Quant jobs / BNP Paribas
Risk Quantitative Analyst Trainee
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
- Education
- Master’s in engineering, finance, mathematics, economics or a related subject.
- Experience
- Trainee position; no minimum experience stated.
- 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
- Quantitative Risk Management
- Counterparty Credit Risk and CVA
- Probability, Statistics and Financial Data
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.
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