Vice President – Quantitative Researcher Equity Financing Team Lead
About the role
The Global Market Quantitative Research Team is responsible for quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. Teams in London, New York, and Asia support trading activities of the flow and structured desks.
Responsibilities
- Participate in the global research and development effort on various aspects of Financing business – more specifically on Stock Loan, Cash PB, and Synthetic TRS trading activities, as well as Financial Resources Management optimization.
- Design, implement, and support optimizations on client locates and automated refinancing.
- Contribute to the development off Inventory Management tools and axe processes.
- Research and develop predictive, AI-driven intelligence.
- Contribute to the development of systems, real-time data feeds, and the core analytics library.
- Collaborate with other Quant Research teams locally or globally for development and rollout of models.
- Support the trading desks on Quant Research built applications daily.
- Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT, and Market Risk) and Research globally, and develop relations with various stakeholders.
Requirements
- Advanced degree (Master or PhD) in computer science, mathematics, or engineering.
- Strong analytical skills and technical background.
- Knowledge of statistics and optimization algorithms.
- Excellent programming experience in Python, working on large, object-oriented codebases.
- Understanding of Financial Resource metrics, LCR, NSFR, Leverage, RWA, etc.
- Experience working with complex data structures and database technologies (Oracle, Clickhouse).
- 6+ years' experience working in either a Quant Research, Quant Development, or a Strats function, preferably within an Equity Financing function working on FRM, Stock Loan, Cash, or Synthetic PB.
- Effective communication skills, ability and willingness to engage the business globally.
- Delivery-focused and willing to collaborate with other teams globally.
- Ability to manage book of work of team members along with their own.
Qualifications
- Advanced degree (Master or PhD) in computer science, mathematics, or engineering.
- Strong analytical skills and technical background.
- Knowledge of statistics and optimization algorithms.
- Excellent programming experience in Python, working on large, object-oriented codebases.
- Understanding of Financial Resource metrics, LCR, NSFR, Leverage, RWA, etc.
- Experience working with complex data structures and database technologies (Oracle, Clickhouse).
- 6+ years' experience working in either a Quant Research, Quant Development, or a Strats function, preferably within an Equity Financing function working on FRM, Stock Loan, Cash, or Synthetic PB.
- Effective communication skills, ability and willingness to engage the business globally.
- Delivery-focused and willing to collaborate with other teams globally.
- Ability to manage book of work of team members along with their own.
Benefits
In addition to a comprehensive benefits package including medical, dental, and vision coverage, a 401(k) Savings Plan, backup childcare, life, accident, and disability insurance, mental health support, and paid time off, we also offer robust training, development, and mentoring opportunities to support your growth and success.
About BNP Paribas
BNP Paribas is a leading bank in Europe with an international reach across the US, EMEA, and APAC. With a presence in 65 countries and nearly 190,000 employees, the bank supports its client base through Corporate & Institutional Banking activities. We are one of a few non-US banks to offer a full value chain for our clients, from trading to financing, and clearing and custody in the US with the international footprint and capacity to deliver both globally and locally. Leveraging the strength of our European roots, our network can support clients in virtually every region of the world, enabling more connectivity and efficiency wherever our clients conduct business.
Contact Information
To learn more about joining BNP Paribas, visit our careers page at https://usa.bnpparibas/en/homepage/join-us/our-opportunities.