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BNP Paribas · 5 days ago

Vice President – Quantitative Researcher Equity Financing Team Lead

New York, NY

Full-time

Onsite

Mid, Senior Level

$165K/yr - $220K/yr

6+ years exp

BNP Paribas is a leading bank in Europe with an international reach across the US, EMEA and APAC. They are seeking a Vice President for their Quantitative Research team to lead initiatives in equity financing, focusing on research and development for trading activities in the Americas, while collaborating with various stakeholders and supporting trading desks.

BankingConsumer LendingFinancial ServicesInnovation ManagementWealth Management

Responsibilities

This is a front office quantitative research role with a focus on the products traded in Americas with continuous business interaction. The applicant will be expected to:

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 in addition to 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 development of predictive, AI driven intelligence

Contribute to 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

Supporting 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 also develop relations with various stakeholders

Qualification

Quantitative ResearchPython programmingStatistical knowledgeOptimization algorithmsDatabase technologiesFinancial Resource metricsAnalytical skillsEffective communicationLeadership skillsCollaboration skills

Required

Advanced degree (Master or PhD) in computer science, mathematics or engineering

Strong analytical skills and technical background

Knowledge of statistics as well as 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 (designing/building) complex data structures and database technologies (Oracle, Clickhouse)

6 plus years' experience working in either a Quant Research, Quant Development or a Strats function – preferably within an Equity Financing function working on either FRM, Stock Loan, Cash or Synthetic PB

Effective communication skills, ability and willingness to engage the business globally

Delivery focused and willingness to collaborate with other teams globally

Ability to manage book of work of team members along with their own