Vice-president - Quantitative Advisor- (H/F)/x - Montréal, Canada - Société Générale

Société Générale
Société Générale
Verified Company
Montréal, Canada

2 weeks ago

Sophia Lee

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Sophia Lee

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Description

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 crossasset 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 wellmanaged 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.
  • Buildup the knowledge on the crossasset 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.
  • Handson 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
  • Selfmotivated 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:


  • 58 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:


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.


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 + 4 personal days
  • Supportive Maternity, paternity, parental and adoption leave policy
  • Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories (health, training, electronics etc.)
Fully sponsored virtual healthcare assistance and Employee Assistance Program to you and your immediate family


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


  • A culture of continuous development by encouraging our employees various training programs (onlin

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