Computer Scientist

COMPUTER SCIENTIST (JOB NUMBER: 2212GMFOS13407)

**#Engineering, #Mathematics, #QuantitativeResearch, #Quants, #Programming, #ComputerScience, #Optimization, #Parallelization, #Distributed, #Compilation**

**About the job**
- This position focuses on the global management, development, delivery and support of the cross-asset analytics libraries, trading tools and information systems
- The role will be in Lisbon or Porto, Portugal, working within a team of finance professionals supporting BNPP Global Market activities globally
- A training in Paris or London may be provided at the beginning of the role in order to become familiar with the setup and to build relationships with other team members

**Your Main Activities Are**
- Maintain and enhance pricing analytic libraries, co-ordinate and share knowledge with quants in other locations, optimize code, follow the team’s best practices
- Understand, develop, test, deliver and support tools targeted to support development of pricing analytics libraries
- Maintain and manage the computational infrastructure for the Quantitative Research team
- The responsibilities are fulfilled through close collaboration with other quantitative developers and analysts, as well as with trading desks and various Front Office IT teams

**Profile and Skills to Success**
- Qualifications: Master or PhD degree in Computer Science or Informatics Engineering or any other science/engineering field with a strong interest in computer science
- Experience with common programming languages compiled (C++, C#, Java, or equivalent)
- Experience with scripts (Python, JavaScript, or equivalent)
- Good understanding of Computer Science: algorithms, complexity, distributed computation, among others
- Knowledge of Linux
- Be driven, enthusiastic and dynamic in search of improving processes, controls & procedure
- Fluency in English

**About the Team**
- Global Markets Quantitative Research and Engineering (GMQRE) is a highly motivated team of financial engineers and computer scientists based in Lisbon and Porto, researching and performing quantitative engineering on diverse cross asset topics in equity, interest rates, credit, FX and XVA
- We work on innovative financial models, contribute to pricing libraries, maintain and implement the architecture of closely-knit systems driving the booking and valuation framework of the bank
- Along with the data engineers of Global Client Analytics (GCA) and the GM Data and Artificial Intelligence Lab, we are more than 40 high caliber engineers part of the Global Markets Front Office and we collaborate closely with Trading, Sales, Risk and IT across APAC, EMEA and Americas on daily basis

LI-Hybrid

**Why joining BNP Paribas?**
- **Leading banking institution**

BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history. It has a presence in 65 countries, with around 190 000 Employees - including more than 145 000 in Europe.
- **Our presence in Portugal**

Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.
- **International reach**

Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success. BNP Paribas holds key positions in its three core operating divisions:

- **Retail Banking**, a division that brings together all of the Group’s retail activities and specialised business lines;
- **Investment & Protection Services **that include specialised businesses offering a wide range of savings, investment and protection services;
- **Corporate & Institutional Banking **division that offers tailored financial solutions for corporate and institutional clients.
- **Diversity and Inclusion commitment**
- **Commitment towards work/life balance**

At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.
- **Remote Working Conditions**

At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purc