Vice President, Quantitative Research with BNP Paribas Securities Corp. in New York, NY. Operate as a Front Office Quant Researcher on Quant Research within Global Markets.
Position Requirements:
Master's degree (US or Foreign Equivalent) in Financial Engineering or Computational Finance & 2 years of experience performing model research & validation within an international flow rates market. Must have 2 years of experience with: Producing production-ready code with respect to modeling, analytical & pricing tools, & validation of data & automation of processes using Python or C++, in a financial services environment; Collaborating with the business to gather requirements & develop technologies & models meeting business needs; Carrying out research in financial math applied to rates and/or FX derivatives (e.g. Swaps, Bonds, FX Swaps, Repo, Inflation); & supporting a trading desk from a quant perspective, addressing day-to-day issues & requests, & providing strategic solutions.
Required skills: Derivatives / Swaps, C++, Python, Financial Research, Basic Math Skills
Application Instructions:
Qualified Applicants apply at https://bwelcome.hr.bnpparibas/en_US/externalcareers/JobDetails?jobId=90895&source=BNP+Paribas+website
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