Senior Quantitative Analyst
2 days ago
We are seeking a highly skilled Senior Quantitative Analyst to join our Global Markets team. This is an exciting opportunity to work on complex risk models and monitoring tools, driving towards both technical and non-technical solutions.
Key Responsibilities:
- Design, enhance, analyze, maintain, and support risk models & metrics and intraday monitoring tools for the global markets business unit.
- Perform analyses of risk exposures, prices, P&L, data integration, and report.
- Analyze and understand business requirements, functions, and processes within global agency and principle domain.
- Drive towards both technical and non-technical solutions, evaluate tactical and strategic approaches, and provide cost and timeframe estimates for solutions.
- Coordinate solution workshops, oversee the testing phase with users, and obtain necessary signoffs.
- Translate precise and detailed business requirements to developers and ensure the accuracy of technical specifications.
- Initiate risk models enhancements and new model design.
Required Skills and Qualifications:
To be successful in this role, you will need:
- Bachelor's or Master's Degree in Quantitative subjects: Financial products, Pricing models, Risk metrics (VaR, Stress Testing, Backtesting).
- Knowledge in a role facing Front Office.
- Proven track record of solving complex issues regarding pricing, trade flow or data.
- Understanding of capital markets, brokerage operations strategies, and products.
- Proactive, swift, analytical, rigorous, ability to multitask, and work under pressure in a fast-paced environment.
- Understanding of valuation and risk.
- Proficiency in understanding and creating queries in SQL.
- Scripting skills using Python and JavaScript are very appreciated.
- Proficiency in Excel, Word, Microsoft Power Point.
- Ability to manage multiple priorities, commitments, and projects.
- Excellent verbal and written communication abilities.
Salary:
The base salary for this role is estimated to be around $120,000 - $180,000 per year, depending on skills and experience.
Benefits:
Societe Generale offers a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans, and commuters.
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