Quantitative Credit Strategist Analyst
2 semanas atrás
About The Team
- Within Global Markets, Global Credit is responsible for the primary (new issuance) and secondary trading of corporate (fins and non-fins) debt and related instruments such as CDS, indices, options and structured products. It comprises different roles such as syndicate, debt capital markets, trading, sales, structuring and Credit360 which includes desk analysts and desk strategists.
The Credit360 team is part of Global Credit and is responsible for the in-depth fundamental credit analysis of corporates and sectors, monitoring of trading risk, generation of trade ideas, marketing of trade ideas and views on the market to institutional investors via regular write-ups
Key Role Responsibilities
- Work with the team located in Lisbon and London in its effort to build a more quantitative infrastructure to support the analysis of sectors/companies/the credit market:
- Maintain, enhance, and develop market data infrastructure to support trade idea generation (e.g., analysis of time series and static data on a variety of products – cash bonds, CDS, indices and CDS indices)
- Develop tools to support and enhance the trade idea generation process
- Automate tools, especially legacy ones (e.g. based on spreadsheets) to free-up workload and workflow from credit strategists
- Work with quants to ensure data maintenance, reliability and accessibility by making sure all processes are automated and batched appropriately
- Develop new tools and approach to credit analysis making use of innovative techniques (Machine Learning, web scrapping, sentiment analysis, news flows analysis, document analysis, etc)
- Build back testing infrastructure with the intent to test a variety on trading signals
- Drive projects that bring technological innovation to traditional credit research
- Help with presentations and publications, help with clients, trading and sales requests
Profile And Skills To Success
- Master degree/PhD in Computer Science, Applied Mathematics, Engineering, Physics or Equivalent
- Very good knowledge of coding in Python, VBA, BQL, SQL
- Knowledge on data analysis/time series analysis (regression, machine Learning, etc)
- Analytical quantitative and problem-solving skills
- Knowledge of finance
- Interest in data analysis / financial analysis
- Ability to learn quickly, reliability and capacity to deliver
- Attention to detail, rigor and ability to raise problems immediately to the broader team when necessary
- Good written and oral communication skills in english
About Global Markets
- Global Markets, the capital markets division of BNP Paribas' Corporate & Institutional Banking, is a powerhouse delivering top-tier solutions across asset classes. Our Portugal Platform (Porto and Lisbon) stands as a major European HUB and a unique player in the country, boasting a wide range of Front Office roles and services – Trading, Sales, Research, Structuring, Quants & Engineering, Business Dev and Support, Marketing & Client Support, Risk Management, Data Analytics and Machine Learning. With rapid growth and ambitions to make a global impact, we offer numerous short and long-term opportunities.
See our VIDEO and get a glimpse into our world.
Why joining BNP Paribas?
- Leading banking institution
BNP Paribas is the European Union's leading bank, and key player in international banking. It operates in 63 countries and has nearly employees, including more than in Europe.
- Our presence in Portugal
In Portugal since 1985, BNP Paribas today has more than 8.700 employees, distributed across the Group's 10 business entities established in the country. Its presence also extends to 11 excellence centers providing value-added services to various countries where the BNP Paribas Group also operates.
- 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
BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.
- 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 purchase additional equipment at reduced prices.
To find out more on why you should join BNP Paribas visit
- Please note that only applications submitted in English will be considered.
- In case you are selected for this role, further documentation will be requested to support your hiring process.
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