Quantitative Specialist

2 weeks ago


New York, New York, United States Societe Generale Full time
Job Description

We are seeking a highly skilled Quantitative Specialist to join our team at Societe Generale. As a key member of our quantitative analysis team, you will be responsible for designing and implementing pricing models for interest rate derivatives and hybrids.

Key Responsibilities
  • Lead a small team of quantitative analysts in designing and implementing pricing models for interest rate derivatives and hybrids.
  • Collaborate with interest derivative traders, financial engineering, structurers, and other stakeholders to understand business requirements and develop adequate pricing models.
  • Conduct quantitative research to enhance existing interest rate models and develop new methodologies for pricing, hedging, and risk management of interest rate derivatives.
  • Maintain the pricing libraries and tools used by the trading team and provide support to trading, sales, engineers, IT users, and risk validators.
  • Lead the effort of the quant team to support rate algorithmic trading and help trading in data cleaning, data analysis, and statistical model improvement.
Requirements
  • 5+ years of experience in quantitative analysis in a financial institution, investment banking, or hedge fund.
  • Master's degree in Financial Engineering and Mathematics.
  • Strong understanding of interest rate linear and vanilla derivatives, exotic-rate models, and mathematical methods applied to finance.
  • Proficiency in programming languages, including C# and Python, with a minimum understanding of C++.
  • Effective communication skills and ability to articulate issues with trading, engineers, and head of trading.
Our Culture

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.

Diversity & Inclusion

We are committed to strengthening bonds with colleagues, communities, and the world in which we live. We 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.



  • New York, New York, United States Michael Page International Full time

    Job Title: Quantitative Risk SpecialistMichael Page International is seeking a highly skilled Quantitative Risk Specialist to join our team. As a Quantitative Risk Specialist, you will be responsible for creating risk models, utilizing BI and AI, statistical and financial techniques to establish thresholds, at-risk levels, and exposure limits.Key...


  • New York, New York, United States Societe Generale Full time

    Job DescriptionWe are seeking a highly skilled Quantitative Specialist to join our team at Societe Generale. As a key member of our quantitative analysis team, you will be responsible for designing and implementing pricing models for interest rate derivatives and hybrids.Key ResponsibilitiesLead a small team of quantitative analysts in designing and...


  • New York, New York, United States Selby Jennings Full time

    Quantitative Credit Modeling SpecialistSelby Jennings is seeking a highly skilled Quantitative Credit Modeling Specialist to join their team. As a key member of the Credit Quant team, you will be responsible for developing and implementing models using mathematical and machine learning methods, including reinforcement learning.Key Responsibilities:Design and...


  • New York, New York, United States Brookfield Asset Management Full time

    Quantitative Solutions TeamWe are seeking a highly skilled Quantitative Solutions Specialist to join our team at Brookfield Asset Management. As a key member of our Quantitative Solutions team, you will play a critical role in developing and implementing advanced analytics and modeling capabilities to inform investment decisions and manage risk.Key...


  • New York, New York, United States Ipsos Full time

    About the RoleWe are seeking a highly skilled Quantitative Analytics Specialist to join our team at Ipsos MMA. As a key member of our analytics team, you will be responsible for delivering high-quality, data-driven insights to our clients.Key ResponsibilitiesDevelop and implement advanced analytics models to drive business growth and optimize marketing...


  • New York, New York, United States Anson McCade Full time

    About the RoleWe are seeking a highly skilled and experienced Quantitative Trading Specialist to join our team at Anson McCade. As a key member of our trading team, you will be responsible for developing and building out systematic trading strategies on one or more futures.Key ResponsibilitiesManage the build out of trading strategy, working alongside...


  • New York, New York, United States Fourier Ltd Full time

    About the RoleWe are seeking a highly skilled Quantitative Finance Specialist to join our team at Fourier Ltd. As a member of our Valuation Infrastructure group, you will play a critical role in supporting and enhancing our valuation infrastructure.Key ResponsibilitiesDevelop and maintain C++ quant libraries and integrate them with existing...


  • New York, New York, United States Michael Page Full time

    Job Title: Quantitative Risk SpecialistMichael Page is seeking a highly skilled Quantitative Risk Specialist to join our team in New York City.About the RoleWe are looking for a collaborative and experienced Quantitative Risk Specialist to create and manage risk models, utilizing advanced statistical and financial techniques. The successful candidate will...


