Senior Trader Analyst (Equity Derivatives) (SG Americas Securities LLC, New York, NY)

Permanent contract|New York|Corporate & Investment banking

Senior Trader Analyst (Equity Derivatives) (SG Americas Securities LLC, New York, NY)

New York, United States Permanent contract Corporate & Investment banking

Responsibilities

Work with trading analysts to produce non-standard risks for all Equity and equity derivatives 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 linear activities (structured finance, indexation and electronic market making) 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 and clients to develop new processes, identify and quantify risk, and test new models. Provide succinct and timely and one-off transactions. Optimize scarce resources for EQD business, including collateral optimization and liquidity coverage. Monitor intraday risk analysis. Identify deals that can be called away, corporate actions, 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 repo market (Market risk and pricing), options models 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 linear activities (structured finance, indexation and electronic market making) 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.

Business insight

Email resume to: us-humn-recruitment@sgcib.com. Must specify Ad Code RTMS in the subject line.

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.

Reference: 21000QQ7
Entity: SG Americas Securities
Starting date: 2021/11/29
Publication date: 2021/09/01
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