Senior Associate – Front Office Cross-Assets Quantitative Research BNP Paribas

3.0 - 8.0 years

4 - 6 Lacs

Mumbai

Work from Office

Position Purpose BNP Paribas CIB has launched the very ambitious plan aiming to strengthen our organisation and adapt CIB to ensure it remains a healthy and sustainable business in the long term, providing solutions to our clients, and core to the Group in its diversified business mix. In this context, the Global Markets Quantitative Research is tasked to build along with the Global Markets IT a new pricing and risk management platform covering all asset classes for both flow and exotics products. To support this initiative, the bank has decided to create in India a pole of expertise around front office risk management and PL Explain quantitative analysis. The need for such a team originates from the necessity to harmonise, industrialize, and strengthen our tools to support ever growing trade volumes while ensuring a high level of data quality and coping with more stringent regulations. Responsibilities The role being offered is to join this newly created pole of expertise fully integrated in the Functional Architecture team, part of Global Markets Quantitative Research. The job covers the following aspects: Familiarisation with BNP Paribass risk and pricing framework Use state of the art data analysis techniques to improve anomaly and outliers detection while providing insights into the required developments as well as monitor overall data quality and improve the service provided to our clients (trading, MO, RISK) Be a specialist in one asset class (We aim to cover (MACRO (IR / FX / Commodities), CREDIT and EQUITIES)) and become a key contact point for our clients. Ensure remediation either locally or in collaboration with central teams of identified issues and weaknesses. Be part of the long-term strategy to improve our analytics and actively participate in its implementation Use your knowledge to train and develop skills of the more junior members or the team All tasks above are to be conducted in close collaboration with the quantitative team management. By joining us you will become part of a global team with a global reach into the bank. Technical Behavioral Competencies MSc to PhD degree in mathematics or engineering with strong analytical skills. Strong analytical skills and technical background in mathematics, computer science or finance In depth knowledge of at least one but ideally multiple asset classes Extensive experience with object-oriented languages (C++, C#...) including participation in large scale projects Comfortable with large scale libraries and working with different profiles (quants, IT, MO, Risk) Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization. Good knowledge of data analysis techniques and technological ecosystem (Desirable) Experience participating in large scale projects (Desirable) Experience working in a global setup Skills Referential Behavioural Skills : (Please select up to 4 skills) Attention to detail / rigor Creativity Innovation / Problem solving Critical thinking Communication skills - oral written Transversal Skills: (Please select up to 5 skills) Analytical Ability Ability to understand, explain and support change Ability to develop and adapt a process Ability to manage a project Ability to develop others improve their skills Education Level: Master Degree or equivalent Experience Level At least 3 years

Posted 4 weeks ago

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