【BNPパリバ証券】VIE CIB Global Markets, Quantitative Research
仕事内容
Your daily routine ?
• As part of the Quantitative Research team working for the Tokyo-based market activity, you will be brought to understand the valuation models of credit derivatives products, support the trading desk on pricing and hedging of credit derivatives products. You will contribute to the development of the pricing platform and solve various optimization problems inherent to the business. You will develop relative value tools (Python, C, ...).
• You will interact with other teams in the group, such as Trading, IT, other Quantitative Research teams in Europe and Asia, etc.
• The working environment is important !
• BNP Paribas CIB Global Markets provides multi-asset investment, hedging, financing, search and market intelligence services to corporate and institutional clients, as well as to private and retail banking networks. The long-term, sustainable business model of Global Markets transparently links clients to capital markets in 38 markets in the EMEA region, Asia-Pacific and the Americas, with innovative solutions and digital platforms. Through Global Markets, clients can access a complete universe of opportunities in equity derivatives, local and foreign exchange markets, commodity derivatives, interest rates, primary and credit markets, and first-class solutions and financing.
• The quantitative research team in Asia consists of 15 people, 1 in Japan, 6 in Singapore and 8 in Hong Kong.
• In Tokyo, we work on the 41st floor of the GranTokyo North Tower in the heart of the city's business district. We sit in the dealing room next to the trading desk.
• There is currently one Quant dedicated to the Credit business, managing and developping all the projects coming from the trading desks in Japan and Hong Kong .
応募資格(必須経験など)
• You have a solid background (Master or PhD) in a Quantitative topic : information science, mathematics, physics, financial mathematics or engineering.
• You have excellent programming skills (object-oriented languages, scripting languages, etc), data handling skills and have a data experience.
• You have a strong interest in market finance, economic finance, and quantitative finance.
• Can you adapt quickly in a demanding environment ?
• Have you demonstrated your creativity, a proactive approach to problem solving ?
• Are you constantly seeking to improve your performance and knowledge ?
• You have strong analytical, interpersonal skills and a good team spirit.
• Last but not least, you speak English fluently !
Education Level: Master ou équivalent (> 4 ans)
Experience Level: Débutant