BNP Paribas Securities Corp.
Job Title: Vice President, e-Credit Quant (Multiple positions)
Location: 787 Seventh Avenue, New York, NY 10019
Duties: Function as a Front Office Quantitative Analyst with a focus on products traded in The Americas with continuous business interaction. Create code using Quartz (a library with event driven architecture) to research and develop market making algorithms for corporate bonds. Participate in global research and development efforts for modeling of credit products. Design and implement new pricing and risk management tools and improve the existing ones. Support the desk on issues related to prices and trades and perform front office activities in collaboration with other functions, such as Trading and IT, and research globally. Analyze algorithm users’ needs to design and provide accurate tools. Evaluate opportunities to increase market share in the electronic business. *Telecommuting permitted 40%: work may be performed within normal commuting distance from the BNP Paribas Securities Corp. office in New York, NY.
SALARY: $150,000.00 USD to $225,000.00 USD/ year
Work Schedule: 9am to 5pm, 40 hours a week. (Monday – Friday)
Job Requirements: Master's degree (US or Foreign Equivalent) in Mathematics, Computer Science, Finance, Financial Engineering, Physics, or related field and two (2) years of experience with job offered or related role OR Bachelor's degree (US or Foreign Equivalent) in Mathematics, Computer Science, Finance, Financial Engineering, Physics, or related field and four (4) years of experience with job offered or related role. Must have two (2) years of experience (or 4 with Bachelor's) with the following: Experience as a Vice President (Front Office Quantitative Analysis) or related occupation performing modelization and programming in finance within an international bank or international financial services organization. Must have any demonstrated experience (DE) with the following: producing production ready code with respect to modeling, pricing tools, fair value, or risk representation using Python, C++, or Java, in a financial services environment; collaborating with internal clients to gather requirements and develop technologies and models meeting business needs; and working with fixed income products and their risk representation.
BNP Paribas is committed to providing a work environment that fosters diversity, inclusion, and equal employment opportunity without regard to race, color, gender, age, creed, sex, religion, national origin, disability (physical or mental), marital status, citizenship, ancestry, sexual orientation, gender identity and gender expression, or any other legally protected status.
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