Key Responsibilities
Development and implementation of models used for pricing and risk management, with focus on Linear Rates Products:
Implement pricing and risk management models that correctly capture the specificities of Asian markets (onshore/ offshore, discounting, curve marking)
Participate in the development of the Global Macro flow pricing and risk management platform and library
Design innovative analytic approaches
Develop new derivatives related research tools
Support trading desks with the pricing and hedging of vanilla and more complex Fixed Income products
Liaise with relevant internal risk functions when necessary: Legal, Compliance, Market and Credit Risk Management
Attend relevant training courses to maintain appropriate regulatory, product and technical skill
Maintain open communication with team and direct line management to fulfil firm notification requirements and pass on client concerns
Directly contribute to BNPP operational permanent control framework
Support the Global Macro Flow APAC platform
About BNP PARIBAS
As the leading European Union bank, and one of the world’s largest financial institutions with an uninterrupted presence in the region since 1860, BNP Paribas offers a wide range of financial services for corporate, institutional and private investors spanning corporate and institutional banking, wealth management, asset management and insurance.
We passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued and encourage applicants of all backgrounds, including diversity of origin, age, gender, sexual orientation, gender identity, religion applicants who may be living with a disability. We have a number of internal employee networks in place to empower our staff to act and challenge the status quo.
BNP is committed to financing a carbon-neutral economy by 2050. The Group is a founding member of the Net-Zero Banking Alliance and has set up its own Low Carbon Transition Group to support its clients through their energy transitions.
https://careers.apac.bnpparibas/(Opens in a new tab)
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Award Obtained
BNPP has won Top employer Europe award in a 10th consecutive year
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