Trader - US Rates

Permanent contract|New York|Corporate & Investment banking

Trader - US Rates

New York, United States Permanent contract Corporate & Investment banking

Responsibilities

Within the Global Markets Division (MARK) of Societe Generale, you will join as a permanent the USD Interest Rate Swaps Trading Desk within the Fixed Income department (FICC) in New York. Your main focus will be on supporting market making activity for the swaps desk.

Profile required

MAIN ACCOUNTABILITIES

  • Pricing interest rate swap products and analyzing their risks
  • Support the risk management of the USD swaps book
  • Managing the reset and operational risks of the swaps business
  • - Booking + Follow up (blotter, confirmation checks) of OTC and hedging trades
  • Working on specific projects to improve trading tools for relative value analysis and risk management of the book (automatization, testing new models, new booking systems…)

  • Following market parameters through broker and month-end quotes

Why join us

COMPETENCIES

Required:

- Finance advanced knowledge: Good knowledge of derivatives pricing, interest rates models and risk management

- Mathematical advanced knowledge: Good knowledge of stochastic calculus, statistics and probabilities

- Being able to analyze and synthesize the risks of a transaction from a quantitative stand-point.

TECHNICAL SKILLS

Required:  PYTHON / EXCEL / VBA: Very good knowledge of Excel and Pyton & VBA programming.

PRIOR WORK EXPERIENCE

Desired: Financial markets

EDUCATION

Desired: Engineering school / Sciences university / business school

LANGUAGE

Required: English

Business insight

Within Société Générale Corporate & Investment Banking, the Global Markets Division brings together the Research, Investment and Risk Management Solutions, Execution, Prime Services, Equities, Fixed Income, Futures and Currencies & Commodities structuring capabilities with the objective of providing investors with one integrated multi-asset market solutions team.  The Global Markets platform committed to long-term client relationships through value added services and smart solutions. The business uses an advisory and innovation mindset, focused on client needs, with the world leading financial markets engineering team.  Global Markets is a leading player in derivatives, unrivaled equity derivatives expertise and #1 in listed derivatives, cross-asset and economic research.  Our prime services' offering is a unique combination of execution, clearing, custody and financing services.

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: 21000YS3
Entity: SG Americas Securities
Starting date: 2022/01/03
Publication date: 2021/11/24
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