Credit Derivatives Quant Engineer

Keywords:Capital Markets, Quantitative Research, Programming, Modeling, Stochastic Calculus, Finance, Credit, Risk

About the job

The Credit team is responsible for developing and maintaining analytical tools that price and manage the risk of high-volume credit products such as bonds, credit default swaps, indexes and ETFs, as well as lower volume structured products, that typically require more involved stochastic modeling of their value. This role offers a comprehensive, end-to-end view of the credit business throughout the entire trade lifecycle.

The role is based in Lisbon or Porto, working within a team of finance professionals supporting BNPP Global Market activities globally. Training in London may be provided to become familiar with the setup and to meet the broader team.

Your Main Activities Are

Build and improve pricing analytics and related tools, following good development practices and sharing knowledge with the team

Enhance and ...