Vice President - E-Credit Quant

About BNP Paribas:

BNP Paribas is a leading bank in Europe with an international reach. It has a presence in 74 countries, with more than 192,000 employees, including more than 146,000 in Europe. The Group has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients (individuals, community associations, entrepreneurs, SMEs, corporate and institutional clients) to realize their projects through solutions spanning financing, investment, savings and protection insurance. In Europe, the Group has four domestic markets (Belgium, France, Italy and Luxembourg) and BNP Paribas Personal Finance is the leader in consumer lending. BNP Paribas is rolling out its integrated retail-banking model in Mediterranean countries, in Turkey, in Eastern Europe and a large network in the western part of the United States. In its Corporate & Institutional Banking and International Financial Services activities, BNP Paribas also enjoys top positions in Europe, a strong presence in the Americas as well as a solid and fast-growing business in Asia-Pacific.

www.cib.bnpparibas.com

Business Overview:

Global Markets Electronic Fixed Income and Currencies (E-FIC) Team is responsible for most aspects of quantitative research for algorithmic trading within the Global Market universe, covering Credit, Rates and FX. There are teams distributed among London, New York, and Lisbon.

The expected starting salary range for this position in New York City is between $200,000 to $215,000 annually/hour. Actual salary may vary based upon several factors including, but not limited to, relevant skills/experience, time in role, base salary of internal peers, prior performance, business line, and geographic/office location.

Ability to work from home?

Yes/No/Hybrid

• 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:

As a front-office Quantitative Vice President in Electronic Credit (E-Credit) team within E-FIC you will:

• Research and develop market making algorithms that trade investment grade and high-yield:
  • credit bonds
  • credit bond exchange traded funds
  • credit bond portfolio trades
• Carrying out research and development using E-FIC’s own highly customized and complex event driven processor.
• Work closely with Credit E-Trading on researching and supporting E-Credit algorithms in production.
• Collaborating with other teams, namely: E-Trading, IT and Application Production Support 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;
• Effective communication skills, ability and willingness to engage the business;
• Delivery focused and willingness to collaborate with other teams;
• Prior programming experience

Preferred Qualifications

• 3 years of experience in E-Credit algorithmic trading

FINRA Registrations Required: No

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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