Vie Cib Global Markets, Quantitative Research

VIE CIB Global Markets, Quantitative Research - Lisbon, M/W Your daily routine ? As part of the Quantitative Research team, you will maintain and enhance pricing libraries as well as build and support tools based on these libraries. You will co-ordinate and share knowledge with quants in other locations, optimize code, follow the team’s best practices. You will continuously improve existing models, design and implement new models based on business requirements and regulations. You will perform quantitative engineering to help trading manage the valuation and risks of their books. You will provide support to Trading, Sales, IT, Ops teams. The working environment is important BNP Paribas CIB 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. The next steps? This is a first ideal job to use the scientific knowledge gained. The mission will offer you the opportunity to gain in-depth knowledge on the business and a good understanding of the activity of the trading, structuring, risk management, IT teams, etc. The interactions with the teams in other locations will allow you to become familiar with a global organisation. Why join BNP Paribas ? Our world is changing Today, what counts in a job is to live real experiences, to learn, to share objectives and results with colleagues. In short, to chart your own path, different, responsible and sustainable. At BNP Paribas, we recruit our employees with the idea that they are looking for the world and the bank of tomorrow. Do you want to know all the reasons to join us ? What about remuneration ? It is set by Business France and can be viewed directly on their site. Are you our next VIE ? You have a Master or PhD degree in Computer Science or Mathematics or any other science/engineering field with a strong interest in computer science. You have gained experience with common programming languages compiled (C++, Ada, C#, Java, Go, Rust, Haskell or equivalent) and with scripts (especially Python, JavaScript). You have a good understanding of Computer Science : algorithms, complexity, etc. Knowledge of one class of financial instruments - Equity, FX, Interest Rates, Credit or OTC derivatives - would be a plus, as well as knowledge of key concepts in financial mathematics and stochastic calculus. You speak fluent English. You adapt quickly in a demanding environment. You have a research mind set with attention to details. You have demonstrated your creativity, a proactive approach to problem solving. You have strong interpersonal skills and a good team spirit. Don't hesitate and join us In a changing world, diversity, equity and inclusion are core values necessary for well-being and team performance. At BNP Paribas, we intend in welcoming and retaining all talents without distinction : this is how we shall all be building the finance of tomorrow, innovative, responsible and sustainable. Finally, we attach particular importance to ensuring that our future employees act on a daily basis with ethical and professional responsibility. During the recruitment process, information contained in your CV, your personal identifying information and background can be checked at all times. VIE availability As soon as possible for a period of 12 to 24 months. Please, only send your resume and cover letter in English, and check that you fulfil the conditions for undertaking a V.I.E How to get a job abroad in Portugal Business France V.I.E **PRIMARY LOCATION** **PT-11-Lisbonne** **JOB TYPE** **VIE** **JOB** **EXPERTISE FINANCIERE ET TECHNIQUE** **EDUCATION LEVEL** **Master ou équivalent (> 4 ans)** **EXPERIENCE LEVEL** **Débutant** **SCHEDULE** **Temps plein** **REFERENCE** **V_CIBGM_0063** **APPLY** *** - (REF: V_CIBGM_0063)