ResponsibilitiesWe are seeking a Quantitative Analyst to join SG R&D in AMER, focusing on Rates Algo strategies. The role involves the design, development, and support of algorithmic trading models across U.S. Treasuries and swaps markets.The candidate will work closely with trading teams to maintain and enhance existing strategies, ensure robustness of backtesting frameworks, and contribute to the evolution of the algorithmic platform.This role is critical to ensure continuity of expertise and mitigate key-man risk within the team.Main ResponsibilitiesAlgo Modeling & DevelopmentResearch, design, develop, implement, and maintain quantitative models for UST algo tradingEnhance existing models and contribute to new developmentsContribute to the development of new alpha signal strategies.Ensure robustness and scalability of core models Backtesting Framework Maintain and improve backtesting infrastructure Ensure consistency, accuracy, and efficiency of simulations Contribute to performance analysis and strategy validationTrading Support & CollaborationWork closely with traders to formalize and implement trading ideas Provide support on model usage and behavior in productionParticipate in real-time analysis of strategy performanceCollaborate with technology teams to implement the models into productionKnowledge & DocumentationEnsure proper documentation of models, methodologies, and workflows in line with MRM guidelinesContribute to knowledge transfer to mitigate concentration riskProfile requiredProfile RequiredTechnical SkillsStrong quantitative and analytical skills Solid understanding of Rates products and derivatives Strong programming skills (Proficiency in Python, object-oriented languages)Experience in time series analysis and backtestingExperience 2+ years as quantitative analysis supporting algo tradingStrong understanding of US Treasury market structure: on-the-run/off-the-run dynamics, auction cycle, repo, futures basis, and DV01 riskEducationMaster’s degree or PhD in Financial Engineering, Applied Mathematics, or related fieldWhy join usBusiness insightSociete 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.OUR CULTURE: At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)DIVERSITY, INCLUSION & BELONGING (“DIB”):Our DIB Mission: Recruit, develop, retain and advance a talented workforce that is united in our efforts to leverage our talent and further develop an inclusive environment that will enhance our competitive position and deliver innovative solutions to our clients. It seeks to foster an environment where employee differences are valued and where all employees feel engaged, supported, respected, and informed. For more information about our DIB initiatives, please visit this link: https://americas.societegenerale.com/en/careers/get-know-diversity/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.

Quantitative Specialist - Corporate & Investment banking - New York, New York, United States

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