Société Générale Corporate & Investment Banking is looking to enhance its FX Electronic Market Making capabilities by developing and implementing quantitative methodologies and solutions. The role aims to provide quantitative tools and implement quantitative methodologies for the Foreign Exchange flow department and algorithmic trading.
Requirements
- Has experience using programming language (e.g. python, C-Sharp) and collaborative tools (git, CI/CD)
- Good knowledge of quantitative analysis, statistics, and common machine learning algorithms
- Knowledge of FX finanacial products and interest rates (FX Spot, NDF, Forward, Swaps)
Responsibilities
- Formalize the quantitative needs of traders and brainstorm with them to design quantitative methodologies suitable for their activity
- Use statistical methodologies and machine learning algorithms for this purpose
- Participate on the online A/B testing framework which aims to optimize market making parameters
- Participate on the development and key metrics definition in our post trade analysis tool
Other
- Graduate with a Master degree from Business/Engineering School or University with a specialization in Finance, mathematics, statistics and common machine learning algorithms
- Candidates cannot apply to a VIE assignment in their own country of citizenship.
- Fluent in English
- Good communication and presentation skills
- It is mandatory to provide us a formal proof of your M2 diploma validation before the assignment start date.
