Quant Engineer – Lisbon or Porto

Employment contract:

Standard / Permanent

Location:

Lisbon, Lisbon, Portugal

Job/mission:

FINANCIAL AND TECHNICAL EXPERTISE

Reference:

2203GMFOS10392

Key Words: engineering, mathematics, quantitative research, quants, programming, computer science, optimization, finance, modelling, models, pricing, risk management, collateral, derivatives, financing

About the job

  • Prime Solutions & Financing (PS&F) is a global and cross-asset platform for clearing of listed and OTC products, execution of listed derivatives, prime brokerage services, and securities financing through repo. The position provides exposure to all aspects of financing, and gives a high visibility internally as the bank’s management closely monitors the ongoing projects.
  • The role will be in Lisbon or Porto, Portugal, working within a team of finance professionals supporting BNPP Global Market activities globally.

 Your Main Activities 

  • Respond in a timely manner to help with various production issues
  • Liaise with our sponsors and stakeholders to get feedback on our solution, propose ideas and implements them in the platform
  • Provide a range of efficient post-trade solutions that enables clients to automate allocation, manage positions and process reporting
  • Day to day activities involve primarily software coding, but also modelling, data analytics and project management

 Profile and Skills to Success

·       Qualifications: Masters or PhD degree in Mathematics, Statistics, Finance, Physics, Engineering or Computer Science

·       Experience with a common programming language (e.g., Python, C#, Java, C++)

·       Good understanding of Computer Science concepts like algorithms, complexity, and data structures

·       Be pro-active, enthusiastic and able to work well in a team

·       Fluency in English

      It will be a nice plus if you have:

·       Knowledge of or interest in finance

 About the Team

·       Global Markets Quantitative Research and Engineering (GMQRE) is a highly motivated team of financial engineers and computer scientists based in Lisbon and Porto, researching and performing quantitative engineering on diverse cross asset topics in equity, interest rates, credit, FX and XVA.

We work on innovative financial models, contribute to pricing libraries, maintain and implement the architecture of closely-knit systems driving the booking and valuation framework of the bank.

Along with the data engineers of Global Client Analytics (GCA) and the GM Data and Artificial Intelligence Lab, we are 50 high caliber engineers part of the Global Markets Front Office and we collaborate closely with Trading, Sales, Risk and IT across Asia, Europe and Americas on daily basis.

#LI-Hybrid

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

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 https://bnpp.lk/why-BNP-Paribas-Portugal

 

* 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.