Quantitative Developer

Job description

DEPARTMENT DESCRIPTION

Within Societe Generale Corporate & Investment Banking (SGCIB), you will join the Global Markets Division (MARK), which brings together the Equities, Fixed Income & Currencies and Commodities structuring capabilities with the objective of providing investors with one integrated multi-asset market solutions team.

MAIN ACCOUNTABILITIES

As a member of a team of “Commandos” within the department, you will work directly with traders and structurers, in order to develop standard high quality tools that exceed their needs and expectations.

You will sit on the trading desk, and assist traders in 3 key areas:

· Developing high quality original VBA tools including:
· Pricing and decision-making tools
· Real Time order-passing automations
· Risk Management and position follow-up instruments
· Quantitative analytic developments
· Trading strategies
· Be the “Go To Person” for the Traders and Structures who are using the above tools
· Use your deep and broad expertise to improve the stability and safety of the tools

COMPETENCIES

Required:

· Strong operational skills and orientation
·  Ability to work under pressure will enable you to succeed.
· Good verbal and written communication skills

TECHNICAL SKILLS

Required:

· Strong programming skills
· Solid knowledge of VBA and SQL and ideally others
· Object Oriented Languages (C#, C++, Java, Python..). must have experience using those languages in a professional environment.
· Previous experience working in a VBA environment showing analytical skills in order to quickly implement solutions for traders.
· Strong quantitative background
· Broad financial knowledge, you understand and know how to price a wide range of products on different types of underlyings (Equities, rates, commodities... etc)

PRIOR WORK EXPERIENCE

Required:

· 1 – 2 years of experience related quantitative-focused field

EDUCATION

Required:

· Bachelor's degree or Master's degree in Computer Science, Mathematics, Engineering or a related quantitative discipline

LANGUAGE

Required:

· English