V.I.E. Quantitative Analyst

Within Société Générale Corporate & Investment Banking, you will join the team responsible for Research & Development for the Global Markets Division. The R&D team is responsible for designing and implementing quantitative methodologies and solutions for SG.

During your VIE mission you will be in charge of these responsibilities:

• The VIE will join the R&D team in New York and work closely with the FXO  Trading desk, with a focus on pricing, modeling, and risk analytics for FX options.
• Work with FX options traders to understand the pricing, hedging, and risk calculation and formalize them.
• Analyze and model FX volatility dynamics, smile/skew behavior, and term structures
• Calibrate pricing models to market data and assess stability across market regimes
• Run and anlayze the pricing  and risk calculation to identify any issue 
• Analyse the results using historical analysis (pricing errors, Greeks behavior, hedging performance)
• Understand and improve current options pricing parameters calibration
• Implement in Python and object-oriented programming language within the current R&D environment.
   

A questionnaire will be provided to you in order to check your VIE (Société Générale and Business France) eligibility. For an efficient analysis of your application, please make sure to truthfully answer all the questions.  

Please note that it is mandatory to provide us a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. *Grade sheets are not accepted as justification of diploma.

PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship.

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

Studies & experience:

•  Master's Degree in Financial Engineering or in Computer science with application in Finance, classes may include financial engineering, physics, mathematics, statistics, computer science, etc.) 
• Good knowledge of quantitative analysis, statistics, and common machine learning algorithms 
• Knowledge of FX financial products and interest rates (Fx Spot, Fx Forward, Swaps, and bonds) 
• has worked using an object-oriented programming language (e.g. C#, C++, Java) 
•  Experience on programming using  Python 
• Previous experience in finance is a plus 
   

Language skills:

• Fluent in English

Technical, operational & soft skills:

• Proficiency in Excel 

• Strong communication and presentation skills

The VIE assignment in a nutshell

This VIE in New York is to begin as soon as possible, but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 18 months.

The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information (including your financial indemnities), please see Mon VIE-VIA Business France.

As soon as you arrive, you will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks. Gradually, you will become more independent in your projects, making this experience a real career accelerator. You will also discover all the diversity of our businesses, in a sector that is constantly evolving and innovating.

At the end of your VIE, various opportunities could be offered to you, in France and abroad.

At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious.

Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA.

If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us!

Still hesitating?

You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved.