Data and Artificial Intelligence Lab

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

About the job

• This Global Markets (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
• Nice to 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

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