Job Title: Global Markets Quantitative Research - Flow Rates Group

Department: Front Office Support

About Business line/Function: Global Market Quantitative Research (GMQR) Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. There are teams in London, New York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing, risk, margin, and profitability models and their implementation in the global analytics library.

Position Purpose

Direct Responsibilities:

Intermediate/ developing professional accountable for the delivery of often complex but routine activities within the GMQR team within Global Markets at BNPP.
Develops and adapts existing methodologies, such as the IRFX curve methodologies construction
Works under own initiative, beginning to support the most junior staff in the team with tasks.
Designs and implements recent pricing, risk management tools and methodologies, and improves the existing tools,



processes and methodologies.
Assists more senior members of the GMQR team with maintaining and enhancing pricing analytics, improving interfaces, optimising code and following the team’s best practice. For example :
Develops, tests, delivers and supports tools based on analytics libraries
Develops and implements analytic tools to calculate the various pricing analytics for Swaps, Govies, Xccy Swaps, FxSwaps.
Supports the team on pricing all related requests
Develops risks management tools
Develops tools for the GM DM/EM/G10 Fxswap Trading & Sales teams
Contributes to the development of the team analytics library.
Assists the Bank in adapting to new regulations and capital charges by providing ideas or tools to estimate their impacts.
Maintains open communication with the team and direct line management to fulfill firm notification requirements and pass on client concerns.
Technical & Behavioral Competenc

📌 Global Markets Quantitative Research (Mumbai)
🏢 BNP Paribas
📍 Mumbai