Quantitative Investment Strategy Structurer - Corporate & Investment banking - New York, New York, United States
Apply NowCompany: Societe Generale Corporate and Investment Banking - SGCIB
Location: New York, NY 10025
Description:
Responsibilities
Quantitative Investment Strategy Structurer (SG Americas Securities, LLC, New York, NY)
Market the Bank's systematic strategies in the Americas, with a focus on institutional clients such as
Pension Funds, Endowments and Asset Managers, as well as Private Banks, and insurance companies.
Create new strategies specifically for the Fixed Index Annuity business with Insurance carrier. Run the
back test, draft the rules book of the strategy and market the strategy to the sales force. Create synergy
between Asset Managers partners, data providers partners and the Bank to build new strategies. Review
of legal and quasi-legal documents describing the financial characteristics of the indices created and
structures priced. Work in collaboration with Exotic and Delta One Traders on the pricing methodologies,
the new product range. Propose new models and algorithm to address complex cross assets index
construction. Be in front of clients as often as possible to gather clients feedbacks and to collect clients
needs. Promote and execute the Bank's Indices offerings by overseeing the preparation of studies for
clients, commercial propositions, and marketing presentations. Work directly with the Cross Asset Quant
Research based in Europe to develop new strategies. Requires up to 10% domestic travel for
conferences and in person client visits. Telecommuting permitted up to 1 day per week. When not
telecommuting, must report to SG Americas Securities, LLC office in New York. Salary: $150,000 -
$275,000 per year.
Profile required
MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Financial Engineering, Mathematics,
Finance, or related field plus 2 years of professional experience as a Quantitative Analyst, Financial
Analyst, or any occupation/position/job title involving analyzing and producing financial models. Must also
have the following special skills: 2 years of professional experience analyzing and producing financial
models (including stochastic volatility model and Local Volatility Model) used to price Cross Asset
Solutions portfolios; 2 years of professional experience analyzing ongoing financial and economic
conditions to determine its impact on trading, portfolio performance and portfolio risk management; and 2
years of professional experience using Python, Excel, and VBA to develop quantitative tools for back
testing of systematic trading strategies through various asset classes (including Equity, Commodities,
Fixed Income, FX and Multi-Asset) while taking into account trading and pricing constraints (including
liquidity, trading capacity and hedge related costs)
LINK TO EMPLOYEE REFERRAL PROGRAM: Incentives offered through the firm's Employee Referral Program are applicable to this position. For more information, please visit our "Employee Referral Program" link in the Human Resources section of our intranet under the Talent Management tab at: http://entrenet.us.world.socgen/support_groups/human_resources/talent_management/employee_referral_program.html
Why join usBusiness insight
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:
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.
Quantitative Investment Strategy Structurer (SG Americas Securities, LLC, New York, NY)
Market the Bank's systematic strategies in the Americas, with a focus on institutional clients such as
Pension Funds, Endowments and Asset Managers, as well as Private Banks, and insurance companies.
Create new strategies specifically for the Fixed Index Annuity business with Insurance carrier. Run the
back test, draft the rules book of the strategy and market the strategy to the sales force. Create synergy
between Asset Managers partners, data providers partners and the Bank to build new strategies. Review
of legal and quasi-legal documents describing the financial characteristics of the indices created and
structures priced. Work in collaboration with Exotic and Delta One Traders on the pricing methodologies,
the new product range. Propose new models and algorithm to address complex cross assets index
construction. Be in front of clients as often as possible to gather clients feedbacks and to collect clients
needs. Promote and execute the Bank's Indices offerings by overseeing the preparation of studies for
clients, commercial propositions, and marketing presentations. Work directly with the Cross Asset Quant
Research based in Europe to develop new strategies. Requires up to 10% domestic travel for
conferences and in person client visits. Telecommuting permitted up to 1 day per week. When not
telecommuting, must report to SG Americas Securities, LLC office in New York. Salary: $150,000 -
$275,000 per year.
Profile required
MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Financial Engineering, Mathematics,
Finance, or related field plus 2 years of professional experience as a Quantitative Analyst, Financial
Analyst, or any occupation/position/job title involving analyzing and producing financial models. Must also
have the following special skills: 2 years of professional experience analyzing and producing financial
models (including stochastic volatility model and Local Volatility Model) used to price Cross Asset
Solutions portfolios; 2 years of professional experience analyzing ongoing financial and economic
conditions to determine its impact on trading, portfolio performance and portfolio risk management; and 2
years of professional experience using Python, Excel, and VBA to develop quantitative tools for back
testing of systematic trading strategies through various asset classes (including Equity, Commodities,
Fixed Income, FX and Multi-Asset) while taking into account trading and pricing constraints (including
liquidity, trading capacity and hedge related costs)
LINK TO EMPLOYEE REFERRAL PROGRAM: Incentives offered through the firm's Employee Referral Program are applicable to this position. For more information, please visit our "Employee Referral Program" link in the Human Resources section of our intranet under the Talent Management tab at: http://entrenet.us.world.socgen/support_groups/human_resources/talent_management/employee_referral_program.html
Why join usBusiness insight
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.