full-time
Global Markets Quantitative Research - Flow Rates Group
BNP Paribas
- Employer
- BNP Paribas
- Location
- Mumbai City, Maharashtra, India
- Working pattern
- on-site
About the role
Develop and maintain pricing, risk, and profitability models and analytics tools for flow rates products, including swaps and foreign exchange products. Support trading and sales teams, enhance the analytics library and existing processes, and help assess the impact of regulatory changes and capital charges. A BTech or MTech from a reputed institution is sought, preferably in mathematics, statistics, physics, or engineering; a PhD in another science or engineering field is also considered. Candidates should have quantitative finance and option-pricing knowledge, strong programming skills, familiarity with financial information systems, and effective communication and problem-solving abilities.