Internship - Financial Engineering, Pricing

Internship|New York|Financial Engineering

Internship - Financial Engineering, Pricing

 New York, United States  Internship  Financial Engineering


This Internship will be part of the team in charge of systematic strategies team within the SG Equity Derivatives Division. More specifically you will work in the Financial Engineering – Pricing/QIS team.

This team provides customized investment and hedging solutions to various client types (Institutional, Private Banking, Retail) and regions (US, Canada, Latam).

Primary responsibilities will include:

  • Development of the SG range of systematic strategies in collaboration with a senior member of the team
  • Work closely with the Sales and Trading teams on the closing, back testing of specific ideas, and testing strategies to develop under an index wrapper
  • Verifying the script running the strategies put in place by the team
  • Running back test on strategies linked to risk premia factors
  • Running back test on volatilities strategies
  • Running daily check of index level
  • Verifying the terms of deals
  • Discussing with trading on specific analysis we have to run
  • Working on reporting and performances analysis of different existing indices

Profile required

Candidate Profile:

  • Strong communication and academic skills
  • Ability to think outside the box
  • Advanced knowledge using Python, VBA, Excel
  • Masters Degree required (Financial Mathematics, Financial Engineering)

Business insight

With over 3,300 professionals worldwide, the Global Equity Derivatives Solutions division has the largest equity derivatives platform which has been voted 10 times “Best Equity Derivatives House in the World”.  Our Equity Research and Cash Equity departments figure among the best rankings in their field. Continued growth means that we are constantly seeking top talent to join our global teams.

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: 20000MQK
Entity: SG Americas Securities
Starting date: immediate
Publication date: 2020/10/26