Senior Trading Analyst

 New York, United States       Permanent contract        Corporate and Investment Banking

Responsibilities

Analyze and interpret statistical data to perform intraday risk analysis on pure Front Office metrics (i.e. metrics not part of RISQ and regulatory framework) including Greeks and sensitivities to different risk factors (Spot, Volatility, Dividend, Repo, Forex etc), non-official VaR and stress tests and pre-trade simulations. Validate orders for trading by calculating the rebalancing parameters and ensuring the indices compositions are accurate. Backtest complex systematic and quantitative strategies and report results of statistical analyses. Compute estimated End of Day profit and loss (PnL) and product repricing. Produce reports for trading and trading management and produce daily and weekly dashboards in order to better monitor the trading activity, including corporate actions, product lifecycle, and position reports. Provide ad-hoc requests and report to the Front Office. Develop software applications or programming for Statistical Modeling and Analysis. Develop tools to optimize processes or scarce resources using programming languages, including Visual Basic for Applications (VBA), Python, and JavaScript, for macros and information technology (IT) teams for the global industrialized tools. Develop complex pricing models for investable indices representing systematic and quantitative investment strategies. Develop data collection methods and procedures for specific projects. Use strong communication skills (verbal and written) to liaise with other departments to work on transversal and regulatory projects. Liaise with referential, middle office operations team to ensure the quality of data used in the pricing models and the risk analysis metrics. Act as point of contact for external vendors and third party calculation agents and to the structuring team (Paris, Morocco, HK and India) on the U.S. indices scope. 


Profile Required

MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent in Financial Engineering, Quantitative Finance, Statistics, Computer Science, or related field, plus 2 years of professional experience at a global financial institution providing statistical and quantitative investment strategies in compliance with U.S. and global regulations regarding equity derivatives, fixed income and credit instruments (including exotic products and volatility products) and working with algorithmic trading. Must also have the following: 2 years of professional experience developing tools to optimize processes and scarce resources using programming languages (including VBA, Python, and Javascript); 2 years of professional experience with applying options theory, stochastic calculus, and complex derivatives pricing; 2 years of professional experience working with broker dealer operations and back office trade flows; 2 years of professional experience using Monte Carlo Simulation, Optimization techniques, and Financial Mathematics; 1 year of professional experience producing reports for trading and trading management and dashboards to monitor trading activity (including corporate actions, product lifecycle, and position reports).

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 MSTF 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: 20000GWI
Business unit: SG CIB
Starting date: Immediate
Date of publication: 24/07/2020
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Senior Trading Analyst

Permanent contract   |   New York   |   Corporate and Investment Banking