Job Offer Finance Quantitative Researcher - Hong Kong or London bnpparibas-hong-kong Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.Use the "Print" option on your web browser to print this ad.
Quantitative Researcher - Hong Kong or London
About BNP Paribas
BNP Paribas has a presence in nearly 80 countries with over 180,000 employees. It ranks highly in its three core activities: Retail Banking, Investment Solutions and Corporate & Investment Banking. We strive to employ talented and innovative people who are aligned to our vision and culture.
About Quantitative Research
Quant Research is a global team responsible for designing and developing the models used for pricing, risk management and relative value. They contribute to the development and support of the pricing and risk management platform. With around 140 people globally, Quant Research is present in Europe, Asia (Hong Kong, Singapore, Tokyo) and the Americas.
About the Role
The quantitative researcher is a front office role in charge developing, builds and test models to meet the needs of the credit markets activity.
The role will be based in London or Hong Kong.
We have a strong research agenda on innovation to enable structuring to deliver coupon enhancement through choice collateral and risk transformation. Work is integrated to BNP global markets platforms and official risk and valuation systems.
Scope of credit derivatives product includes: correlation products callable notes, leveraged note, funding products.
Numerical techniques used include MC and finite difference (intensity diffusion and structural models)
We are seeking an applicant who is proficient in financial mathematics (including stochastic calculus) and software development (C++) who will report directly to the global head of credit modeling.
If you are interested in a role in quantitative research:
- click here and send your cv and motivation letter to Mr Sebastien Hitier with the reference maths-fi.com in the subject line.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.