Quantitative Specialist

The Global Markets Division provides investment and risk hedging solutions to its corporate and institutional clients. The person will join the R&D group (MARK/BTO/ARD) and will be based in NY. This group is in charge of providing pricing and risk-management tools globally for SG CIB. Reporting directly to the local Head of R&D, the person will develop and implement quantitative equity models, work on the monitoring and evolution pricing models, and contribute to the support of the equity derivatives traders and engineers.

Responsibilities
•    Design, implement, and maintain Equity derivatives pricing models.
•    Maintain and debug quant libraries to fix production issues and implement model changes; tests are then designed to validate the changes and results.
•    Work closely with Equity derivatives trading desks to provide extensive support in terms of modelling, P&L explanation, and producing ad-hoc studies to help inform trading decisions
•    Write documentation to adhere to MRM and MVA guidelines and procedures
•    Design adequate monitoring for equity pricing models, margining models, and others developed or owned by the ARD team

Within Societe Generale Corporate & Investment Banking, the Global Markets Division brings together the Research, Investment and Risk Management Solutions, Execution and Clearing, 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 business uses an advisory and innovation mindset, focused on client needs, with a global leader in financial markets engineering. Global Markets is a leading player in derivatives, with unrivaled over the counter and listed derivatives expertise, as well as cross-asset and economic research.  Our prime services' offering is a unique combination of execution, clearing, custody and financing services.

Profile Required
Technical Skills
•    Strong Quantitative and Analytical skills.
•    Good level in equity derivatives pricing.
•    Skilled in programming in Python and in an Object-Oriented Language (C#).
•    Applied Mathematics and Quantitative Modelling.
Profile Required
Competencies & Qualifications:
•    Good communication skills and ability to interact with key partners
•    Self-motivated with the ability to work within a team or alone as necessary
•    Comfortable with organizational complexity, high pressure environments and rapid change
•    Analytical / Quantitative / Reactive and adaptive
•    Data Science, Statistics and time series analysis skills are desired
Experience Needed:
•    2 to 3 years of experience in quantitative analysis, model validation or market risk
•    Worked previously in quantitative team and supported trading desks.
•    Pay attention to detail and self-motivated with ability to work in team
Education:
•    Master’s Degree in computer science or financial engineering

Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.

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. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)

D&I: 
Our Diversity & Inclusion 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 Diversity & Inclusion 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

For more information about our D&I initiatives, please visit this link (https://americas.societegenerale.com/en/societe-generale-about/diversity-and-inclusion/)

HYBRID WORK ENVIRONMENT:
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols.  Hybrid work arrangements vary based on business area.  The applicable business lines will determine and communicate the work arrangements that best meet their business needs.

COMPENSATION:
Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.