QIS Fixed Income Engineer - Director

Permanent contract|New York|Corporate & Investment banking

QIS Fixed Income Engineer - Director

  • New York, United States
  • Permanent contract
  • Corporate & Investment banking


  • Manage the day-to-day activities related to developing and structuring the Bank’s Indices market in the United States, with a focus on Pension Funds, Endowments and Asset Managers, as well as Private Banks
  • Develop and design of quantitative strategies in order to create indices (SGI), review of various term sheets and quasi-legal documents describing the financial characteristics of the indices created and structures priced
  • Define pricing methodologies for indices with Exotic Traders, the product range, and the most appropriate structures for products to be sold in Americas
  • Promote the Bank’s offers with clients as well as with the sales team
  • Oversee market watch and reverse engineering through client visits
  • Define client needs with respect to clarifying the offers and adopting an Asset Manager’s language
  • Create rules definitions for indices in discussion with the Trading, Marketing and Legal Departments
  • Promote and execute the Bank’s Indices offerings by overseeing the preparation of studies for clients, commercial propositions, and marketing presentations
  • Work directly with headquarters in Paris to ensure that U.S. legal requirements are timely addressed and followed

Profile required

Within Societe Generale Corporate & Investment Banking, the Global Markets Division brings together the Research, Investment and Risk Management Solutions, Execution and Clearing, 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 business uses an advisory and innovation mindset, focused on client needs, with a global leader in financial markets engineering. Global Markets is a leading player in derivatives, with unrivaled over the counter and listed derivatives expertise, as well as cross-asset and economic research.  Our prime services' offering is a unique combination of execution, clearing, custody and financing services.

Skills and Qualifications:

Must Have: 

  1. Any experience using Python, Excel, VBA to develop quantitative tools for back testing of systematic trading strategies through various asset classes, specifically Fixed Income, while considering trading and pricing constraints (including liquidity, trading capacity and hedge related costs
  2.  Any experience analyzing and producing financial models (including stochastic volatility model and Local Volatility Model)
  3. Any experience analyzing ongoing financial and economic conditions to determine its impact on trading, portfolio performance and portfolio risk management
  4. Master's degree or U.S. equivalent in Engineering, Mathematics, Physics, Finance, Business Administration, Business Management or a related field
  5. FINRA Series 7, 3, and 63 licensing required
  6. Language(s): English 

Business insight

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/)
Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.

Our Diversity & Inclusion Vision: 
•     Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate
•     Inclusive culture and workplace that recognizes employees' unique needs and utilizes their diverse talents 
•     Engage our community and marketplace, and position the organization to meet the needs of all its clients

For more information about our D&I initiatives, please visit this link (https://americas.societegenerale.com/en/societe-generale-about/diversity-and-inclusion/)

Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.  Hybrid work arrangements vary based on business area.  The applicable Business lines will determine and communicate the work arrangements that best meet their business needs.


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.

Societe Generale is an equal opportunity employer, and we are proud to make diversity a strength for our company. We are committed to recognizing and promoting the talents and achievements of our employees and staff, regardless of race, religion, color, national origin, sex, disability, age, gender, sexual orientation, and any other characteristic or status protected under applicable law.

Reference: 23000NPR
Entity: SG Americas Securities
Starting date: 2023/10/09
Publication date: 2023/09/21
Salary or Compensation Range: $145,000 - $475,000