TRAINEE: Quantitative Research

Job description

Environment

Present in over 50 countries across Europe, the Americas and Asia. Societe Generale provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.

You will be part of the Global Markets group (ONE MARK) which brings together the Equities, Fixed Income & Currencies capabilities with the objective of providing investors with one integrated multi-asset market solutions team.

As a Quantitative Researcher in the Asia DLP team (Derivative listed product market-making team), you will be supervised by the head of the team. You will be working on data analysis in order to optimize the trading system algorithm (in particular in term of vega hedging of the position held against clients)

Mission

Main Responsibilities:

·  Identify, record, clean and validate structured and unstructured datasets as a source of information
·  Research alphas: design, model and test predictive statistical models
·  Work on risk management, risk/reward optimization and risk constraints
·  Develop code of trading models to run backtests on statistical hedging strategies with holding horizons from intraday to weeks

Desired profile

Profile

Your Profile:

·  Hold a relevant Bachelors degree from a leading academic institution in a highly quantitative field (Mathematics, Statistics, Computer Science, Physics or similar), with stronger interest if additional graduate / post-graduate degree and/or research experience
·  Advanced knowledge in probability and statistics
·  Prior experience in data-driven quantitative research will be an advantage
·  Fluency in IT: object oriented languages, statistical/analytics programming languages (with a preference for R and Python) and databases
·  Open and inquisitive mind, strong interest in research
·  Strong team work and communication skills
·  Able to work under pressure, prioritize different tasks and requirements
·  Fluent English is mandatory This is a fixed term 6 month Trainee contract with Societe Generale. You will form part of the team on a full time basis. In order to apply for the Trainee position please ensure you have completed your qualification and will be available to work full time for the duration of the Trainee contract.