BNP Paribas Securities Corp.

Job Title: VP, Front Office Quant Research Artificial Intelligence LAB

Location: 787 7th Avenue, New York, NY 10019

Duties: Participate in the global research and development effort on the modeling of financing products using artificial intelligence (AI) or machine learning (ML) capabilities. Design end to end solution and implement new pricing, hedging, and risk management tools and methodologies, including improving existing ones with focus on leveraging machine learning capabilities. Validate changes
 to AI or ML based methodologies and models for financing activities. Support the desks on issues related to risk, pricing, and trades and train the desk on machine learning models and best practices around them. Play an active role in front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and research and AI/ML LAB teams globally. Maintain open communication with team, direct line management and senior management, to fulfill firm notification requirements and pass on client concerns. Participate to the leadership of the platform.  

SALARY: $176,571.00 USD - $220,000.00 USD/ year

Work Schedule: 9am to 5pm, 40 hours a week. (Monday – Friday)

Job Requirements: Master's degree (U.S. or Foreign Equivalent) in Financial Engineering, Computer Science, Computational Finance, Operations research, Machine Learning, Artificial Intelligence, or a related field and two (2) years of experience in job offered or related role OR Bachelor's degree (U.S. or Foreign Equivalent) in Financial Engineering, Computer Science, Computational Finance, Operations research, Machine Learning, Artificial Intelligence, or a related field and five (5) years of experience job offered or related role. Must have two (2) years (OR five (5) years with Bachelor's) of experience with the following: Validating data and automation of processes using Python or C++ or equivalent language in a financial services environment; Gathering requirements, design end to end solutions and implementing new pricing, hedging, and risk management tools and methodologies; Experience with applying AI or Machine learning techniques related to pricing, hedging, and risk management of financial products; and performing model research and validation and supporting trading desks on issues related to risk, pricing, and trades. 

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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