Junior Quantitative Trader – Equity Derivatives

September 5, 2022
Employment contract
Standard / Permanent
Location
Switzerland
Job / Mission
FINANCIAL AND TECHNICAL EXPERTISE
Reference
1 B000547
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Overview

BNP Paribas Global Markets offers consistent client service and innovative solutions for investment, hedging and financing opportunities. Our integrated platform ensures clients have everything they need in one place, across asset classes and across the world.

While our business has evolved around client needs, we have stayed true to our roots offering stability in a changing environment. Global Markets can be relied upon to deliver best in class derivatives solutions, strong financing and balance sheet capabilities, stability and commitment to markets for the long term.

To reinforce and to develop our Global Markets activities in Zurich/Geneva, Switzerland, we are looking for a Junior Quantitative Trader – Equity Derivatives
 

Description of the assignment

The Junior Quantitative Trader will be responsible for developing and improving statistical models within an Automated Market Making desk. She/he will focus on trading on the Swiss Market and help to develop and strengthen our Equity Derivatives franchise in Switzerland. The day to day job is highly quantitative and IT driven.

The key duties and responsibilities include:

  • Back-test systematic Market Making strategies
  • Perform simulation of execution strategies
  • Help improve both liquidity placement and liquidity taking
  • Work on modelling cross assets relationships
  • Work with strategist to implement tools adaptation
  • Handle production as other members of the team
  • Perform Academic research digest on quant modelling topics

Main interactions:

  • Automated Market Making team on all platforms (London / Paris / New York / Hong Kong / …) and management in Switzerland
  • Risk and compliance officers in Switzerland and other geographies as need be
  • Collaboration with IT and traders

Searched profile

To be a successful candidate, the following skills are necessary:

  • Advanced degree in a computational field (mathematics, computer science, etc.)
  • Previous internship or work experience related to modelling/programing is a plus
  • Good knowledge in equity derivatives
  • Strong programming skills in C++ or python
  • Excellent analytic and quantitative skills
  • Fluent in English, fluent in German and / or French would be a plus
  • Good communication and interpersonal skills
  • Strong work ethic and tenacity
  • Good team player with strong organizational skills

BNP Paribas is committed to providing a work environment that fosters diversity, inclusion, and equal employment opportunity without regard to race, color, gender, age, creed, sex, religion, national origin, disability (physical or mental), marital status, citizenship, ancestry, sexual orientation, gender identity and gender expression, or any other legally protected status.
We are moreover convinced that Equity and Diversity definitively 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.
We pride ourselves in preventing from any kind of discrimination and need our employees to handle this responsibility as their own duty