APAC GM Prime Quantitative Research, Associate

Business Area / Department Overview

BNP Paribas’ Global Markets business offers a broad range of products and services across global interest rates, credit, currency, equities, and commodity markets. Global Markets helps clients raise and invest capital effectively while managing their exposure to risk. The client base includes corporations, institutional investors, banks, governments, and supranational organizations.

The Global Markets Quantitative Research (GMQR) division is responsible for modeling, pricing, and risk management developments for Global Markets products. Roleholders 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 key role in providing innovative solutions.

Job Purpose

An APAC GM Prime Quantitative Research role is a front-office quantitative position focused on the products traded in Prime APAC, with continuous interaction with the business. The roleholder will work closely with other quantitative developers and analysts, as well as with trading desks and the Global Markets IT & Risk divisions.

Responsibilities

• Participate in global research and development efforts related to Financing business, specifically Stock Loan, Cash PB, and Synthetic TRS trading activities.
• Contribute to Financial Resources Management (FRM) optimization.

Knowledge, Skills, and Experience

• Advanced degree (Master’s or PhD) in computer science, mathematics, or engineering.
• Strong analytical skills and a technical background.
• Knowledge of statistics and optimization algorithms.
• Excellent programming experience in Python, including work on large, object-oriented codebases.
• 1–2 years of experience in Quant Research, Quant Development, or a Strats function—preferably within an Equity Financing function working on FRM, Stock Loan, Cash, or Synthetic PB.
• Effective communication skills, with the ability and willingness to engage with the business globally.
• Preferred experience designing/building complex data structures and working with database technologies such as Oracle and ClickHouse.
• Delivery-focused approach and willingness to collaborate with other teams globally.