Quant jobs / BNP Paribas

GM Macro Flow Quant

Develop rates and FX pricing models within BNP Paribas Global Markets. The role adapts a shared analytics library to Asian market conventions and supports trading desks.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement curves and discounting that reflect local onshore and offshore markets.
Extend the shared pricing and risk library.
Build research tools for derivatives desks.
Investigate pricing or risk questions raised by traders.

What they ask for

Required

Applied mathematics
Programming ability
Rates models, curves and volatility basics
Teamwork and clear communication

Education: Advanced study in mathematical finance, engineering or applied maths is advantageous (master’s or doctorate); no minimum qualification specified.
Experience: Graduates and candidates with up to 2 years of experience.
Languages and tools: C++
C#
Excel
Python
Markets: fixed-income, fx

How to prepare

Construct and test discount and forward curves.
Implement swap valuation with curve sensitivities.
Compare onshore and offshore FX conventions.

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on BNP Paribas’s site before applying: requirements, location and pay can change after we check them.

View the posting on BNP Paribas’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with BNP Paribas and doesn’t handle applications.