Job Description & Requirements
As the leading European Union bank, and one of the worlds 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
- 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
POSITION PURPOSE
Business is looking to expand our e-FX Quantitative trading teams and we are looking for e-FX Quant trade to join our trading desk in Singapore.
E-FX quant traders develop and implement efficient automated trading for FX Market Making Desk. They also design specific features to improve strategies performance and ensure adequate monitoring of risks and positions using the most advanced machine learning techniques
Key Responsibilities
Accordingly strategists:
Develop and maintain trading strategies and automations to generate alpha using our in-house research framework for systematic and high frequency trading
Monitor production and real time execution for the FX Spot flow business
Run and analyze back-tests on these strategies using internal tools and the analytics library
Conduct analysis of market data and market microstructure order to explore trading ideas
Contribute to libraries of analytics to help grow and support market data analysis and trading
Integrate the generated alpha into pricing and hedging for our e-commerce franchise
Enhance our pricing and skew performance using statistical approach and methods.
Work with Quant teams worldwide on global topics and projects
Work closely with e-Sales to develop the franchise,
Qualifications
TECHNICAL & BEHAVIORAL COMPETENCIES
Ability to quickly resolve issues under pressure
Strong technical & problem solving (troubleshooting) skills
Excellent oral communication skills
Machine learning experience working on large dataset for trading strategies or pricing
Experience in any asset class in Fixed Income or Equities
Relevant Skills
C/C++
Python or R/Matlab
Object oriented analysis and design
Real-time and multi-threaded programming
Database: SQL, Oracle PL/SQL
Linux computing environment Ability to quickly resolve issues under pressure
Specific Qualifications
Bachelors in Computer Science /Machine learning/or relation discipline required, Masters preferred
