Junior Quant Analyst for index prices publication & reconciliations

BNP Paribas Asset Management; Warszawa; Hybrid; PLN 140,000 - 200,000; Full time

Benefits offered by this job

Dynamic career opportunities

Volunteering initiatives

Wellbeing programme

Online learning and development platform

Diverse and inclusive environment

Job summary

A leading investment firm is seeking an ORM Tool Coordinator in Warsaw. The role involves ensuring the operation of the pricing platform, managing price validation and reconciliation, and onboarding new indices. Candidates should hold a Master's degree in finance or a quantitative discipline, possess strong analytical and communication skills, and have proficiency in Excel and relevant quantitative tools. This position offers hybrid working opportunities and a supportive, inclusive work environment.

Qualifications

• Master's degree in finance or quantitative discipline.
• 1 year of relevant professional experience or substantial internships in finance.
• Very good aptitude for mathematics.
• Strong verbal and written communication skills.
• Strong English and French language skills.

Responsibilities

• Ensure pricing platform remains operational throughout the day.
• Manage automatic validation and reconciliation of index prices.
• Handle the onboarding process for standard index strategies.

Skills

Aptitude for mathematics

Proficiency in Excel

Knowledge of English

Knowledge of French

Strong communication skills

Analytical abilities

Attention to detail

Client-oriented

Results-driven

Education

Master's degree in finance or quantitative discipline

Tools

Quantitative analysis tools

Job description

Join to apply for the ORMF Tool Coordinator role at BNP Paribas Asset Management.

BNP Paribas Asset Management (BNPP AM) is the investment arm of BNP Paribas, a leading banking group in Europe with international reach. At BNPP AM, we aim to generate long-term sustainable investment returns for our clients, based on a unique sustainability-driven philosophy. This philosophy has shaped our firm and directs all we do: our strategy, our culture, our structure, our products and our processes; the way we engage with our clients and the markets we invest in.

Requirements

• Master's degree in finance or quantitative discipline
• 1 year of relevant professional experience or substantial internships in finance, ideally in financial pricing, valuation, or structured products
• Very good aptitude for mathematics
• Proficiency in Excel and familiarity with quantitative analysis tools
• Good knowledge of English & French
• Strong verbal and written communication skills in a logical manner
• Good analytical and synthesis abilities
• Attention to detail and high precision
• Capacity to accept feedback and learn from it
• Strong sense of responsibility
• Client-oriented and results-driven

Responsibilities

• Daily Price Publication (10%)
  • Independently ensure our pricing platform remains operational throughout the day, automatically generating around 1,400 index prices.
  • Liaise with the IT Quant team in case of technical issues to swiftly resolve them.
• Daily Price Reconciliation (80%)
  • Independently manage automatic validation and reconciliation of index prices.
  • Analyze approximately 70 daily alerts triggered by consistency checks, investigate root causes (e.g., calendars, fixings, corporate actions, fees, configurations, formulas), and resolve or elevate these issues with senior support.
• New Indices Onboarding (10%)
  • Independently handle the onboarding process for standard index strategies, including:
  • Reviewing index methodologies.
  • Booking indices on the pricing tool.
  • Conducting backtesting for historical periods (2 to 10 years).

Benefits

• Dynamic career opportunities across the globe
• Volunteering initiatives to support local communities and connect with colleagues
• Opportunity to contribute to award-winning sustainability efforts and join the Future Makers community
• Access to a robust wellbeing programme including mental health support and resources
• Access to an award-winning online learning and development platform
• Hybrid working
• A diverse and inclusive working environment where you can be your authentic self