Junior Quantitative Specialist

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

We are seeking a Junior Quantitative Analyst to work along with the FIC and EQD quants in AMER. This is foundational role designed to build long-term depth, continuity and expertise within the team.

The candidate will work closely with senior quants across derivatives pricing, margin models and pricing models monitoring (MRM), gradually taking ownership of key recurring items.

Main 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

Profile required

Technical Skills

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

Experience

• 1+ years of experience with strong academic background
• Exposure to pricing models, SIMM is a plus

Education

• Master’s degree in finance, Mathematics, or related field

Business insight

Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.

Compensation

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. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.