Through Global Markets, clients can access a full universe of opportunities in equity derivatives, foreign exchange and local markets, commodity derivatives, rates, primary and credit markets and prime solutions and financing.
The Graduate Program is designed to provide you with first-class training and immediate responsibility. You will participate in a 3 week induction before moving into a full-time role in one of our quant teams. As a graduate you will have access to a number of workshops, in-house training and networking events. You will also be assigned a mentor to help you with your career development.
The e-FIC Team carries out quantitative research in electronic trading of Fixed Income and Currency (FX) products. Its aim is to provide fully automated solutions for market making.
You will be required to complete the following rotations:
Rotation 1: You will spend 6 months with the eFXSwaps Team and 6 months with the eFXOptions Team.
What you will do
- Design and develop algorithmic pricing, quoting, risk management and execution tools to help automate BNPP’s FIC market making activities.
- Conduct research and analysis using historical datasets to develop models behind the automation tools
- Interact with Trading, Sales and IT to ensure a timely delivery of projects to all interested parties' standards
- Continuously improve existing models to adapt to an ever changing market landscape
Technical Skills and Qualifications required for the role
- A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering
- Excellent programming skills (C++, Python, Java, R or other equivalent)
- Data manipulation and database experience
- Interest in financial markets, economics and quantitative finance
- Experience of electronic markets, models and arbitrage strategies is not a prerequisite but a strong plus
- Delivery driven mind-set
- Strong interpersonal skills and proactive approach to problem solving
- Ability to work under pressure and multi-task
- Strong organisational skills
- Team Player
Conduct
- Be a role model, supporting and fostering a culture of good conduct
- Demonstrate proactivity, transparency, and accountability for identifying and managing conduct risks
- Consider the implications of your actions on colleagues