Junior Quantitative Specialist
Responsibilities
We are seeking a Junior Quantitative Analyst to work along with the FIC and EQD quants in AMER. This is foundational role designed to build long-term depth, continuity and expertise within the team.
The candidate will work closely with senior quants across derivatives pricing, margin models and pricing models monitoring (MRM), gradually taking ownership of key recurring items.
Main Responsibilities
Support senior quants in derivatives pricing model documentation and validation tasks
Help maintain and improve internal quant tools and scripts used for pre-trade by trading desks (both FIC and EQD)
Perform periodic model performance monitoring: backtesting, benchmarking, and exception reporting in line with model risk management (MRM) policy
Address client queries related to UMR and SIMM calculations
Assist in building and maintaining a clean, well-documented knowledge base internally in ARD
Provide support to trading on the ARD tools locally in AMER.
Build expertise on pricing models, SIMM, regulatory frameworks, and margin models
Participate in documentation and process improvement
Profile required
Profile Required
Technical Skills
Strong quantitative and analytical skills
Knowledge of derivatives pricing and risk metrics
Programming skills (Python preferred)
Experience
1+ years of experience with strong academic background
Exposure to pricing models, SIMM is a plus
Education
Master’s degree in finance, Mathematics, or related field
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/)
DIVERSITY, INCLUSION & BELONGING (“DIB”):
Our DIB Mission: Recruit, develop, retain and advance a talented workforce that is united in our efforts to leverage our talent and further develop an inclusive environment that will enhance our competitive position and deliver innovative solutions to our clients. It seeks to foster an environment where employee differences are valued and where all employees feel engaged, supported, respected, and informed. For more information about our DIB initiatives, please visit this link: https://americas.societegenerale.com/en/careers/get-know-diversity/
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.