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London – Graduate Associate Programme 2024 – Quantitative Research (Rates, Credit & FX)

Reference2073

Graduate / Analyst

• Not applicable

Who we are 

BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research  and market intelligence to corporate and institutional clients, as well as private and retail  banking networks. Global Markets' sustainable, long term business model seamlessly  connects clients to capital markets throughout 38 markets in EMEA, Asia Pacific and the  Americas, with innovative solutions and digital platforms. Through Global Markets, clients  can access a full universe of opportunities in equity derivatives, foreign exchange and local  markets, commodity derivatives, rates, primary and credit markets and prime solutions and  financing.

The Graduate Program is designed to provide you with first-class training and immediate  responsibility. You will participate to a 3 weeks induction before moving into a full-time role  in one of our quant teams. As a graduate you will have access to a number of workshops,

inhouse training and networking events. You will also be assigned a mentor to help you with  your career development.

We have open quant graduate positions in the quant teams supporting our Business Lines;  Rates, Credit and FX.

The Rates, Credit and FX quantitative research teams are responsible for the development of  pricing and risk management models for Trading and Sales. They have daily exposure to  structurers, traders, sales as well as our technology and risk management teams. The Graduate program can be rotational and you will potentially do a rotation within different  Quant Teams

What you will do

• Creating and implementing the mathematical models and strategies used for pricing and market making
• Support directly Trading, Sales and Structuring on a day-to-day basis by helping analyse specific trades/risks and applying the optimal pricing model
• Pricing, risk management and relative value for flow, exotic and primary desks
• Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations
• Responsible for best practices for PnL Explain and Predict globally
• Involvement in key transversal regulatory topics such as FRTB or LIBOR
• Decommissioning
• Interaction with risk teams for market risk capital models such as VaR, Stressed VaR, IRC, CRM or IMM.

Technical skills required: 

• A minimum of a Masters or PhD in a quantitative subject such as Computer Science, Mathematics, Physics, Quantitative Finance or Engineering
• Excellent programming skills (C++, Python, Java, R or other equivalent)
• Data manipulation and database experience
• Interest in financial markets, economics and quantitative finance

Start Year:  2024

Salary:  Competitive 

Location:  London

Long Term Internship

London – 2024 Long Term Internship – ERI

London – 2024 graduate programme – sustainability, london – long term internship 2024 – automated market making commo.

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Create Quantitative Solutions

Model the future of finance.

Our expert Quantitative Research modeling group develops and maintains the industry leading mathematical models, methodologies and tools used throughout the firm. Partnering with traders, marketers and risk managers across all products and regions, we consistently set the standard for financial engineering, trading strategies, data analytics, statistical modeling and portfolio management.

Click  here  to read the story of Shang Ke, a Quantitative Researcher in Beijing.  

Deliver results

You will be valued and depended on for your contribution to the firm's product innovation, effective risk management and financial risk controls.

Collaborate globally

You will partner with teams across products and continents to provide state-of-the-art solutions to real world problems.

Analyze and innovate

You will have the flexibility and the resources to apply and test theoretical concepts.

Hear from our people

At JPMorgan Chase, our people are our greatest assets and their creativity, thinking, and diverse backgrounds are what drive our firm’s success. Read about our employee’s unique stories and motivations in joining us and what they’ve experienced personally at the firm.  

Taha Rahmoui Quantitative Modeling

Quantitative Research develops and promotes advanced solutions to our trading desks, control functions and clients worldwide. As a Quant, you will contribute to the firm's product innovation while managing financial risk and controls and supporting investment decisions. 

What you can do

Our Quantitative Research modeling group consist of five types of roles:  

Support trading desks, risk model developers, and the model risk governance and review group by developing pricing models to value and hedge financial transactions.

Develop mathematical models for algorithmic trading strategies as well as Delta-One trading strategies or inventory management for trading desks.

Leverage visualization, data science and machine learning to provide analytics and automate processes for trading desks, sales desks, and data use council and technology teams.

Create and maintain the core and cross-asset library frameworks and infrastructure including high performance computing to support model developers and technology stakeholders.

Develop and maintain risk management models — including market risk, counterparty credit risk and wholesale credit — for risk managers, trading desks, finance & business management and the model risk governance & review group.

What we offer

We have several programs, forums and networking events for students interested in Quantitative Research:

In these one-on-one informal discussions, students can network with inspirational professionals to gain unique insight into their roles and get their advice.

Students receive one-to-one mentorship and continuous guidance over a six-month period to learn how we employ mathematical modeling and coding in the financial services industry.

Winning Women, Advancing Black Pathways and our Latinx events are among the diversity-focused programs that provide coaching and guidance for students from underrepresented groups.

These panel discussions and networking sessions with experienced quants from different lines of business allow students to learn about the hiring process and explore multiple quant roles.

We offer internships in Quantitative Research across regions and lines of business.

We partner with several universities to provide funding to PhD students.

Click  here  to find the list of events and learn more about them. Refer to the “Opportunities" section for the internship opportunities.

Opportunities in Quantitative Research

Student Opportunities

Professional Opportunities

Immerse yourself in practical application of quantitative data, financial research and machine learning as you work to become an expert in a market sector.

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How we hire.

Where we work

Our presence in over 100 markets around the globe means we can serve millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients.

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Employee Stories

Ira, Human Resources

Rushabh, Quantitative Researcher

Sai Ram, Software Engineering

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