Can a baptist church give an annulment?

i was married in a baptist church in 2004, we have since been divorced. If i ever wanted to get married in a catholic church i know id need to have an annulment, can this be done through the baptist church? I know i have the proper grounds for an annulment but just curious how i go about the process. I am actually baptized a lutheran and my ex was not baptized at all. But we were married under God in the church. I am converting to Catholicism in the near future. If any more information is needed i will be glad to add it in, just let me know. Thank you.