Quantitative Analyst

1 week ago


Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

Responsibilities

ABOUT THE JOB:

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.

The Societe Generale Index (SGI) platform is responsible for the design, implementation and maintenance of systematic trading strategies for our client base. Using advanced mathematics and analytics, the team develops tailored made solutions that range from investment opportunities to hedging solutions.

SGI platform operates across Europe, Asia and Americas, with a regional focus and dedicated coverage that is integrated within the global ecosystem.

What will be your DAY-TO-DAY?


• Provide support to the daily production of AMER SGI scope encompassing accuracy of index calculation levels, client automated reporting and rebalancing execution


• Work with traders, engineers and sales to address specific questions or requests around the cross-asset inventory


• Contribute to the improvement of daily operations to achieve a robust SGI risk framework for the region


• Implement standardized templates to streamline the creation and maintenance of the index, manage an intense launch lifecycle and ensure competitive time to market delivery


• Implement and integrate quantitative metrics and controls into the broader SGI ecosystem to ensure a well-managed workflow and downstream dependency


• Improve and maintain a consistent documentation of SGI platform, workflow, controls, and procedures


• Partner with technology team and external data providers to integrate large scale datasets and develop data integrity checks for modelling daily ingestion


• Participate to the design and building of a consolidated risk management tool providing customized risk views to engineering and trading teams, to better manage the inventory of SGI positions


• Collaborate with trading, engineering, and sales teams to perform trend analysis, performance analytics and new design and solutions that will help trading, engineering and sales grow the franchise


• Build-up the knowledge on the cross-asset SGI platform and navigate the transverse information system to conduct research & development, innovate and implement new optimized solutions

Profile required

Skills and Qualifications:

Technical Skills


• Advanced quantitative and analytical skills


• Skilled in programming using an Object-Oriented Language


• Proficient in applied mathematics and modelling


• Hands-on on quantitative analytics with ability to research problems and accompany them through established solutions

Competencies & Qualifications:


• Strong communication skills and ability to interface with key partners


• Good organizational and project management skills


• Preferably with an experience in systematic trading strategies


• 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 is desired

Experience Needed:


• Minimum of 3 years of experience in a similar position, or in quantitative analysis


• Strong experience in use of analytical environment

Education:


• Minimum requirement: master's degree in finance and mathematics

LANGUAGE: French, English

Ability to communicate in English, both orally and in writing, is a requirement as the person in this position will need to collaborate regularly with colleagues and partners in the United States.

Due to US Federal Securities law applying to this position, candidates who will apply for this position will be required to submit to an enhanced background screening, including the collection of their fingerprints by a third-party vendor selected by the Financial Industry Regulatory Authority ("FINRA").

Why join us

OUR BENEFITS:

WHAT WE DO DIFFERENTLY AT SOCIÉTÉ GÉNÉRALE

Competitive compensation & benefits offering, including but not limited to:

  • Minimum of 20 Vacation days+ 4personal days
    • Supportive Maternity, paternity, parental and adoption leave policy
    • Health spending($2,000/year) andpersonal spending($1,000/year)accountswith 75+ eligible reimbursement categories (health, training, electronics etc.)

Fully sponsored virtualhealthcare assistanceandEmployee Assistance Programto you and your immediate family

Various Employee Resource Groups(ERG) to engage withsuch as Pride and Allies, American Women Network, Black Leadership Network, One planet, etc.

  • Aculture of continuous developmentby encouraging our employees varioustraining programs(online training and coaching platform such as Coursera, GoFluent, Pluralsight, First Finance, and others)
Business insight

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 (
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 (

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.

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