IR/FX Flow Quantitative Analyst
BNP Paribas Real Estate
Hong Kong


Development and implementation of models used for pricing and risk management, with focus on Linear Rates and FX Products :

  • 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 flow pricing and risk management platform and library
  • Participate in the global quantitative research in FIRST Global Macro Flow
  • 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

    Technical & Behavioral Competencies

    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 (if 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
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