New York Times
Vice President - Structured Trader w/ BNP Paribas Securities Corp. in NY, NY
Responsibilities
Utilize pricing fundamentals such as market maker in EM & G10 FXO to risk manage options portfolio.
Provide liquidity and expertise to a range of different clients by market making.
Risk management – understand greeks, barrier risk, delta hedging, and both FXO vanilla and exotic options.
Produce market commentary based on flows, macro views & themes, and inventory.
Regulatory controls & procedures – control risk limits, identify operational issues and misbookings.
Data & market analysis – identify market opportunities, back‑test strategies, and build scripts to improve desk workflow.
Understand options theory and pricing models used for various products, and understand FX conventions & curve marketing (ATM, risk reversals, butterflies).
Qualifications
Master’s degree (US or foreign equivalent) in Operations Research, Mathematics, or other quantitative/analytical fields.
3 years of experience in FX derivatives trading.
3 years of experience in market making to provide liquidity and expertise to clients.
2 years of experience mentoring junior staff and interns.
1 year of experience understanding options theory and pricing models.
Participation in NFA Swaps Proficiency Program.
Salary:
$179,088 - $265,000 /yr.
Qualified applicants: Apply at https://bwelcome.hr.bnpparibas/su/.
#J-18808-Ljbffr
Responsibilities
Utilize pricing fundamentals such as market maker in EM & G10 FXO to risk manage options portfolio.
Provide liquidity and expertise to a range of different clients by market making.
Risk management – understand greeks, barrier risk, delta hedging, and both FXO vanilla and exotic options.
Produce market commentary based on flows, macro views & themes, and inventory.
Regulatory controls & procedures – control risk limits, identify operational issues and misbookings.
Data & market analysis – identify market opportunities, back‑test strategies, and build scripts to improve desk workflow.
Understand options theory and pricing models used for various products, and understand FX conventions & curve marketing (ATM, risk reversals, butterflies).
Qualifications
Master’s degree (US or foreign equivalent) in Operations Research, Mathematics, or other quantitative/analytical fields.
3 years of experience in FX derivatives trading.
3 years of experience in market making to provide liquidity and expertise to clients.
2 years of experience mentoring junior staff and interns.
1 year of experience understanding options theory and pricing models.
Participation in NFA Swaps Proficiency Program.
Salary:
$179,088 - $265,000 /yr.
Qualified applicants: Apply at https://bwelcome.hr.bnpparibas/su/.
#J-18808-Ljbffr