London - Graduate Programme 2015 - Fixed Income - Quantitative Research
BNP Paribas’ Fixed Income business offers a broad range of products and services in the global interest rate, credit and currency markets. Fixed Income help their global clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations, institutional investors, banks, governments and supranational organisations.
Fixed Income has the scale and reach to conduct business anywhere in the world and deliver products denominated in almost all of the world’s currencies. Their global network comprises more than 2,300 professionals working on our six main trading floors in London, Hong Kong, New York, Paris, Singapore and Tokyo. They are supported by regional offices throughout Europe, the Americas, Middle East and Asia-Pacific.
Fixed Income Research & Strategies Team (FIRST) are seeking to recruit top calibre, highly motivated graduate candidates who are prepared to hit the ground running in our dynamic, cross-asset activity. We have a number of opportunities to provide exposure to a wide range of absorbing quantitative research initiatives within BNP Paribas Fixed Income, focusing on Interest Rate Derivatives, Flow Rates, Mortgages, Structured and Flow Credit, FX, CVA & LVA, electronic trading and client analytics. FIRST is an intellectually stimulating training ground for anyone seeking direct involvement in the innovative development, maintenance and optimisation of the models used for pricing, risk management and accounting purposes of Fixed Income activity across Europe, Americas and Asia. We have daily front-line exposure to traders, marketers and risk managers providing cutting-edge research and risk management solutions based on innovative mathematical, statistical and technological concepts.
We’re ideally looking for graduates and post-graduates (Masters, PhD...) with the following:
Technical Skills (dependent upon the role, not all compulsory):
- Sound knowledge of stochastic calculus and numerical methods
- Solid computer science background, programming experience required
- Demonstrable knowledge of financial markets, economics and quantitative finance
- Related work experience is preferred
- Experience of electronic markets, models and arbitrage strategies
- Methodical and innovative thinker
- Creative and pragmatic
- Strong drive to exceed expectations and take initiative
- Meticulous accuracy with a keen eye for detail
- Resilience in managing changing priorities in a fast-paced environment
- Confident verbal communication skills
- Sound written communication skills
Successful applicants after screening will be invited to an assessment centre in London mid-January 2015.
This programme is closed to applications.