Equity Quantitative Analyst
BNP Paribas Personal Finance
Hong Kong
5天前

Responsibilities

Development and implementation of IR Options models used for pricing and risk management :

  • Implement pricing and risk management models that correctly capture the specificities of Asian markets (onshore / offshore, discounting, curve marking)
  • Participate in the development of the global IR option pricing and risk management platform and library
  • Participate in the global quantitative research in FIRST IR Option
  • Design innovative analytic approaches
  • Develop new derivatives related research tools
  • Support trading desks

    Liaise with relevant internal risk functions when necessary : Legal, Compliance, Market and Credit Risk Management

    Attend relevant training courses to maintain appropriate regulatory, product and technical skill

    Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns

    Directly contribute to BNPP operational permanent control framework

    Core Competencies

  • Strong technical skills in applied mathematics
  • Strong programming skills (C++ / C#, Excel, Python, etc.)
  • Some knowledge of quantitative finance (rate models, curve construction, risks, volatility)
  • Drive for Results Delivers high quality work and ensures decisions are implemented timely and efficiently
  • Risk Awareness Demonstrates a good awareness of risk and fundamental risk concepts
  • Corporate role model, integrity & ethics Acts with discipline and high ethical standards placing the interests of the Bank ahead of personal agenda
  • Team Player Works effectively in a team, Collaborating and sharing information and solutions with colleagues, with other teams and stakeholders
  • Client Focus Sees stakeholders as well as external clients as customers
  • Technical Competencies

  • Market, Products & Business Is genuinely interested in financial markets and continually learning and staying abreast of new developments.
  • Is able to evidence a good appreciation of economics and market dynamics, with enough understanding to present views on market conditions and trends

  • Business Risks Understands the market, credit, operational, compliance, legal and reputational risks of his / her activity.
  • Evidenced as a good sense of risk / return analysis for business areas covered

    Specific Qualifications Required

  • Masters or PhD in Engineering, Applied mathematics or Mathematical finance would be an advantage
  • Graduate to 5y of experience
  • Balanced profile between market knowledge / programming skills / math
  • 报告这项工作
    checkmark

    Thank you for reporting this job!

    Your feedback will help us improve the quality of our services.

    申請
    郵箱地址
    通過點擊“持續”,我允許neuvoo同意處理我的數據並向我發送電子郵件提醒,詳見neuvoo的 隱私政策 。我可以隨時撤回我的同意或退訂。
    持續
    申請表