V.I.E. Quantitative Finance Developer
Responsibilities
The position is part of the RISQ division dedicated to Global Markets, located on the trading floor at Societe Generale Americas in New York City. Société Générale’s Metrics Monitoring Group (MMG) provides financial analysis, reporting and certification to multiple partners and stakeholders: Front-Office, Finance and Risk Management divisions. Joining MMG will provide an opportunity to acquire and develop strong technical knowledge of products traded by the fixed income and equity derivatives teams as well as allowing you to develop your expertise on PnL analysis, income attribution and risk metrics including Value at Risk and Stress Test. The role offers extensive partnership with all the essential teams who manage transactions for the bank (including traders, risk managers, developers, Middle Office…) and will provide exposure to a broad range of functional teams. It will allow you to build a broad & deep understanding of the value chains.
The V.I.E.'s main responsibilities will include:
• Develop various certification and reporting tools
• Design and develop libraries to help analysts work with time-series datasets and run back-tests on statistical models
• Suggest, design, and develop tactical and long-term strategic solutions, which will become part of overall MMG framework/platform across P&L, income attribution, VaR, stress, and Market Risk processes
• Participate to the Digital Transformation of RISQ department (tactical developments, training on new technologies, etc)
Due to the VIE eligibility criteria a questionnaire will be provided. Please make sure to answer all the questions for an efficient analysis of your application.
Please note that for the missions outside the European countries, a VISA is necessary. Please make sure your passport is valid up to 6 months after the end of the VIE contract to not delay your departure. Otherwise, we strongly advise you to launch asap the renewal of your passport.
Profile required
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:
• Graduate with a Master degree from Business/Engineering School or University with a specialization in Financial Engineering, Market Finance or Computer Science
• A previous experience in Python and Object Oriented Programming would be appreciated
Language skills:
• Fluent in English (B2-C1)
Technical, operational & Soft skills:
• Knowledge of derivative instruments & Experience within Financial Services is required
• Good command of Python and programming skills
• Knowledge of a BI tool is a plus
• Experience with HTTP APIs and Git Version Control is a plus
• Proficient/Good command of MS Office
• Good communication and presentation skills
• Detail-oriented, proactive and prone to take initiatives
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.
Why join us
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.
Business insight
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.