R&D - Fixed Income and Currencies Derivatives Quantitative Analyst

About the Role

Join our dynamic Research & Development team in Hong Kong, a strategic financial hub at the heart of Asia’s fast-evolving markets. Our team develops cutting-edge pricing and risk management solutions for GBIS and plays a key role in transforming market activities and strengthening risk control frameworks.
As a Quantitative Analyst within the Fixed Income and Currencies team, you will contribute to the development of industrial-grade pricing and marking services for fixed income derivatives (flow, exotic, and hybrid products). This role is uniquely positioned within the Hong Kong trading floor, offering daily, hands-on collaboration with both traders and structurers, and direct exposure to market dynamics and product innovation.
You will operate in a highly collaborative and intellectually stimulating environment, where proximity to the trading desks and structuring teams fosters rapid feedback loops, agile development, and a deep understanding of business needs and client-driven structuring.

Model Design & Development

• Translate trader and structurer requirements into valuation, hedging, and risk monitoring solutions.
• Design, develop, and test models using object-oriented programming (primarily C# and python), ensuring high standards of performance, stability, and maintainability.
• Utilize Python for prototyping, data analysis, and model validation tasks.

Model Implementation

• Integrate pricing libraries into the information system, adhering to internal and external compliance procedures.

Model Use

• Provide daily support to trading and structuring teams on product modeling, risk analysis, hedge representation, and production monitoring.
• Leverage your physical proximity to the Hong Kong platform to ensure responsiveness and alignment with real-time market and client needs.

Model Monitoring

• Continuously assess and ensure the relevance and accuracy of models over time.
   

Education: Master’s degree in finance or a related field.

Experience: Minimum 5 years in derivative pricing and modeling (quantitative team, model validation, or equivalent).

Technical Skills:

• Strong foundation in financial mathematics.
• Advanced proficiency in object-oriented programming, particularly in C#HK -.
• Solid experience with Python, especially for quantitative analysis and model prototyping.
• Solid understanding of derivative products; knowledge of equities/indices is a plus.

Soft Skills:

• High adaptability and ability to manage multiple projects in a demanding environment.
• Fluent in both technical and conversational English.

Why Join Us in Hong Kong?

• Be embedded in one of the world’s most vibrant and innovative financial centers.
• Work side-by-side with traders and structurers, gaining real-time insights into market behavior, client needs, and product design.
• Engage with cross-functional teams and cutting-edge financial technologies.
• Contribute to impactful projects that reflect the energy, speed, and diversity of Asian markets

Ready to take your quantitative expertise to the next level in Hong Kong? Apply now and be part of a team shaping the future of financial markets.

Our Culture:

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. Please visit our APAC career website: https://www.societegenerale.asia/en/careers/building-your-career-with/ for more information. 

Diversity, Equity & Inclusion (DE&I):

Our 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 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

Check out our DE&I initiatives: https://www.societegenerale.asia/en/careers/diversity-equity-inclusion-dei/

Societe Generale is committed to offering an inclusive recruitment experience to all candidates.  If you require any reasonable accommodations of assistance during the recruitment process, please do not hesitate to let our HR staff know.