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

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BNP Paribas

1mo ago

🚀 Summer Internship


AI generated summary

  • You need a Masters or PhD in quantitative subjects like Computer Science. Strong programming skills in C++, Python, Java, or R are a must. You should have experience in data manipulation and databases, with a keen interest in financial markets and quantitative finance.
  • You will create and implement mathematical models for pricing and market making, support trading and sales, assess model suitability, manage risk and pricing, work on regulatory topics, and interact with risk teams for market risk capital models.

Summer Internship

Research & Development, Banking & FinanceLondon


  • 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 Team


  • 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

Education requirements

Currently Studying

Area of Responsibilities

Research & Development
Banking & Finance


  • 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.


Work type

Full time

Work mode