Junior Quantitative Advisor

Permanent contract|New York|Corporate & Investment banking

Junior Quantitative Advisor

New York, United States Permanent contract Corporate & Investment banking



  • Work closely with the trading desks to understand and formalize the needs in regard to the Vanilla Fixing Income (FIC) modeling and valuation.
  • Design, Implement and maintain the Quantitative models for Vanilla Fixing Income products in an object-oriented language using the ARD environment
  • Test and validate the longevity models implemented including unit tests and non-regressions tests.
  • Document the FIV Vanilla models developed including processes in which they are used.
  • Provide adequate support to the final users and to the production teams.
  • Participate to the efforts to monitor SIMM model and implement new model changes defined by ISDA.

Profile Required

Technical Skills

  • Strong Quantitative and Analytical skills.
  • Good level in OTC derivatives pricing.
  • Skilled in programming in Python and in an Object-Oriented Language (C#).
  • Applied Mathematics and Quantitative Modelling.

Profile required

Competencies & Qualifications:

  • Strong communication skills and ability to interface with key partners
  • Self-motivated with the ability to work within a team or alone as necessary
  • Comfortable with organizational complexity, high pressure environments and rapid change
  • Analytical / Quantitative / Reactive and adaptive
  • Data Science, Statistics and time series analysis skills is desired

Experience Needed:

  • 2 to 3 years of experience in quantitative analysis, model validation or market risk
  • Previously worked in quantitative team and supported trading desks.
  • Pay attention to detail and self-motivated with ability to work in team


  • Master’s Degree in computer science or financial engineering

Business insight


The Global Markets Division provides investment and risk hedging solutions to its corporate and institutional clients. The person will join the R&D group (MARK/BMO/ARD) and will be based in NY. This group is in charge of providing pricing and risk-management tools globally for SG CIB. Reporting directly to the local Head of R&D, the person will develop and implement quantitative longevity models, work on the monitoring and evolution of SIMM model used to compute the initial margin for uncleared OTC swaps.

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: 22000PRX
Entity: SG Americas Securities
Starting date: 2022/10/24
Publication date: 2022/09/09