Junior Quantitative Specialist

Societe Generale is seeking a Junior Quantitative Analyst to support its FIC and EQD quantitative teams in the Americas. The role focuses on derivatives pricing, margin models, model monitoring, internal quant tools, client queries, and documentation while building expertise in pricing models, SIMM, regulatory frameworks, and risk management.

What you'll do:

• 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

What they're looking for:

• Strong quantitative and analytical skills
• Knowledge of derivatives pricing and risk metrics
• Programming skills
• 1+ years of experience with strong academic background
• Master's degree in finance, Mathematics, or related field
• Python
• Exposure to pricing models, SIMM

Benefits:

• Eligible for an annual discretionary bonus
• 401(k) plan with company match
• Medical, dental, and vision benefits
• Fertility benefits
• Wellness benefits
• Student loan benefits
• Commuter benefits