Quantitative Analyst - Quantitative Market Making

Permanent contract|New York|Corporate and Investment Banking

Quantitative Analyst - Quantitative Market Making

New York, United States Permanent contract Corporate and Investment Banking


  • Understanding of index rebalancing methodologies and of equity market micro-structure

  • Design and implement statistical signals to improve estimator of future instrument fair value

  • Work closely with the trading team to generate and test trade ideas with historical data

  • Presentation of signal to traders and head of desks to be added to existing strategies or to create new strategy

Profile required

Technical Skills:

Required/Must have:

• Strong background in Statistics, machine learning methods and Python/R


• Knowledge of object oriented design and development

• Other Programming languages: C#, C++, SQL…


• Ability to meet deadlines, work independently, and have precise critical judgment

• Solid intellectual integrity in work and natural curiosity

• Analytical thinking and problem solving skills

• Excellent verbal and written communication skills

• Team-player and be able to work under pressure in a fast-paced environment

Business insight

Within Société Générale Corporate & Investment Banking, the Global Markets Division brings together the Research, Investment and Risk Management Solutions, Execution, 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 Global Markets platform committed to long-term client relationships through value added services and smart solutions. The business uses an advisory and innovation mindset, focused on client needs, with the world leading financial markets engineering team.  Global Markets is a leading player in derivatives, unrivaled equity derivatives expertise and #1 in listed derivatives, cross-asset and economic research.  Our prime services' offering is a unique combination of execution, clearing, custody and financing services.

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: 200009I6
Entity: SG CIB
Starting date: immediate
Publication date: 2021/06/02