Quantitative Analyst - Resources and Financing Optimization

Global Market Quantitative Research (GMQR) Team is responsible for most aspects of quantitative research within the Global Market activities of BNP Paribas, covering Macro, Credit, Commodity and Equity. Is supports flow and structured trading activities with poles in each region. In particular, the team is responsible for the development of pricing, risk, margin, and profitability models and their implementation in the global analytics library.

GMQR Resources & Financing Optimization provides expert solutions for funding optimization, inventory management and scarce resources optimization. The team develops sophisticated models and put in place the infrastructure and the technology to compute, explain and steer funding costs and resource consumption.

Responsibilities

Within GMQR Resources & Financing Optimization, the role focuses specifically on funding optimization and inventory management. This is a front office Associate quantitative research role.

• Participate in the global research on various aspects of Inventory Management. This covers in particular Collateral Optimization, Prime Assets Re-hypothecation, Short-Covering Automation, and Liquidity Risk monitoring
• Design, implement, and support the applications (C# and python) that automate the associated processes and produce indicators for Trading to take actions.
• Support the Financing Trading and Inventory Management trading desks by performing advanced analysis.
• Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally and develop partnerships

1. Graduate degree in mathematics or engineering with strong analytical skills. Knowledge of finance is a major plus.

1. Strong development skills with prior experience in Python or an object-oriented programming languages (ideally C+ or C#)

3. Good algorithmics capacity.

4. Effective communication skills, ability and willingness to engage the business

1. Delivery focused and willingness to collaborate with other teams.
2. Familiarity with Financing business (Stock Loan & Funding) is a major plus