Graduate Associate Programme 2024 – Quantitative Research (Rates, Credit & FX)

Computer Science, Maths, Physics.

Who we are 

BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research and market intelligence to corporate and institutional clients, as well as private and retail banking networks.

Mikun’s Graduate Story
Hear from Mikun, one of our recent graduates as he tells his story about why he chose BNP Paribas.

Global Markets’ sustainable, long term business model seamlessly connects clients to capital markets throughout 38 markets in EMEA, Asia Pacific and the Americas, with innovative solutions and digital platforms.

Through Global Markets, clients can access a full universe of opportunities in equity derivatives, foreign exchange and local markets, commodity derivatives, rates, primary and credit markets and prime solutions and financing.

The Graduate Program is designed to provide you with first-class training and immediate responsibility. You will participate to a 3 weeks induction before moving into a full-time role in one of our quant teams. As a graduate you will have access to a number of workshops, inhouse training and networking events. You will also be assigned a mentor to help you with your career development.

We have open quant graduate positions in the quant teams supporting our Business Lines; Rates, Credit and FX.

The Rates, Credit and FX quantitative research teams are responsible for the development of pricing and risk management models for Trading and Sales. They have daily exposure to structurers, traders, sales as well as our technology and risk management teams.The Graduate program can be rotational and you will potentially do a rotation within different Quant Teams

What you will do

Your role will include:

  • Creating and implementing the mathematical models and strategies used for pricing and market making
  • Support directly Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model- Pricing, risk management and relative value for flow, exotic and primary desks
  • Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations
  • Responsible for best practices for PnL Explain and Predict globally
  • Involvement in key transversal regulatory topics such as FRTB or LIBOR Decommissioning
  • Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.

Technical skills required: 

  • A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering
  • Excellent programming skills (C++, Python, Java, R or other equivalent)
  • Data manipulation and database experience 
  • Interest in financial markets, economics and quantitative finance
We've signed the Gradcracker feedback pledge.
(This means that we will supply feedback if requested after an interview.)

1e127ede32d8f816eacfb0aed73cee11

This button will open a new tab and take you directly to the employer's website to apply.
Please remember, if asked, that you found this job on Gradcracker.
Save to shortlist
Shortlisted
  • Deadline
    June 30th, 2024
  • Salary
    Competitive + benefits
  • Degree required
    Master's and above
  • Location
    London
Show locations on map
Preferred Disciplines...
  • Computer Science
  • Economics
  • Finance
  • Maths
  • Physics
Also Accepting...
  • Analytics
  • Business
  • Data Science
  • FinTech
  • Statistics
Hot Tip
Broaden your horizons
Try and be flexible about your location - it will open up a lot more opportunities
Follow your favourite employers
Save jobs to your shortlist
Receive personalised alerts
Access our live webinars
Register now
On the move? Download The App
Gradcracker Logo
Gradcracker Limited, October House, Long Street, Easingwold, York, YO61 3HX
01347 823822 | info@gradcracker.com | Company registration number: 6370348
© 2007 - 2024 Gradcracker Limited
Gradcracker and Cookies
We use cookies to ensure that we give you the best experience on our website.
If you continue we'll assume that you are happy to receive all cookies from Gradcracker.
Continue
Learn more