Quantitative Analyst - Quantitative Market Making

Permanent contract|New York|Corporate & Investment banking

Quantitative Analyst - Quantitative Market Making

New York, United States Permanent contract Corporate & Investment banking

Responsibilities

  • Quant for the Quantitative Market Making Team

    As a Quant for the Quantitative Market Making Team, the employee will develop models for systematic market making activity (mainly the U.S. but also Canadian and Brazilian underlyings), conduct ad-hoc quantitative analysis to explain performance or behavior of instruments in market microstructure that will help increase SGAS’ Principal Trading capacity, minimize its risk and improve overall client service

    Specific Duties:

      Signal research: developing models to statistically predict instrument fair value at different time horizon

  • Conduct quantitative analysis on executed data in order to provide with understanding of how the performance was realized compared to expectations
  • Fine-tuning the existing proprietary statistical analysis tools, such as HID tick-data and SG’s back testing engine, enabling a detailed understanding of instrument behavior in the past.
  • Quantitative Analysis: designing tools and methodologies that will help analyze market behavioral patterns and design custom signals to be used as input for algorithmic market making models


Profile required

Competencies and Experience Technical Skills:

• Highly collaborative – an open individual who can work successfully with multi-disciplinary, multi-national teams

• High achiever driven to exceed expectations, with the highest personal standards in integrity and confidentiality

• Demonstrated ability to build relationships within a large organization and partner with other business heads

• Must be quick in analyzing the client needs, risk for the bank and available liquidity to lock as much P&L as possible from client flows

• Good communication skills with traders and IT developers to maximize productivity

• Strong analytical skills and good understanding of mathematics

• Good market knowledge is a plus but not required.

Qualifications/Experience Needed:

• 3-5 years of experience of quantitative research for systematic strategies in global banks or financial institutions that run the same type of strategies

Educational Requirements:

• Master degree in Mathematics, Statistics, Computational Finance, Data Science or a related field or the equivalent thereof.

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, 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: 220009B9
Entity: SG Americas Securities
Starting date: immediate
Publication date: 2022/07/19
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