BNP Paribas

ANALYST/ASSOCIATE – CREDIT REPO (JOB NUMBER: TRA001391)

Business Overview:
Global Market Quantitative Research Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. There are teams in London, New York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing, risk, and profitability models and their implementation in the global analytics library.

Physical presence in BNPP’s office(s) is an essential function of this position. BNPP requires all of our employees to be vaccinated in order to access its offices, subject to reasonable accommodations for reasons related to disability or religion.

Responsibilities:
This is a front office quantitative analyst/associate 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 –Stock Loan and Inventory Management.
Design, implement, and support collateral optimization tools for the Financing business using knowledge of various optimization algorithms.
Utilize analytical, statistical, and technical skills to perform and automate counterparty performance analyses for the Stock Loan business.
Build and maintain dashboard to track Balance Sheet usage by financing clients for Funding desk.
Enhancement and rollout of real time pricing tools for Stock Loan desk.
Focus on improving industrialization opportunities by automating tasks on a prioritized basis across the Financing Quantitative Research platform.
Support the Stock Loan and Funding desks on Quant Research built applications on a daily basis.
Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally.

Minimum Required Qualifications

Advanced degree (Master or PhD) in science or engineering;
Strong analytical skills and technical background in mathematics, computer science or finance;
Knowledge of statistics

New York, NY

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