London - Long Term Internship – Quant Compute & Software Engineering

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. 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 Compute team is responsible for all computational aspects of the Front Office groups, and oversee the development, testing and support of the tools used by our quantitative developers. Ownership and management of the Global Markets Quantitative Research (GMQR) source code repositories, continuous development environments, and automated testing suites also fall into the team remit, which are responsible for keeping these systems operational and efficient.

Members of this team are often required to develop highly distributed/parallel algorithms for our analytics and pricing libraries, in order to achieve the maximum performance possible from our computation hardware. It is expected that members will provide guidance on such technical subjects (e.g. specialist hardware, computational throughput, architectural design) to other Front Office teams, and evaluate new/experimental technologies for use in the group.

The ideal candidate should possess:

•             Proficiency in C++, Ada or at least one other low-level object oriented language.

•             An active interest in new technologies, and an understanding of how their application can be used to both resolve legacy issues and create new opportunities.

•             A broad technical skill set, with the flexibility to develop in multiple programming languages for cross-platform environments.

•             A strong understanding of algorithmic complexity and the computer science surrounding high performance and numerical computing.

•             An awareness of the interplay between hardware, software, and operating systems, needed to achieve the maximum performance possible in our products.

•             An appreciation of the complete software design/product lifecycle, and how different technologies can be used to increase the manageability and efficiency of the delivery process.

•             A willingness to share knowledge and provide technical consultation to others.

The Quartz Core team is positioned at the centre of the Quartz electronic trading group, providing technical guidance and support to the e-trading quant teams. The Core team design and maintain the core modular components of the framework that are used by the e-teams to construct high-performance cross-asset market applications (e.g. automated quoting, hedging, etc.). It is the responsibility of the Core team to ensure that these components remain robust and highly performant, whilst continuing to develop the codebase to suit the continuously evolving requirements of our clients.

As a part of the Front Office Compute group, Core team members are expected to provide advice on technical subjects (i.e. architectural design, increasing performance) and investigate the use of new/experimental technologies to improve the group’s products and workflow. Ownership and management of the Quartz source code repositories, continuous development environment, and automated testing suites also fall into the team remit, which are responsible for keeping these systems operational and efficient.

The ideal candidate should possess:

•             Proficiency in C++, Java, C# or at least one other object oriented language, accompanied by exceptional problem solving skills.

•             An active interest in new technologies, and an understanding of how their application can be used to both resolve legacy issues and create new opportunities.

•             A good understanding of concurrent application design, algorithmic complexity and the computer science surrounding high performance and numerical computing.

•             Strong quantitative programming skills and an interest in system architecture design.

•             An appreciation of the complete software design/product lifecycle, and how different technologies can be used to increase the manageability and efficiency of the delivery process.

•             A willingness to share knowledge and provide technical consultation to others.

CONDUCT

• Be a role model, supporting and fostering a culture of good conduct
• Demonstrate proactivity, transparency, and accountability for identifying and managing      conduct risks
• Consider the implications of your actions on colleagues

Location: London

Duration: 6 to 11 Months

Start Date: Flexible

Salary: Competitive