Vista previa generada por IA
Equipo global de cuantificación en Hong Kong
Analista en valoraciones de acciones con oportunidades de crecimiento
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, Mumbai) and the Americas.
Key Responsibilities
Development and implementation of models used for Equity pricing and risk management:
- Participate in the development of the global Equity pricing and risk management platform with focus onto Asian markets
- Participate in the global quantitative research in GMQR– Equity
- Design innovative analytic approaches
- Develop new derivatives related research tools
- Trading desk support on pricing and hedging of complex 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
- Market, Products & Business ‑ Is genuinely interested in financial markets and continually learning and staying abreast of new developments. Is able to evidence a good appreciation of economics and market dynamics, with enough understanding to present views on market conditions and trends
Technical Competencies
- Strong technical skills in applied mathematics
- Strong programming skills (C++ / C#, Excel, Python, etc.)
- Some knowledge of quantitative finance (local volatility, stochastic volatility)
Specific Qualifications Required
Master or PhD in Engineering, Applied mathematics or Mathematical finance would be an advantage ~2y of experience. Balanced profile between market knowledge / programming skills / math
About BNP PARIBAS
As the leading European Union bank, and one of the world’s largest financial institutions with an uninterrupted presence in the region since 1860, BNP Paribas offers a wide range of financial services for corporate, institutional and private investors spanning corporate and institutional banking, wealth management, asset management and insurance. We passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued and encourage applicants of all backgrounds, including diversity of origin, age, gender, sexual orientation, gender identity, religion applicants who may be living with a disability. We have a number of internal employee networks in place to empower our staff to act and challenge the status quo. · BNP Paribas PRIDE is highly active in favour of the LGBTQIA+ community · BNP Paribas MixCity which fosters better representation of women at all levels of the organization · Ability, the mutual aid network for employees with a disability or a disabling or chronic illness · BNP Paribas CulturAll which celebrates diverse backgrounds BNP is committed to financing a carbon-neutral economy by 2050. The Group is a founding member of the Net-Zero Banking Alliance and has set up its own Low Carbon Transition Group to support its clients through their energy transitions. https://careers.apac.bnpparibas/ More information BNP Paribas - Diversity & Inclusion Journey BNP Paribas - The Bank Of Green Changes
Award Obtained
BNPP has won Top employer Europe award in a 10th consecutive year