Junior Quantitative Analyst: Derivatives Pricing & Tools

Societe Generale; New York (NY); On-site; USD 90,000 - 130,000; Full time

Benefits offered by this job

401(k) match

Medical / Dental / Vision

Fertility benefits

Job summary

Societe Generale in New York seeks a Junior Quantitative Analyst to join the AMER quants team. This foundational role builds long-term depth and expertise, working closely with senior quants on derivatives pricing, risk metrics, and model validation.

You will support pricing models, SIMM related work, and maintain internal tools. Proficiency in Python and a strong academic background are expected, with at least one year of experience.

Qualifications

• 1+ year of experience in quantitative analysis or related field.
• Exposure to derivatives pricing models and SIMM is a plus.

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 skills

Derivatives pricing knowledge

Python programming

Education

Master's degree in finance or mathematics

Tools

Python

Job description

Societe Generale in New York seeks a Junior Quantitative Analyst to join the AMER quants team. This foundational role builds long-term depth and expertise, working closely with senior quants on derivatives pricing, risk metrics, and model validation.

You will support pricing models, SIMM related work, and maintain internal tools. Proficiency in Python and a strong academic background are expected, with at least one year of experience.