knowing when complexand high-risk issues need to be referred upwards. The roleholder will lead inthe delivery of non-routine tasks and activities and will be asked to mentormore junior colleagues to support them with their development.

 The job covers the following tasks with the prioritization being done by the quantteam:

• Avoid duplication of pricers, on the model “1 payoff, 1 pricer” and leverage expertise within each individual business line
• Develop risk, stress-test scenarios and P&L Explain analytics in the quantitative research pricing library
• Ensure local trading specificities can be captured generically in the platform centrally and in regional sites (Asia, EMEA, US, Latam…)
• Drive continuous improvements to the pricing, risk and P&L models and methodology
• Reach bank-wide consistency in risks, stress-tests and P&L computation

All tasks above are to be conducted with the supervision of thequantitative team management.

You will be based inthe heart of Paris, at 20 Boulevard des Italiens, in the 9th arrondissement — avibrant business district between Place Vendôme, Opéra, and Madeleine, easilyaccessible via Richelieu Drouot metro station.

What comes next?

Your experience andcommitment will allow you to expand your network within Global Markets, leadhigh-impact cross-functional projects, access career opportunities in other CIBbusiness lines or within the BNP Paribas Group.

Working at BNP Paribas means:

A competitivecompensation package and benefits:

• Company savings and retirement plans, Profit-sharing and incentive schemes, Health and welfare coverage, Social and cultural activities via the works council
• Flexible hybrid work arrangements, with remote work days to be defined with your manager.

Joining a committed Group and contributing to our transformation toward a more sustainable world.

Learn more about ourcommitments to clients and society.

You can also engageprofessionally through our OneMillionHoursToHelp program.

Are you our next GMQR Architecture – Quantitative Analyst (M/F)?

Yes, if you have :

A professional qualification in mathematics, statistics, physics,engineering or finance / econometrics or a PhD in another Science orengineering field with an interest in finance modelling, along with expertknowledge in Computer Science and Software Engineering.

 A professional experience in the Financial Services industry ideallywith experience in trading activities / market risk, quantitative finance,regulatory projects.

 Strong technical background in either C++, C# or Ada, code auditing,performance profiling, regression testing and troubleshooting.

 Proactively able to identify areas of development, improvement orways to maximise results and takes initiative to implement relevant actions, inthe short and long term.

 Strong relationship management skills and an ability to work with individuals to ensure the delivery of set objectives.

 Strong mathematics and numerical techniques, e.g., linear algebra,root finding, finite differences.

 Advanced programming skills in low level languages such as C++, C# or ADA, with experience gained

 Good interpersonalskills given the numerous actors in this re-engineering project.

Able to workautonomously within the requirements of the project and the quant team.

A flexible, hands-onattitude and willingness to make things happen

 Ability to drive aproject end to end and coordinate across multiple teams.

Next Steps

If your CV isshortlisted, you will be invited to one or more interviews with HR and/oroperational managers. The process may vary slightly depending on the role.

If you have adisability and would like a facilitated exchange, you can send your CV andcover letter to missionhandicap.bnpparibas.com.

In a changing world,diversity, equity, and inclusion are key values for team well-being andperformance. At BNP Paribas, we aim to welcome and retain all talents withoutdistinction — this is how we will build the finance of tomorrow: innovative,responsible, and sustainable.

We also place greatimportance on ethical and professional responsibility in our daily actions.

At any time duringthe recruitment process, the information on your CV, your identification data,and your background may be verified.