Quant jobs / BNP Paribas

Risk Quantitative Analyst

Develop and test market and counterparty-risk methods for BNP Paribas. The role joins risk methodology work with implementation, backtesting and trading-desk analysis.

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.

Investigate and implement risk-measurement methods.
Test code changes within risk systems.
Analyse backtesting and P&L explanation results.
Document methodology and support assessments of new deals.

What they ask for

Required

Quantitative analysis
Careful methodology documentation
English communication
Problem solving and reliable delivery

Preferred

C, C#, C++ or Python

Education: Master’s in mathematics, physics, computing, engineering or a related subject.
Experience: Zero to 2 years working in data analytics, quantitative finance or a comparable area.
Languages and tools: C
C#
C++
Python
Markets: multi-asset, credit

How to prepare

Implement and backtest a VaR model.
Explain exceptions using market data and P&L changes.
Document a risk-method change with independent test cases.

What to study

The Risk 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.