Indexation Quantitative Research Analyst

Permanent contract|New York|Corporate & Investment banking

Indexation Quantitative Research Analyst

New York, United States Permanent contract Corporate & Investment banking

Responsibilities

Department:  Quant & Index Equity Research

The Global Research & Strategy Department is a unified and customized global research team which combines sectorial and strategic analysis to capitalize on our innovative and cross asset research and deliver a smart answer to the increasing correlation between asset classes. It proposes integrated views on economics, commodities, rates, forex equity and credit as well as strategy and trade ideas on cash, derivatives volatility indices and structured products.

Overview of business line/support function:

The index research analyst role will involve working with SG's top ranked global index and quant research team, based in New York, with colleagues in London and Paris. It will also be a client facing role.

Profile required

Missions:

  • Responsible for helping to forecast index changes and weight changes for a variety of well-known indices such as MSCI World, FTSE World, Russell, S&P US series as well as some thematic indices.
  • Monitoring for, and analyzing the impact of, M&A and other liquidity events, as well as predicting review adds and deletes.
  • Understanding events above, as well as the various index methodologies, and being able to explain to both an internal and external client base.
  • Index experience above important, but experience in related areas considered also.
  • Candidate needs to be self-starting, entrepreneurial with a strong attention to detail. Accuracy is also vital in this role and key to the reputation of the product.
  • Ability to work under pressure and adhere to tight deadlines, in an extremely competitive area of research.
  • More generally they should have interests in equity quantitative and index research, as well as the fundamentals of investing.
  • They should also be comfortable back-testing both index arbitrage, and other strategies.
  • Very much a client facing role, and ideally have exiting relationships with asset managers, and hedge funds in region.

Your Profile:

  • Hold a relevant Bachelors or Masters degree.
  • The candidate should be highly numerate with strong Excel and Word skills, programming skills in VBA, Python, SQL/Access Database needed.
  • The job will also involve using a variety of data platforms including Bloomberg and FactSet.
  • This role is an excellent opportunity for someone to work with both a market leading Index research team and alongside a highly experienced quant team and if successful gain a high-profile role in this business, as well as in shaping decisions on how to expand coverage in the region.
  • Fluent English is mandatory.
  • Strong verbal and written communicator

Several years’ experience in a directly related or similar role

Business insight

Within Société Générale Corporate & Investment Banking, the Global Markets Division brings together the Research, Investment and Risk Management Solutions, Execution, Prime Services, Equities, Fixed Income, Futures and Currencies & Commodities structuring capabilities with the objective of providing investors with one integrated multi-asset market solutions team.  The Global Markets platform committed to long-term client relationships through value added services and smart solutions. The business uses an advisory and innovation mindset, focused on client needs, with the world leading financial markets engineering team.  Global Markets is a leading player in derivatives, unrivaled equity derivatives expertise and #1 in listed derivatives, cross-asset and economic research.  Our prime services' offering is a unique combination of execution, clearing, custody and financing services.

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, 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: 22000PKM
Entity: SG Americas Securities
Starting date: 2022/12/05
Publication date: 2022/09/08
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