Senior Trader – Quantitative Market Making

Senior Trader – Quantitative Market Making (SG Americas Securities LLC, New York, NY)
Develop production models for systematic market making activity, conduct ad-hoc quantitative analysis to
explain performance or behavior of instruments in market microstructure that will help increase Principal
Trading capacity, minimize risk, and improve overall client service. Develop algorithmic trading offering on
the U.S. markets for domestic and international clients by expanding product offer on both domestic and
international underlying baskets. Develop models to statistically predict instrument fair value at different
time horizons. Design tools and methodologies that will help analyze market behavioral patterns and design
custom signals to be used as input for algorithmic market making models. Fine-tune existing proprietary
statistical analysis tools to enable a detailed understanding of American instruments. Operate and enhance
the Risk Model to assess the risk profile of any given existing or new strategy. Conduct quantitative analysis
on executed data to provide understanding of how the performance was realized compared to expectations.
Perform Post trade processing and risk monitoring. Salary: $200,000 - $275,000 per year.

MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Mathematics, Statistics, Economics,
Finance, or related field. plus 3 years of professional experience as an Algorithmic trader, or any
occupation/position/job title involving performing equity and equity derivative algorithmic low latency market
making
Must also have the following:
3 years of professional experience performing equity and equity derivative low latency algorithmic trading
in a principal desk within a global financial bank. 3 years of professional experience performing derivatives
market making activity building, evolving algorithmic approach to optimize risks and costs, and validating
the profitability of strategies and deriving their optimal parameters by conducting back-tests using historical
financial data (including historical intraday prices and volumes). 3 years of professional experience running
low latency trading projects, drafting algorithmic needs, validating new pieces of the trading platform, and
managing technology resources. 3 years of professional experience performing high-throughput time series
analysis and research using linear and non-linear models (including multivariable linear regression,
Lasso/Ridge regression, and Principal Component Analysis) to extract statistically significant biases used
in systematic trading strategies. 3 years of professional experience performing risk pricing and trading
equity derivative products with domestic and international underlying baskets for external clients. 3 years
of professional experience writing C# or C++ code. 3 years of professional experience writing Python or R
code for statistical modeling

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

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. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)

D&I: 
Our Diversity & Inclusion 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 Diversity & Inclusion 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

For more information about our D&I initiatives, please visit this link (https://americas.societegenerale.com/en/societe-generale-about/diversity-and-inclusion/)

HYBRID WORK ENVIRONMENT:
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.  Hybrid work arrangements vary based on business area.  The applicable business lines will determine and communicate the work arrangements that best meet their business needs.

COMPENSATION:
Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.