SGI Financial Engineer Assistant M/F - VIE New York

Job description

Responsibilities

You will be part of the Product Design / Pricing Team.

You'll be responsible for the conception, pricing and promotion of quantitative Investment Strategies (known as SGI) . You'll work with the Sales and Trading departments on the negotiation and execution of those deals.

You will develop your skills in structuring such strategies in working on back testing and designing new ideas linked to risk premia factors.

The VIE will be in charge of:

·  Verifying the script running the strategies put in place by the team
·  Running back test on strategies linked to risk premia factors
·  Running back test on volatilities strategies
·  Running daily check of index level
·  Verifying the terms of deals
·  Discussing with trading on specific analysis we have to run
·  Working on reporting and performances analysis of different existing indices

Profile Required

The VIE assignment in a nutshell

This VIE in New York City 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, open to candidates under 28 and from the member states of the European Economic Space. For further information, please see www.civiweb.com .

Your profile

·  Graduate with a master's degree in Finance Engineering, Computer Science, Mathematics
·  have a solid level in financial mathematics
·  have a good knowledge in the theory of Option Pricing
·  have very good level of computer skills (such as Python, VBA Excel)

Why Join Us

Your career path

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

Business Insight

Société Générale (SG) CIB is the Investment Banking arm of Société Générale, the French bank with over 160,000 staff operating on a global basis across its three main businesses of Corporate & Investment Banking, Retail Banking and Specialized Financial Services. The Group has a strong commitment to Investment Banking. SG CIB comprises around 13,000 professionals. Its Global operations are headquartered in Paris, with major regional trading centers in London, New York and Hong Kong. SG CIB operates through three main business lines:

- Global Markets (MARK) – focused on the needs of investors

- Global Coverage (CORI) – focused on client relationships, advisory and issuance

- Global Financing (GLFI) – focused on the needs of issuers

For this position you will be part of MARK and more specifically part of the Financial engineering group.
The Global Markets Financial Engineering group brings together the Equities, Rates, Credit, Currencies and Commodities structuring capabilities to provide investors with a single integrated cross-asset solutions team. With over 200 financial engineers worldwide, we're the link between the Sales and Trading groups to match our clients' needs with SG's trading expertise. The NY based team develops customized investment and hedging solutions for Institutional and Corporate clients in the North and South American regions

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, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Job code: 200001E2
Business unit: SG CIB
Starting date: 06/07/2020
Date of publication: 16/01/2020