Junior Quantitative Analyst – Derivatives & Model Tools

Societe Generale; New York (NY); On-site; USD 70,000 - 100,000; Full time

Benefits offered by this job

401(k) plan with company match

Medical/Dental/Vision benefits

Fertility, wellness, student loans and

Commuter benefits

Job summary

Societe Generale seeks a Junior Quantitative Analyst to collaborate with FIC and EQD quants in the AMER region. This role builds long-term expertise within the team and involves working with senior quants on derivatives pricing, margin models, and model monitoring.

You will support documentation, backtesting, and SIMM-related tasks while progressively owning recurring items and maintaining ARD knowledge bases for internal users.

Qualifications

• Strong quantitative and analytical skills.
• Knowledge of derivatives pricing and risk metrics.

Responsibilities

• Support senior quants in derivatives pricing model documentation and validation tasks.
• Help maintain and improve internal quant tools and scripts used for pre-trade by trading desks (both FIC and EQD).
• Perform periodic model performance monitoring: backtesting, benchmarking, and exception reporting in line with model risk management (MRM) policy.
• Address client queries related to UMR and SIMM calculations.
• Assist in building and maintaining a clean, well-documented knowledge base internally in ARD.
• Provide support to trading on the ARD tools locally in AMER.
• Build expertise on pricing models, SIMM, regulatory frameworks, and margin models.
• Participate in documentation and process improvement.

Skills

Quantitative analysis

Derivatives pricing knowledge

Education

Master’s degree in finance or mathematics

Job description

Societe Generale seeks a Junior Quantitative Analyst to collaborate with FIC and EQD quants in the AMER region. This role builds long-term expertise within the team and involves working with senior quants on derivatives pricing, margin models, and model monitoring.

You will support documentation, backtesting, and SIMM-related tasks while progressively owning recurring items and maintaining ARD knowledge bases for internal users.