Junior Quant Analyst for index prices publication & reconciliations

Descrizione del lavoro:

BNP Paribas Asset Management ('BNPP AM) is the investment arm of BNP Paribas, a leading banking group in Europe with international reach. At BNPP AM, we aim to generate long-term sustainable investment returns for our clients, based on a unique sustainability-driven philosophy. This philosophy has shaped our firm and directs all we do: our strategy, our culture, our structure, our products and our processes; the way we engage with our clients and our role in influencing the companies and the markets we invest in.

Junior Quant Analyst for index prices publication & reconciliations

Requirements

* Master's degree in finance or quantitative discipline
* 1 year of relevant professional experience or substantial internships in finance, ideally in financial pricing, valuation, or structured products
* Very good aptitude for mathematics
* Proficiency in Excel and familiarity with quantitative analysis tools
* Good Knowledge of English & French
* Strong verbal and written communication skills in a very logical manner
* Good analytical and synthesis abilities
* Attention to detail and high precision
* Capacity to accept feedback and learn from it
* Strong sense of responsibility
* Client-oriented and results-driven

Responsibilities

* Daily Price Publication (:10%)
* Independently ensure our pricing platform remains operational throughout the day, automatically generating around 1,400 index prices.
* Liaise with the IT Quant team in case of technicalissues to swiftly resolve them.

* Daily Price Reconciliation (:80%)
* Independently manage automatic validation and reconciliation of index prices.
* Analyze approximately 70 daily alerts triggered by consistency checks, investigate root causes (e.g., calendars, fixings, corporate actions, fees, configurations, formulas), and resolve or escalate these issues with senior support.
* New Indices Onboarding (:10%)
* Independently handle the onboarding process for standard index strategies, including:
* Reviewing index methodologies
* Booking indices on the pricing tool
* Conducting backtesting for historical periods (2 to 10 years)

We offer

* Dynamic career opportunities across the globe
* Volunteering initiatives to support our local communities and connect with our colleagues
* The opportunity to contribute to our award-winning Sustainability efforts and join our community of Future Makers
* Access to a robust wellbeing programme including mental health support and resources
* An award-winning online learning and development platform
* Hybrid working
* A diverse and inclusive working environment where you can be your authentic self