Quantitative Analyst ‐ FX

3 weeks ago


Singapore BNP PARIBAS Full time
Roles & Responsibilities

Position Purpose


The Global Market Quantitative team is responsible for designing and developing the models used for pricing, risk management and relative value. GM Quants contribute to the development and support of the pricing and risk management platform. With around 150 people globally, the quantitative research team is present in Europe, Asia (Singapore, Hong Kong, Tokyo) and the Americas.


Key Responsibilities

‐ Development and implementation of models used for pricing and risk management:

  • Implement pricing and risk management models that correctly capture the specificities of Asian markets
  • Participate in the global quantitative research in GMQR – Global Macro Non Linear
  • Design innovativeanalytic approaches
  • Develop new derivatives related research tools

‐ Support trading desks on pricing and hedging of fx Option / Fx Hybrid products

‐ 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


Competencies (Technical / Behavioral)


Core Competencies

  • 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

  • Strong technical skills in applied mathematics
  • Strong programming skills (C++ / C#, Excel, Python, etc.)
  • Knowledge of Fx Option pricing

Tell employers what skills you have

Hedging
Derivatives
Quantitative Research
Dynamics
Mathematics
Asian Markets
Onshore
Risk Management
Economics
Financial Markets
Quantitative Finance
Python
C#
Pricing
Applied Mathematics
C++

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