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

Junior Quantitative Trader - Equity Derivatives