Senior Quantitative Specialist

Permanent contract|Montreal|Corporate & Investment banking

Senior Quantitative Specialist

Montreal, Canada Permanent contract Corporate & Investment banking

Responsibilities

Responsibilities:

  • Participate to the process of building the team of Research & Development in Montreal.
  • Lead and manage the Research & Development team in Montreal:
  • Define the roadmap and the delivery timeline for R&D Projects
  • Fix the objectives for each team member and define his day-to-day tasks
  • Follow the progress of the projects and the tasks of the team
  • Manage the team trainings, evolution, staffing, turnover, and interactions 
  • Participate to the quantitative projects by conducting studies, brainstorming with the rest of the team, coding in the pricing libraries, reviewing the source code produced by the junior quantitative analysts and the testing of the solutions implemented.
  • Provide documentation of the solutions and analytics developed and implemented and address the recommendation of the 2nd line of defense (MRM) and 3rd line of defense (Audit).
  • Collaborate with local IT teams in Montreal in defining the IT strategy, maintain strong relationship and regular interaction with IT stakeholders.
  • Collaborate with key stakeholders in marketing, model development, technology, compliance, legal, and business owners.

Profile required

Competencies and Experience

Technical Skills:

  • Established knowledge in all type of assets (Credit, IRD, Equities and hybrid products)
  • Advanced quantitative and analytical skills
  • Proficient in derivatives modeling and pricing
  • Proficient in applied mathematics and modeling
  • Highly skilled in programming using an Object-Oriented Language.
  • Previous experience required on C# and .NET framework
  • Proficiency with financial libraries development

Desired / Plus:

  • Data Analytics, Data Science, Statistics and time series analysis skills

Competencies:

  • Strong written and verbal communication skills with ability to interface with key partners
  • Leadership, project management, and effective liaison between business, quantitative research and technology teams.
  • Comfortable with organizational complexity, high pressure environments and rapid change

Qualifications:

 Experience Needed:

  • 7+ years of industry experience
  • Extensive experience with derivative modeling and development
  • Experience in managing and leading similar teams.
  • Hands-on experience with .NET framework and C# development.

Educational Requirements:

  • Master's Degree in finance and mathematics

Desired / Plus:

  • PhD in quantitative finance or similar field.

Why join us

What we do differently at Société Générale

  •  Competitive compensation & benefits offering, including but not limited to:
    • Minimum of 20 days Vacation days + 4 personal days
    • Supportive Maternity, paternity, parental and adoption leave policy
    • Health spending and personal spending accounts with 75+ eligible reimbursement categories (health, training, electronics etc.);
    • Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family;
  • There are many Employee Resource Groups (ERG) to engage with such as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.
  • We foster a culture of continuous development by encouraging our employees to seek improvements through various training programs (online training and coaching platform such as Coursera, GoFluent, PluralSight, First Finance, and others)

Business insight

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.

Employees should understand the institution’s approach to risk management and their respective roles in supporting a strong risk culture, as outlined in the SGUS Operations Enterprise Risk Management Framework.

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.

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: 22000GJZ
Entity: Societe Generale Capital Canada
Starting date: 2022/07/18
Publication date: 2022/06/16
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