APAC GM Prime Quantitative Research

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 18,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.

Worldwide, BNP Paribas has a presence in 68 markets with more than 193,000 employees. It 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. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.

• excluding partnerships

BNP Paribas offers you an exciting career in an international business environment that is fast-paced, diverse and focuses on creating high-value relationships with our clients. We offer competitive salary and benefits, as well as a working environment where you’re valued as part of the team.

Business Area/Dept Overview

BNP Paribas’ Global Markets business offers a broad range of products and services in the global interest rates, credit, currency, equities & commodity markets. Global Markets help their franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of corporations, institutional investors, banks, governments and supranational organizations.

The Global Markets Quantitative Research (GMQR) division is in charge of the modelling, pricing & risk management developments for Global Markets products. Role holders within the division focus on the global management, development, delivery, maintenance and support of Global Credit, Global Equities, Global Macro and Platform, Research’s cross-asset analytics software libraries. The team operates globally with representatives in London, Paris, Asia and New York and plays a critical role in providing innovative solutions.

Job Purpose

An APAC GM Prime Quantitative Research is a front office quantitative role with a focus on the products traded in Prime APAC with continuous business interactions. The role holder will cooperate with other quantitative developers and analysts, as well as with the trading desks and the Global Markets IT & Risk divisions

Responsibilities

• Participate in the global research and development effort on various aspects of Financing business –more specifically on Stock Loan, Cash PB and Synthetic TRS trading activities in addition to Financial Resources Management optimization
• Design, implement, and support optimizations on client locates and automated refinancing.
• Contribute to the development off Inventory Management tools and axe processes.
• Research and development of predictive, AI driven intelligence.
• Contribute to development of systems, real-time data feeds and the core analytics library

Knowledge, Skill and Experience

• Advanced degree (Master or PhD) in computer science, mathematics or engineering.
• Strong analytical skills and technical background.
• Knowledge of statistics as well as optimization algorithms.
• Excellent programming experience in Python, working on large, object-oriented codebases.
• Understanding of Financial Resource metrics, LCR, NSFR, Leverage, RWA etc.
• Experience working with (designing/building) complex data structures and database technologies (Oracle, Clickhouse)
• 5-7 years’ experience working in either a Quant Research, Quant Development or a Strats function – preferably within an Equity Financing function working on either FRM, Stock Loan, Cash or Synthetic PB
• Effective communication skills, ability and willingness to engage the business globally.
• Preferable to have experience working with (designing/building) complex data structures and database technologies (Oracle, Click house)
• Delivery focused and willingness to collaborate with other teams globally.
• Ability to manage book of work of team members along with their own.