A Conspiracy of Paper is primarily an adventure detective novel, which is why the themes seen difficult to identify: Genre novels like adventure, action, detective, etc., don't focus on theme as much as on successfully attaining the goal(s) the protagonist is pursuing. However, there is an overriding theme exploring the realities of Jewish life and antisemitism in the story.
The protagonist, Weaver, is driven by his investigations into repeated contact with his Jewish uncle, Adelman, and Sarmento. This contact leads Weaver to examine his own Jewishness. In addition, Weaver's investigations bring him into various situations in which antisemitism is evident, which leads him into an exploration of antisemitism both within the financial world and outside of it.