Quantitative Research- Data Scientist

March 23, 2022
Employment contract
Standard / Permanent
Location
PT-11-Lisbon
Job / Mission
DATA
Reference
2203GMFOS10369
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Key Words: data science, data mining, statistics, time series, modelling, research, machine learning, Artificial Intelligence, Natural Language Processing, programming, Python, ML, AI, NLP, big data,  NumPy, scikit-learn, pandas, Keras, TensorFlow, PyTorch,  statistics, algorithmic, global markets, financial markets

About the team

Global Markets Quantitative Research and Engineering (GMQRE) is a highly motivated team of financial engineers and computer scientists based in Lisbon and Porto, researching and performing quantitative engineering on diverse cross asset topics in equity, interest rates, credit, FX and XVA.

GM Data and AI Lab is a spin-off quantitative research team whose mandate is to build the next generation of Data Intelligence and language understanding products used in BNP Paribas Global Markets.

Along with the data engineers of Global Client Analytics (GCA), we are more than 40 high caliber engineers part of the Global Markets Front Office.

About the job

This GM Data and AI Lab is a small team of data scientists applying the latest techniques in Artificial Intelligence, Data modelling and Natural Language Processing to strategic projects for the business.

The Lab works in close collaboration with Quant Research and Technology teams.

The role will be in Lisbon, Portugal, working within a team of finance professionals supporting BNPP CIB market activities globally in collaboration with team members in London, Paris, Singapore and Frankfurt.

A training in Paris may be provided at the beginning of the role in order to become familiar with the setup and to build relationships with other team members.

Your Main Activities Are

  • Explore and examine data from multiple diverse data sources.
  • Conceptual modeling, statistical analysis, predictive modeling and optimization design.
  • Understand and work around limitations in analytic models.
  • Data cleanup, normalization and transformation.
  • Process optimization design based on historical data.
  • Hypothesis testing: being able to develop hypothesis and test with careful experiments.
  • Discover hidden insights/embedded patterns and enable business stakeholders to make decisions that are more informed.
  • Help build workflows for extraction, transformation and loading of different data from a variety of sources and enable linking them to existing systems and datasets.
  • Ensure the integrity and security of data.

Profile and Skills to Success

  • Qualifications:  Master or PhD degree in Computer Science / Data Science / other science or engineering field
  • Knowledge of key concepts in Statistics and Mathematics such as Probability Theory, Inference, and Linear Algebra
  • Knowledge or experience in Machine Learning procedures and tasks such as Classification, Prediction, and Clustering
  • Programming skills in Python and knowledge of common numerical and machine-learning packages (NumPy, scikit-learn, pandas, Keras, TensorFlow, PyTorch)
  • Ability to write clear and concise code.
  • Knowledge of data analytics, manipulation and visualization techniques.
  • Intellectually curious and willing to learn challenging concepts on a daily basis.

It will be a nice plus if you have:

  • Involvement with the Data Science community through platforms such as Kaggle, Numerai, Open ML, or others.
  • Knowledge of big data solutions (Kibana, Hadoop, Spark)
  • Proven record of having successfully carried out independent research from exploring large datasets.
  • Knowledge of current Machine Learning/Artificial Intelligence literature.
  • Experience with other programming languages (C, C++, Ada, C#, Java, JavaScript)
  • Wide IT culture: OS, parallelization, network, software engineering, new languages.

Why joining BNP Paribas?

· Leading banking institution

BNP Paribas is a leader in the Eurozone, and a prominent international banking institution with strong roots in Europe's banking history. It has a presence in 65 countries, with around 190 000 Employees – including more than 145 000 in Europe.

· Our presence in Portugal

Since 1985, BNP Paribas was one of the first foreign banks to operate in the country. Today, the Group has around 7.100 employees across several entities operating directly in the territory, offering a wide range of integrated financial solutions to support its clients and their businesses.

· International reach

Thanks to its international presence and regular and close collaboration among its different entities, BNP Paribas has the resources to support all clients with financing, investment, savings and protection solutions that help make their projects a success. BNP Paribas holds key positions in its three core operating divisions:

  • Retail Banking, a division that brings together all of the Group’s retail activities and specialised business lines;
  • Investment & Protection Services that include specialised businesses offering a wide range of savings, investment and protection services;
  • Corporate & Institutional Banking division that offers tailored financial solutions for corporate and institutional clients.

· Diversity and Inclusion commitment

BNP Paribas is an equal opportunity employer and proud to provide equal employment opportunity to all job seekers. We are actively committed to ensuring that no individual is discriminated against on the grounds of age, disability, gender reassignment, marriage or civil partnership status, pregnancy and maternity/paternity, race, religion or belief, sex or sexual orientation. Equity and diversity are at the core of our recruitment policy because we believe that they foster creativity and efficiency, which in turn increase performance and productivity. We strive to reflect the society we live in, while keeping with the image of our clients.

· Commitment towards work/life balance

At BNP Paribas we care about our employees wellbeing and promote a culture of good integration between work and rest. We believe our employees have rich personal lives outside of work, being fundamental to be disconnected from work to recharge both physically and mentally. Only through this balance we may all be at our best while working.

· Remote Working Conditions

At BNP Paribas, we embrace a Smart Working framework based on trust, autonomy and collaboration. Within this framework, eligible employees can benefit from flexible remote working modalities adapted to our hybrid working environment. To guarantee a comfortable and efficient working set-up, eligible employees are provided with both the office and home equipment, are entitled to an equipment allowance and can benefit from exclusive partnerships to purchase additional equipment at reduced prices.

To find out more on why you should join BNP Paribas visit https://bnpp.lk/why-BNP-Paribas-Portugal

* Please note that only applications submitted in English will be considered.

* In case you are selected for this role, further documentation will be requested to support your hiring process.