ASSOCIATE ROLE IN THE RISK MANAGEMENT ADVISORY TEAM AT BNP PARIBAS, LONDON
The role of the Risk Management Advisory Team is to advise large multinational corporate clients and public entities on Risk Management using a range of analytical techniques, including Monte Carlo simulations, historical analysis, Efficient Frontier, etc. For this purpose, the Team develops a range of bespoke models (Excel, VBA, C#, R, etc.), which are used to determine key risk management parameters: currency composition, fixed-floating mix and others. The team interacts with the Bank’s clients in order to understand their needs and to deliver innovative targeted solutions by working closely with the sales, trading, research and other structuring teams. Team prepares presentations and participates in client pitches and follow-up.
We have an immediate opening for a full-time associate who will spend 12 months on the team, with a strong possibility of extension beyond 12 months.
The Associate Role
- Support and further develop quantitative models within the existing framework
- Assist in preparing internal and client presentations in PowerPoint
- Gain full comprehension of main corporate products, including Derivatives: Interest Rate, Foreign Exchange, Credit, Commodity, Inflation and Equity as well as Financing: Debt Capital Markets, Hybrids and Convertibles products
- Work on ad-hoc research projects as required
- Candidate has recently completed a PhD in Physics, Maths or Mathematical Finance
- Extremely strong mathematical and analytical skills are required, as evidenced by past academic performance
- Programming experience an absolute requirement (VBA, C# or C++ preferred)
- English language fluency (as mother tongue or similar level)
- Strong interest in a career in quantitative finance and corporate risk management
- Good communication and interpersonal skills
- Flexibility and ability to participate in a small team where priorities change regularly
- Drive, focus and enthusiasm for the role