Quantitative Analyst

International Volunteer Program|New York|Corporate & Investment banking

Quantitative Analyst

New York, United States International Volunteer Program Corporate & Investment banking

Responsibilities

Within Société Générale Corporate & Investment Banking, you will join the team in charge of Research & Development for Global Markets Division. R&D holds responsibility for designing and implementing pricing models.

You will work within R&D team and you will be based in NY to assess the Fixing Income Flow Business and Algortithmic Trading  in order to provide them with quantitative tools and implement quantitative methodologies.

During your VIE mission you will be in charge of these responsibilities:

  • Formalize the quantitative traders needs and brainstorm with them to design adapted quantitative methodologies such as statistical methodologies and machine learning algorithms.
  • Implement the methodologies in Object Oriented Programming language within current R&D environment
  • Run the backtesting of the methodologies and provide results using adequate metrics to ease analysis by the trading
  • Challenge  existing methodologies and technics used and propose improvements that suits better current environment (high interest rates, high inflations, high volatility).
  • Follow-up with other development done by other teams or other regions

Profile required

Your profile 

  • Master degrees or equivalent in quantitative field (Engineering, Physics, Mathematics, Statistics, Computer Science)
  • Good knowledge of Quantitative finance, Statistics, and popular Machine Learning algorithms
  • Knowledge of basic FX and Interest Rates financial products (FX Spot, FX Forward, IR Swaps and Bonds)
  • Knowledge of an object-oriented language  (C#, C++, java)
  • Knowledge of Python or any other scripting language
  • Good knowledge of Excel
  • Good communication skills
  • Previous internship in finance is a plus
  • Fluent in English 

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

All our positions are open to people with disabilities.

The VIE assignment in a nutshell

This VIE in New York is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.

The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space.

Please see Civiweb www.civiweb.com , in order to have more details regarding your financial indemnities.

Why join us

As soon as you arrive, you will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks. Gradually, you will become more independent in your projects, making this experience a real career accelerator. You will also discover all the diversity of our businesses, in a sector that is constantly evolving and innovating.

At the end of your VIE, various opportunities could be offered to you, in France and abroad.

Business insight

At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. 
Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA. 
If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Still hesitating? 
You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.

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: 22000X8G
Entity: SG Americas Securities
Starting date: 2023/04/01
Publication date: 2023/01/13
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