BNP Paribas Securities Corp.

Job Title: Vice President, Quantitative Research

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

Duties: Operate as a Front Office Quantitative Researcher on Quantitative Research within Global Markets Implement new pricing models for flow rates and options products from studying internal models or external resources, with a focus on the products traded in the Americas. Collaborate with other Quant Research teams locally and globally to ensure optimal development and foster synergies across locations and asset classes. Participate in the development, testing, validation, and release effort for flow rates and options products. Support the desks on issues related to booking, pricing, and hedging, and provide timely solutions to issues arising with the pricing or the hedging of the trade. Report progress and concerns to management. Participate in the training of junior employees, with a focus on flow rates and interest rate options products, providing both mathematical and financial expertise. Participate in the Interview and selection process of new full-time candidates for the flow rates and interest rate options teams.   *Telecommuting permitted 40% within normal commuting distance.

SALARY: $165,000 - $220,000/ year

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

Job Requirements:  Master's degree (US or Foreign Equivalent) in Financial Engineering or Computational Finance and two (2) years of experience performing model research and validation within an international flow rates market. Must have two (2) years of experience with: Producing production-ready code with respect to modeling, analytical and pricing tools, and validation of data and automation of processes using Python or C++, in a financial services environment; Collaborating with the business to gather requirements and develop technologies and models meeting business needs; Carrying out research in financial mathematics applied to rates and/or FX derivatives (eg. Swaps, Bonds, FX Swaps, Repo, Inflation); and supporting a trading desk from a quantitative perspective, addressing day-to-day issues and requests, and providing strategic solutions.

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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