Financial Engineer – Fixed Income and Currencies (FIC) pricing

International Volunteer Program|Montreal|Finance

Financial Engineer – Fixed Income and Currencies (FIC) pricing

Montreal, Canada International Volunteer Program Finance

Responsibilities

Responsibilities

During your VIE mission, you will be responsible for the conception, pricing and promotion of financial products. You will work with the Sales and Trading departments on the negotiation and execution of deals.

You will develop your skills in pricing structured products and very exotic options payoffs on different asset classes.

You will be in charge of these responsibilities:

  • Develop, design, price and promote non-vanilla Interest Rates and Foreign Exchange (FX) derivatives both for Corporate clients (large and mid-cap corporations) and for Financial Institutions (banks, insurers, asset managers, private banking, pension funds, sovereign/supra nationals, retail, hedge funds)

  • Understand models in order to assess counterparty risk in connection with the main XVA trading group in Europe. 

  • Interact with sales to better understand their clients’ needs and come up with appropriate tailor-made hedging and investing solutions on Interest Rates and FX.

  • Assist in managing the Interest Rates and FX business expansion for the exotic and structured products for institutional and corporate clients.

  • Assist in the management of the creation of products, approvals from trading, implementation of the systems and risk/valuation approvals for new Interest Rates and FX trades overseen by the new Product Committee.

  • Generate files in order to create back-test and test the strategies.

  • Create and automate pricing runs, working with members of the marketing team.

Profile required

Profile

You are graduated with a Master’s degree in Finance, Mathematics or related subject.

Required skills

  • a solid level in financial mathematics
  • a good knowledge in the theory of Option Pricing
  • very good level of computer skills (such as Python, VBA Excel)

You are proficient in Microsoft Office.

You are fluent in English.

The VIE assignment in a nutshell

This VIE in Montreal 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 24 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.

Please see Civiweb www.civiweb.com, in order to have more details regarding your financial indemnities.

We would like to draw your attention to the fact there that your VIE mission could potentially get postponed, depending on the evolution of the health crisis and subjects to the decision made by the Crisis and Support Centre of the Ministry of Europe and Foreign Affairs (MEAE). In addition, the selected candidate will only be paid upon confirmation from Business France and arrival in the country of assignment.

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

Why join us

As soon as you arrive, you will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks. Gradually, you will become more independent in your projects, making this experience a real career accelerator. You will also discover all the diversity of our businesses, in a sector that is constantly evolving and innovating.

At the end of your VIE, various opportunities could be offered to you, in France and abroad.

Business insight

At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. 
Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA. 
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Still hesitating? 
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 21000QX9
Entity: SG CIB
Starting date: 2022/02/01
Publication date: 2021/09/02
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