  • New York, New York, United States Hudson River Trading Full time

    Job DescriptionRole OverviewHudson River Trading is seeking a highly skilled Quantitative Trading Specialist to join our team. As a key member of our trading team, you will be responsible for building and maintaining complex models that drive our trading strategies.Key ResponsibilitiesDevelop and implement novel order execution and model training methods to...


  • New York, New York, United States Michael Page International Full time

    Job Title: Quantitative Risk SpecialistMichael Page International is seeking a highly skilled Quantitative Risk Specialist to join our team in New York.About the RoleWe are looking for a talented individual to create and manage risk models, utilizing advanced statistical and financial techniques. The successful candidate will have a strong understanding of...

  • Quantitative Trader

    2 weeks ago


    New York, New York, United States Deutsche Bank Full time

    Job Title: Deutsche Bank is seeking a highly skilled Quantitative Trader to join our Fixed Income & Currencies team in New York. About the Role: As a Quantitative Trader, you will be responsible for designing and implementing cutting-edge proprietary quantitative models that drive our trading systems. You will work closely with our team to oversee day-to-day...


  • New York, New York, United States Sumitomo Mitsui Financial Group, Inc. Full time

    Job Title: Quantitative Risk SpecialistJoin our team at Sumitomo Mitsui Financial Group, Inc. as a Quantitative Risk Specialist and contribute to the development of risk models that leverage existing bureau, commercial and consumer data, structured and unstructured data, and using statistical, financial, BI and AI techniques.Key Responsibilities:Create risk...


  • New York, New York, United States eFinancialCareers Full time

    Quantitative Risk Analyst Job DescriptionWe are seeking a highly skilled Quantitative Risk Analyst to join our team at eFinancialCareers. As a key member of our risk management team, you will be responsible for developing and implementing advanced quantitative risk models, analyzing complex data sets, and providing strategic recommendations to senior...


  • New York, New York, United States SMBC Full time

    Job Title: Quantitative Risk SpecialistSMBC Group is a leading global financial institution with a rich history and diverse range of financial services. As a Quantitative Risk Specialist, you will play a critical role in creating risk models that leverage existing data, structured and unstructured data, and advanced statistical and financial techniques.Key...


  • New York, New York, United States Barclays Full time

    Job DescriptionBarclays Capital Inc. seeks a highly skilled Quantitative Investment Strategies Structurer, VP to join our team in New York. As a key member of our team, you will be responsible for developing and implementing quantitative investment strategies through data analytics, back testing, and risk and liquidity analytics.Key ResponsibilitiesResearch...


  • New York, New York, United States Quanta Search Full time

    Market Data EngineerQuanta Search is seeking a highly skilled Market Data Engineer to join their team. As a key member of the research and development team, you will be responsible for designing and implementing production systems, analyzing financial datasets, and improving profitability.Key Responsibilities:Automate data collection processes and...


  • New York, New York, United States CMP Full time

    About the RoleWe are seeking a highly skilled Quantitative Developer to join our team at CMP. As a Quantitative Developer, you will play a key role in analyzing, understanding, and implementing derivative and risk management models for various asset classes.Key ResponsibilitiesAnalyze and understand complex financial models and algorithmsDevelop and...

  • Quantitative Analyst

    4 weeks ago


    New York, New York, United States BW Services Full time

    {"title": "Quantitative Analyst Position", "description": "Role OverviewBW Services is seeking a skilled Quantitative Analyst to join our Equities Execution team. As a key member of our team, you will leverage your analytical skills and market understanding to drive business decisions and solve complex problems.Key ResponsibilitiesGather and maintain key...


  • New York, New York, United States Michael Page Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Specialist to join our team in New York City. As a key member of our risk management team, you will be responsible for creating and maintaining risk models, utilizing advanced statistical and financial techniques to identify and mitigate potential risks.Key ResponsibilitiesCreate and maintain...


  • New York, New York, United States Michael Page International Full time

    Job SummaryWe are seeking a highly skilled Quantitative Risk Specialist to join our team at Michael Page International. As a key member of our Banking and Financial Services team, you will be responsible for creating and managing risk models, utilizing advanced statistical and financial techniques to identify and mitigate potential losses.Key...