Quantitative Specialist

Permanent contract|Montreal|Corporate & Investment banking

Quantitative Specialist

Montreal, Canada Permanent contract Corporate & Investment banking

Responsibilities

About the job

Division description:

Research and Developments designs the pricing models for Global Markets Department (Front Office), develops pricing libraries and builds risk analysis methodologies and tools.

What will be your day-to-day?

Work with the local team in Montreal to solve the practical issues in the R&D libraries and tools raised by the trading, engineering, and other R&D tools users in the Americas.

Assist with the Quantitative Analysts in the US to perform analysis and to conduct studies to improve the existing financial pricing models and pricing frameworks.

Work on the regulatory projects that involve Research & Developments (SR11-7) including pricing models documentation, risk rating methodology and calculation.

Support the local R&D team in running and reporting the regular monitoring such as backtesting and benchmarking of the pricing models and margining models.

Perform testing on the existing R&D tools supported in the Americas and participate to the Documentation and execution of test approach and test cases for the verification and validation of requirements.

Profile required

Technical Skills:

Strong quantitative background and analytical skills

Derivatives pricing knowledge with minimum experience.

Programming skills with ability to develop in Object-Oriented Language.

Good in applied mathematics and modeling

Desired / Plus:

Statistics and time series analysis skills

Knowledge of C# and .NET framework

Competencies:

Strong communication skills and ability to interface with key partners

Self-motivated with the ability to work within a team or alone as necessary

Qualifications:

Experience Needed:

1-2 years experience in a similar role

Previously worked in quantitative team.

Pay attention to detail and self-motivated with ability to work in team

Educational Requirements:

Master's Degree in finance and mathematics

Desired / Plus:

PhD in quantitative finance or similar field.

Why join us

It is with a long-term approach that we are engaging with the world as it is today: a world in which economic development goes hand-in-hand with environmental and social progress.

As a result, we made Team spirit a central value at Societe Generale Canada. We work together to be able to offer each employee the tailored approach they require to grow.

As soon as you arrive, you will be integrated into our teams and will learn every day alongside experts, who will support you in your task.

Get ready to join an innovative company where you can bring your full self to work and evolve with forward-thinking individuals to build the bank of tomorrow.

Business insight

About us

Expanding its activities in Montreal, Société Générale Group is a large multinational bank that counts 130 000 employees located in more than 60 countries around the globe.

At Société Générale, reimagining green IT impact with our focus on sustainable movement is how we interpret our mission as responsible bankers.

Société Générale has positioned itself as a frontrunner in supporting the energy transition and carbon net zero financing.

People are the drivers of change and the world of tomorrow will be shaped by our collective creativity, combined experiences, and diversity of opinions, so that together we can have a positive impact on the future!

Teamwork and collaboration are something that we don't only talk about but that we embody through our work and global initiatives.

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: 22000GJV
Entity: SG MONTREAL SOLUTION CENTER 2 INC.
Starting date: 2022/07/18
Publication date: 2022/06/16
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