Senior Trade Analyst (Equity Derivatives/Fixed Income)

 New York, United States       Permanent contract        Corporate and Investment Banking

Responsibilities

Work with trading analysts to produce non-standard risks for all fixed income/credit derivative activities using proprietary applications and perform quantitative analysis of results. Ensure the development and maintenance of tools using VBA, Python and proprietary tools to increase job efficiency and productivity. Produce end of day profit and loss estimates for exotics, vanilla and asset backed trading activities in fixed income and credit derivative perimeters, based on risk positions and market moves. Use solid communication skills (verbal and written) to work with analysts to respond quickly and effectively to ad-hoc requests from traders to develop new processes, identify and quantify risk, and test new models. Provide succinct and timely and one-off transactions. Produce and validate price levels for clients and for secondary trading activities. Identify deals that can be called away, and use proprietary quantitative methods to determine the optimal call decision. Continue developing tools to maximize probability that decision is optimal in all cases. 


Profile Required

MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Quantitative Finance, Financial Engineering, Statistics or a related field, plus 5 years of professional experience working with exotic fixed income products (including Constant Maturity Swap (CMS) and CMS spreads and producing and analyzing pricing models (including general Black-Scholes framework) in relation to all of the aforementioned products. Must have experience in the following: 3 years of professional experience developing and maintaining trading tools using VBA, Python and SQL; 3 years of professional experience producing profit and loss estimates for exotics, vanilla and asset backed trading activities in fixed income and credit derivative perimeters, based on risk positions and market moves; 1 year of professional experience working directly with traders to develop new trading processes, identify and quantify risk, and test new pricing models.

CONTACT: Please send resume to: Human Resources or SG Recruitment Team, SG Americas Securities, LLC, 245 Park Avenue, New York, NY 10167, at us-humn-recruitment@sgcib.com. Must specify Ad Code XCGZ in the subject line. EOE. MFDV.

LINK TO EMPLOYEE REFERRAL PROGRAM:

Incentives offered through the firm's Employee Referral Program are applicable to this position.  For more information please visit our "Employee Referral Program" link in the Human Resources section of our intranet under the Talent Management tab at: http://entrenet.us.world.socgen/support_groups/human_resources/talent_management/employee_referral_program.html. 


Business Insight

SG Americas Securities, LLC, New York, NY 

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.

Job code: 20000IFV
Business unit: SG CIB
Starting date: Immediate
Date of publication: 19/08/2020
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Senior Trade Analyst (Equity Derivatives/Fixed Income)

Permanent contract   |   New York   |   Corporate and Investment Banking