Macro Quant Analyst

Keywords: Capital Markets, Markets 360, Quants, Data Analytics, Derivative Markets, Macroeconomics, Models, Digitalization, Automation

**About the job**

Global Markets is BNP Paribas’ capital markets business within Corporate & Institutional Banking (CIB), delivering solutions across asset classes, and industry-leading services for clients including Institutional, corporate, private banks and retail distribution networks. Our Portugal Platform (Porto and Lisbon) is a major HUB in Europe and certainly unique in the country by its size and its scope of activity, with all Front Office roles present (Trading, Sales, Research, Structuring, Quant & Engineering, Business Dev and Support, Marketing & Client Support, Risk Management, Data Analytics and Machine Learning ). We are growing fast with the ambition to become even more relevant for the worldwide activity, which presents many short and long-term opportunities.

**Your Main Activities Are**
- Develop market leading quant indicators for asset prices, economic variables and derivative markets. This entails:

- Reviewing academic research to identify new modelling approaches
- Running data analytics
- Exploring use of new data science techniques
- Testing new date sets (i.e. alternative data)
- Maintain and update models, including creating visual representations of outputs, compiling of dashboards, presentations and publications.
- Work with other teams for the improvement of digitalization, automation and distribution of contents
- Support the Macro Quant & Derivative Strategists (located in London and Portugal) in the process of generating trade ideas, researching new modelling techniques and producing thematic research reports, which relate quant analytics to the current economic and market news flow.

**Profile and Skills to Success**
- Strong interest in data analysis and solid analytical skills
- Ability to demonstrate elementary knowledge of financial markets relationships / drivers and statistics, including econometrics
- Proficiency in Python or R or Matlab; other coding languages can also be considered
- Up to 2 years of experience in a similar role
- High attention to detail / rigor
- Autonomy, proactiveness, reliability and results driven
- Critical thinking, creative approach to problem solving
- Strong communication skills (both spoken and written)
- Fluency in English

**About the Team**

Markets 360 is made up of around 100 economists, strategists and analysts across the Americas, Western Europe, CEEMEA and Asia Pacific, who work closely together to create cross-asset perspectives.

With a focus on value-added research and thought leadership, the aim is to publish clear, timely and thought-provoking pieces on topics ranging from financial and economic forecasts to in-depth analysis of particular assets, economies and themes.

The Macro Quant & Derivatives Strategy team is part of Markets 360 and is responsible for quantitative and evidence-based research on macroeconomics, major asset classes and derivatives. The team is composed of macro quant analysts and strategists who collaborate to develop and maintain models and processes that can be used to generate trade ideas and market analysis for inclusion in thematic publications. The team is client facing and works closely with sales, trading, structuring and other quantitative research teams within BNP Paribas Global Markets.

**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