Senior Financial Engineer (Equity Derivatives) (SG Americas Securities, LLC, New York, NY)
Responsibilities:
- Develop, test & deploy new back-end software applications with a focus on pricing and modeling trading systematic strategies.
- Analyze and back test strategies using Excel and Python programming language.
- Analyze and produce financial models (including stochastic volatility model and Local Volatility Model) used to price Cross Asset Solutions portfolios.
- Use Python, Excel, 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).
- Develop, design and promote Equity derivatives and Hybrid derivatives products and solutions, focused on Distribution business (through broker dealer or private banks) and Financial Institutions such as Insurance companies.
- Run daily pricings of structured products for the Insurance business and for the Distribution business.
- Work with and optimize the use of massive relational and No SQL databases.
- Promote and ensure the pre-trade service directly with the sales teams but also with clients.
- Develop automation tools to price structured products for the sales force and for clients.
- Create pricing runs, or automation, in order to enhance client experience and pricing efficiency.
- Promote and ensure the post-trade service directly with the sales teams but also with clients.
- Implement the post-trade workflow system to automate trade executions and booking processes from legal documentation generation and middle office booking notification emails to respect the mandatory trace reporting.
- Implement different PowerBI dashboard and management system for a follow up of the sales activities.
- Manage the convergences with IT and within ENG.
- Explore new IT technologies with the potential to enhance business workflow (mainly Distribution and Insurance business).
Profile Required:
MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent in Financial Engineering, Computer Engineering, Computer Science, Mathematics, Finance, or related field, plus 3 years of professional experience as a Program Analyst, Financial Engineer or any occupation/position/job title involving financial engineering.
Must also have the following special skills:
- 3 years of professional experience programming in Python, C#, 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).
- 3 years of professional experience transcripting requests into scalable IT applications.
- 3 years of professional experience developing web solutions to handle sales activity to automate engineers, sales or trading.
- 3 years of professional experience coding using automatic unit testing.
- 3 years of professional experience designing and implementing APIs for a service-driven architecture.
- 3 years of professional experience analyzing and improving performance of libraries by enhancing algorithms and parallelizing.
- 2 years of professional experience utilizing financial knowledge in options theory.
- 2 years of professional experience analyzing ongoing financial and economic conditions to determine its impact on trading, portfolio performance and portfolio risk management.
- 1 year of professional experience developing, testing and deploying new back-end software applications, libraries and frameworks for pre-trade systems (including product design, pricing, and documentation) with a focus on pricing and modeling trading strategies.
Salary: $132,371-$275,000 per year.
Why Join Us:
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.
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.
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.
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.
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