Quantitative Analyst M/F - VIE New York

Job description

Environment

Your environment

At Societe Generale, you will be joining the Global Markets division (MARK) of SG Corporate and Investment Banking. MARK offers a cross-asset approach along all its offerings : Research, Investment & Risk Management Solutions, Execution and Prime Services to asset managers, pension funds, companies, private banks, insurance companies, hedge funds, family offices, sovereign funds and distributors worldwide.

The R&D team (MARK/TRD/ARD) is in charge of providing pricing and risk-management tools globally for the investment bank of Société Générale. This VIE offers the opportunity to study and implement different variety of models used by the New York Interest Rates trading desk. This position involves both quantitative research and software development in a team environment.

Mission

As a VIE, you will work within Research and Development team in the US, which holds responsibility for providing pricing and risk-management tools for SG Corporate and Investment Banking.


Summary of the key purposes of the role

The VIE will be hired to reinforce the quantitative support provided by the R&D team to the Interest Rate trading desk in New York. The goals are the following:
·  Help to the R&D to develop algorithms for the Interest Rates Electronic Market Making team
·  Develop a simulation and back testing framework to test new trading strategies
·  On an ad hoc basis, provide analytical support on different quantitative problems that may arise in different domains (option pricing, interest curve stripping, regulatory questions, and so on…)

Summary of responsibilities

·  Review literature about interest rates related models and trading strategies
·  Develop statistical and machine learning models for the Interest Rates desk
·  Supporting the trading desk on daily basis across quantitative problems they may encounter
·  Present quantitative results to the trading and to the other members of the R&D team
·  Provide analytical support on different quantitative subjects linked to interest rates
·  Work closely with IT teams for the data provisioning and the incorporation of models in the systems

Evolution

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

All our positions are open for people with disabilities.

Desired profile

Profile

The VIE assignment in a nutshell
This VIE in New York is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.
The VIE is a specific contract, under Business France's eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space.
For further information, please see http://www.civiweb.com/ .

Your profile
Graduated with a Master Degree from an Engineering/Business school or University in Mathematics and/or Finance and/or Statistics.
You ideally have a previous experience as Quant, Trader assistant or in Engineering in an investment bank or in a hedge fund, ideally in Fixed Income derivatives.
You speak English fluently.
You are proficient with MS Office.