In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 18,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships. 

Worldwide, BNP Paribas has a presence in 68 markets with more than 193,000 employees. It has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.  

* excluding partnerships

BNP Paribas offers you an exciting career in an international business environment that is fast-paced, diverse and focuses on creating high-value relationships with our clients. We offer competitive salary and benefits, as well as a working environment where you’re valued as part of the team.

Position Purpose:

• This is a critical role in the quant team responsible for Algo Trading logic, as well as driving client engagement using KDB expertise to drive data analysis. These skillsets are critical to the development of the Electronic product and Prime Services ambition.

Key responsibilities:

• Research and Develop market leading trading models to be enhance the product.
• Experienced in C++, KDB, Quant Modelling
• To support the day-to-day activities of the Electronic Execution business and investigate abnormalities in performance.
• To contribute across global execution and data initiatives with a focus on APAC markets.
• Develop real time signals and refine with back testing, employing machine learning and AI techniques.
• Help the coverage teams in dealing with client requests and enquiries.
•  Adhere to all the internal policy requirements, and ensure all designed models follow the required market microstructure

Skills/Qualifications:

• 8+ years of experience in quantitative analytics, research and development within financial services
• Strong programming skills (ex. Python, SQL)
• Degree in Computer Science, Financial Engineering, Statistics, or any related scientific discipline