Vice President
Vice President (multiple positions) w/ BNP Paribas Securities Corp. in NY, NY. Design & implement new pricing models for credit products & validate changes to methodologies & models for financing activities, w/ a focus on the products traded in the Americas. Position reqs a Master's deg (U.S. or Foreign Equiv) in Financial Engg, Computational Fin, or rel field & 2 yrs of exp in job offered or a rel role OR Bach deg (U.S. or Foreign Equiv) in Financial Engg, Computational Fin, or rel field & 4 yrs of exp in job offered or a rel role. Must have 2 yrs of exp w/ the following: Quantitative model research, calibration,& validation for credit products; producing production-ready & object-oriented code w/ respect to modeling, pricing, validation, analytical tools, data processing, & automating processes, using Python or C++ in a financial services environment; applying know of math, incl stochastic calculus, stats, probability, & linear algebra; applying know of fin, incl fixed income security, risk neutral pricing, derivative pricing, credit risk; exp w/ Credit products (options & derivatives) in terms of their valuations as well as understanding & modeling their risk factors; & collaboration w/ the bus to onboard new credit products or strategies, or new features for existing products or strategies. *Telecommuting permitted 40%: work may be performed w/in normal commuting distance from the BNP Paribas Securities Corp. office in NY, NY.
Sal: $185,000-$225,000/yr. Qualified
Applicants: Apply at https://bwelcome.hr.bnpparibas/
en_US/externalcareers/
JobDetails?jobId=55612&source=BNP+
Paribas+website
Required skills
- Derivatives / Swaps
- Python
- C++
- Pricing
- Algebra & Trigonometry
- Fixed Income
- Calculus
- Quantitative Modelling
- Stochastic Calculus Knowledge