Trainee – 12 months’ Contract – Global Markets Research & Strategy

Development of Quantitative Models

• Assist in the creation, testing, and documentation of quantitative models for analysing financial markets from both a return and risk perspective.
• Apply rigorous mathematical reasoning, ensuring that derivations, assumptions, and methodological choices are clearly stated and reproducible.\
• Contribute to research projects requiring careful validation, sensitivity analysis, and clear separation of known, inferred, and uncertain components.

Automation and Research Infrastructure

• Help automate existing analytical workflows, including data processing pipelines and repeatable research routines.
• Assist in building and maintaining a structured library of data visualisation tools and statistical utilities, written in clean, well documented code (R or Python).
• Emphasise reproducibility, version control, and comprehensive error handling.

Quantitative Tools and Statistical Analysis

• Develop and maintain quantitative tools for analysing asset markets, focusing on return distributions, risk characteristics, and behaviour under stress or volatility.
• Implement statistical techniques with methodological care, ensuring transparency of assumptions and avoiding ad hoc or unverified procedures.

Market Research and Trading Idea Support

• Assist in identifying and evaluating trading opportunities across asset classes using data driven and mathematically sound frameworks.
• Support research on themes such as volatility, mean reversion, cross asset relationships, and the impact of macroeconomic or geopolitical events.
• Apply foundational derivatives knowledge where relevant, ensuring clarity and correctness in any analytical work involving options or related structures.

• Strong programming ability — R or Python.
• Solid mathematical foundation
• Understanding of financial markets
• Derivatives knowledge is a big plus.
• Clear, structured communication — ability to explain methodology, assumptions, and uncertainties without ambiguity.
• Attention to detail — particularly in documentation, error checking, and reproducibility.

Academic Background

• Bachelor’s degree minimum, Masters preferred. Degrees in economics, engineering, mathematics, statistics, quantitative finance, or financial engineering are advantageous, but other analytical disciplines will be considered if the candidate demonstrates strong quantitative and programming capabilities.
• Prior research experience (academic or industry) is beneficial but not required; however, an ability to work with data methodically and transparently is essential.
• Programming proficiency is mandatory — R is preferred; Python is also acceptable. Candidates must be able to write clear, reproducible, well documented code
• Derivatives knowledge is a big plus; correctness and clarity of understanding are more important than depth.

Operational Skills

• Strong, demonstrable interest in financial markets, with the ability to engage with market structure, macroeconomic themes, and cross asset behaviour
• Solid grounding in mathematics, particularly probability, statistics, optimisation, and linear algebra, with the ability to articulate assumptions and uncertainties precisely.
• Strong programming skills, with an emphasis on reproducibility, version control, error handling, and clean implementation.
• Excellent attention to detail, especially in analytical work, documentation, and validation of results.
• Ability to compile, clean, and analyse macroeconomic and financial market data using structured, transparent workflows.
• Ability to contribute to the analysis and interpretation of quantitative research, following rigorous methodological standards and distinguishing clearly between known, inferred, and uncertain components.
• Independent, disciplined working style, capable of operating accurately under time constraints without sacrificing correctness or methodological integrity.
• Clear, structured communication: the ability to explain logic, assumptions, and calculations without ambiguity or speculation.

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. Please visit our APAC career website: https://www.societegenerale.asia/en/careers/building-your-career-with/ for more information.

Diversity, Equity & Inclusion (DE&I):

Our 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 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

Check out our DE&I initiatives: https://www.societegenerale.asia/en/careers/diversity-equity-inclusion-dei/

Societe Generale is committed to offering inclusive recruitment experience to all candidates.  If you require any reasonable accommodation of assistance during the recruitment process, please do not hesitate to let our HR staff know.

Department Description

You will work directly with a senior quantitative analyst with over twenty years of experience. The role requires precision, methodological rigour, and a strong grounding in financial markets. Programming ability is a must, and you must be comfortable working in a research environment where correctness is prioritised over speed, and where assumptions must always be explicit and defensible.