Cookies — it's your choice

At Bright Network we use cookies and similar technologies to help deliver you the best possible experience. Some are necessary to help our website work properly and can't be switched off, and some are optional but support Bright Network in building and running the service that we provide to you.

Data we store

  • Essential cookies to make this website work
  • Third party cookies used for personalised ads and content

You can find out more in our privacy policy and cookie policy, and manage the choices available to you at any time by going to ‘Privacy settings’ at the bottom of any page.

Are you happy to accept all cookies?
  • Home
  • Choose a career
    • No idea what to do?
    • Career path test
    • Career path guides
    • Top graduate employers
    • Job profiles
    • Further study
  • Internships
    • Find an internship
    • Top graduate employers
    • Deadline Tracker
    • Internship Experience UK
  • Jobs
    • Find a graduate job
    • Top graduate employers
    • Deadline Tracker
  • Career advice
    • No idea what to do?
    • CV advice
    • Aptitude & numerical tests
    • Interviews
    • Assessment centres
    • Commercial awareness
    • Core career skills
    • Entering the world of work
    • Career path test
  • Academy
    • Free courses
    • Psychometric tests
  • Events
    • Bright Network events
    • Virtual University Series
    • Employer events
    • Previous event highlights
  • Success stories
    • Member success stories
  • About us
  • For employers
Home
  • Login
  • |
  • Signup
  • About us
  • For employers
  • FAQs
  • Choose a career
    No idea what to do? Career path test Career path guides Top graduate employers Job profiles Further study
  • Internships
    Find an internship Top graduate employers Deadline Tracker Internship Experience UK
  • Jobs
    Find a graduate job Top graduate employers Deadline Tracker
  • Career advice
    No idea what to do? CV advice Aptitude & numerical tests Interviews Assessment centres Commercial awareness Core career skills Entering the world of work Career path test
  • Academy
    Free courses Psychometric tests
  • Events
    Bright Network events Virtual University Series Employer events Previous event highlights
  • Success stories
    Member success stories
  1. Home
  2. Industrial Placements
  3. Financial Services
  4. Rates, Credit & FX Quantitative Research Industrial Placement 2021

Rates, Credit & FX Quantitative Research Industrial Placement 2021

Lock Applications for this job are now closed
DEADLINE 10th May 2021
Industrial placement
BNP Paribas
London
Financial Services, Investment Banking & Asset Management
competitive

We have open placement positions in the quant teams supporting our Business Lines (Rates, Credit and FX).

The Rates, Credit and FX quantitative research teams are responsible for the development of pricing and risk management models for Trading and Sales. They have daily exposure to structurers, traders, sales as well as our technology and risk management teams.

What you will do

  • Create and implement the mathematical models and strategies used for pricing and market making
  • Support Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model
  • Pricing, risk management and relative value for flow, exotic and primary desks
  • Assess the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations
  • Responsible for best practices for PnL Explain and Predict globally
  • Involvement in key transversal regulatory topics such as FRTB or MIFID II
  • Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.

Technical skills required

  • 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

Start Date: ASAP

Duration: 6-11 months

DEADLINE 10th May 2021

Related Jobs

  • BNP Paribas: Rates, Credit & FX Quantitative Research Long Term Internship 2022
  • Gallagher: Placement Support (Latin America and Caribbean) Ipswich 2022
  • Citadel: Graduate Quantitative Research Analyst 2021
  • Citadel: PhD Quantitative Researcher Internship 2022
  • J.P. Morgan: 3-day Spring Insight into Wholesale
  • Evelyn Partners: Trainee Investment Manager Birmingham 2022, Immediate Start
  • Third Bridge: Associate Swedish Speaker (Immediate Start) 2022
  • CME Group: Pricing & Valuations Internship 2022
  • Evelyn Partners: Trainee Investment Manager Edinburgh 2022, Immediate Start
  • Round Hill Capital: Development Internship London 2022
Careers - work for usGet in touchTerms and conditions
Community guidelinesPrivacy policyBrowse site
Bright Network © 2022