Equity Quantitative Analyst

Job Description

Position Purpose The Global Market Quantitative team is responsible for designing and developing the models used for pricing, risk management and relative value. GM Quants contribute to the development and support of the pricing and risk management platform. With around 150 people globally, the quantitative research team is present in Europe, Asia (Singapore, Hong Kong, Tokyo, Mumbai) and the Americas. Key Responsibilities • Development and implementation of models used for Equity pricing and risk management: • Participate in the development of the global Equity pricing and risk management platform with focus onto Asian markets • Participate in the global quantitative research in GMQR– Equity • Design innovative analytic approaches • Develop new derivatives related research tools • Trading desk support on pricing and hedging of complex products • Liaise with relevant internal risk functions when necessary: Legal, Compliance, Market and Credit Risk Management • Attend relevant training courses to maintain appropriate regulatory, product and technical skill • Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns • Directly contribute to BNPP operational permanent control framework Show More