Senior Associate – Front Office Quantitative Research - Compute

• BNP Paribas CIB has launched the very ambitious plan aiming to strengthen our organisation and adapt CIB to ensure it remains a healthy and sustainable business in the long term, providing solutions to our clients, and core to the Group in its diversified business mix.
• In this context, the Global Markets Quantitative Research is tasked to build along with the Global Markets IT a new pricing and risk management platform covering all asset classes for both flow and exotics products. In that environment, the specific role of the Compute team position focuses on the global management, development, delivery and support of the cross-asset analytics libraries, trading tools and information systems.
• The role will be in Mumbai, India, working within a team of finance professionals supporting BNPP Global Market activities globally.

Responsibilities

• In this role, your main responsibilities will cover the following missions:
• Maintain and enhance pricing analytic libraries, co-ordinate and share knowledge with quants in other locations, optimize code, follow the teams best practices.
• Understand, develop, test, deliver and support tools targeted to support development of pricing analytics libraries.
• Maintain and manage the computational infrastructure for the Quantitative Research team.
• The responsibilities are fulfilled through close collaboration with other quantitative developers and analysts, as well as with trading desks and various Front Office IT teams.

Technical Competencies

• Qualifications: Master or PhD degree in Computer Science or Informatics Engineering
• Experience with at least one of the following: C++, C#, Rust
• Experience with Python, or an equivalent scripting language
• Good understanding of Computer Science: algorithms, complexity, distributed computation, etc.
• Experience working with Linux
• Fluency in English