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SG CIB is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia.SG CIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.
Major accountabilities/principal responsibilities:
Develop, modify, optimize, test and implement real time quantitative trading strategies and risk models.
Handle all aspects of the research process including methodology selection, data collection and analyses, testing, prototyping, performance monitoring as well as backtesting.
Coach/manage junior Quantitative Traders/Researchers on the team.
Comply with all applicable regulations and internal policies and procedures, notably, with Section 13 of Bank Holding Company Act and Section 619 of Dodd-Frank Wall Street Reform and Consumer Protection Act ("Volcker Rule") and with Law no. 2013-672 as of 26 July 2013 on Separation and Regulation of Banking Activity ("French Banking Law").
Not to engage in activities prohibited under Volcker Rule and/or under the French Banking Law; to act in conformance with the attributed mandate and limits.
MSc/PhD from a top institution in a quantitative focused thesis: Applied Mathematics, Physics or Statistics and Probability
An applied research experience in Mathematics, Physics or Statistics, demonstrating a strong working knowledge of analyzing/calibrating models on bid data sets and programming (C++, C#, R, SPlus)
Solid experience and strong track record in Algo trading, Market Making or High/Mid Frequency trading
A strong motivation for quantitative research and financial markets