Cross-Asset Strategist
Responsibilities
Cross-Asset Strategist
Responsible for running financial analyses, back tests and simulations for clients (U.S. and global customers) and the Bank’s Traders in a very quick turnaround, focused on derivative strategies of both discretionary and systematic nature; Support colleagues from Trading with ad-hoc analyses in relation to specific pricing requests from clients, enhancing existing tools to perform analyses/back testing; Conduct pricing and structuring of multiple iterations of standard ("vanilla") and non-standard ("exotic") derivative products to identify the most suitable path for implementation; Maintain knowledge of tools to act as a product expert, develop pricing scripts to estimate historical prices for derivative products; Produce notes, write-ups, documents, and presentations about topical market themes, including relevant analyses and indepth sophisticated explanations about derivative markets and derivative parameters; Prepare/deliver presentations to clients and prepare conference calls and client events of various nature (roundtables, seminars, forums) about topical market themes to foster client relationships and promote brand recognition; Work closely with colleagues from Sales, Trading, Marketing, and Structuring on bespoke client requests and trade ideas; Consult with clients on extremely complex matters related to investing, markets, derivatives, and quantitative finance and provide client-specific solutions taking into consideration the risk appetite and constraints faced by the Trading function; Back test derivative-based strategies to assess their historical risk-reward and performance during specific market environments; Develop scripts for internal databases to perform standardized analyses and create insightful visualizations of market parameters and prices for derivative products. Provide guidance on the use of these databases to clients and colleagues from Trading and Sales, create custom indictors on market platforms (ex. Bloomberg, SG Markets) to be disseminated among clients; Create and maintain proprietary databases about derivative markets leveraging on specialized data providers; Create and automate sophisticated models/dashboard for derivative markets and derivative parameters, frequently disseminating results and highlighting potential trade ideas; and Investigate advanced, innovative methodologies to construct cutting-edge forecasting models. Requires up to 10% domestic and international travel for client visits and conferences. Telecommuting may be permitted up to one (1) day a week. When not telecommuting, must report to SG Americas Securities, LLC, 245 Park Ave, New York 10167. Salary: $200,000 - $275,000 per year.
Profile required
MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Finance, Economics, Financial Engineering, Mathematics, or related field. plus 2 years of professional experience as an Financial Analyst, Investment Analyst, or any occupation/position/job title involving financial analysis, back tests and simulations of derivative strategies. Must also have the following: 2 years of professional experience working with market activities (including sales, trading, advisory, and risk) for equities, interest rates and foreign exchange; 2 years of professional Sensitivity: Confidential experience working with derivatives instruments (including options). 2 years of professional experience utilizing Microsoft Word, PowerPoint, and Excel; 2 years of professional experience utilizing pricing models to perform derivatives pricing (including risk neutral measure); 2 years of professional experience generating trade ideas on equities, foreign exchange, and interest rates for institutional clients; and 2 years of professional experience utilizing coding skills including Python
LINK TO EMPLOYEE REFERRAL PROGRAM: Incentives offered through the firm's Employee Referral Program are applicable to this position. For more information, please visit our "Employee Referral Program" link in the Human Resources section of our intranet under the Talent Management tab at: http://entrenet.us.world.socgen/support_groups/human_resources/talent_management/employee_referral_program.html
Business insight
Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.
OUR CULTURE:
At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)
D&I:
Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.
Our Diversity & Inclusion Vision:
- Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate
- Inclusive culture and workplace that recognizes employees' unique needs and utilizes their diverse talents
- Engage our community and marketplace, and position the organization to meet the needs of all its clients
For more information about our D&I initiatives, please visit this link (https://americas.societegenerale.com/en/societe-generale-about/diversity-and-inclusion/)
HYBRID WORK ENVIRONMENT:
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols. Hybrid work arrangements vary based on business area. The applicable business lines will determine and communicate the work arrangements that best meet their business needs.
COMPENSATION:
Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.