Job Responsibilities
- 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
Candidates Profile
Experience : 1 Year and above
- 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
Quantitative Research,Python,C++