Internship - Quantitative Advisor

Descrizione del lavoro:

Reference 26000328

Responsibilities

Please note this is a 40 hour a week requirement. This a six-to-twelve-month program with the potential to be hired full time.

Société Générale Global Markets Division (MARK) provides hard-working, talented graduates with the opportunity to develop exceptional careers within the finance industry. The Off-Cycle QR Program provides in-depth exposure to SG Fixed Income and Equity trading floors as well as to our Prime Brokerage business and other banking activities. During this 6-month internship, you will be part of the Exotics Applied Research and Development (ARD) team in our New York office. You will be working in a small and prestigious team of Exotic quants on providing quantitative solutions to Traders, Structurers & Salespeople of the Fixed Income and Equity Exotics desks. You will also support and improve the existing tools and pricing methodologies.

Intern Responsibilities

* Quantitative Research and Development (80%): Engage in quantitative research with a primary focus on enhancing CDS (Credit Default Swap) margining model. Collaborate with global markets teams to develop and refine quantitative tools, conduct in-depth studies, and improve the accuracy and efficiency of initial margin calculations for CDS.
* Python Library Support and Development (15%): Provide technical and quantitative support for the Python-based pricing and margining library, ensuring its robustness and reliability for CDS margining. Additionally, contribute to the library's development to support other financial products, derivatives, and margining calculations, expanding its functionality and application across various use cases.
* Cross-Functional Collaboration and Delivery (5%): Collaborate with Quantitative Analysts, Risk Management, IT, Operations, and other key stakeholders to ensure of quant projects.

Required

Profile required

Société Générale is looking for talents with:

* A Bachelor, Master or PhD degree in Mathematics, Financial Engineering, Operations Research, or similar quantitative field
* Strong skills in programming in Python, knowledge of C# is a plus
* Passion for problem solving
* Authenticity, innovative thinking, and enthusiasm
* Knowledge of equity and interest rate derivatives modelling is a strong plus

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 (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:

For most positions, 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 & SALARY RANGE:

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. This is not a benefits eligible position

Diversity and Inclusion

Societe Generale is an equal opportunity employer, and we are proud to make diversity a strength for our company. We are committed to recognizing and promoting the talents and achievements of our employees and staff, regardless of race, religion, color, national origin, sex, disability, age, gender, sexual orientation, and any other characteristic or status protected under applicable law