Société Générale is a leading financial services company, and they are seeking talented graduates for their Off-Cycle QR Program. This internship offers exposure to Fixed Income and Equity trading floors, focusing on quantitative research and development to enhance CDS margining models and support Python-based pricing tools.
Responsibilities
Quantitative Research and Development (80%): Engage in quantitative research with a primary focus on enhancing CDS (Credit Default Swap) margining model. Collaborate with global markets teams to develop and refine quantitative tools, conduct in-depth studies, and improve the accuracy and efficiency of initial margin calculations for CDS
Python Library Support and Development (15%): Provide technical and quantitative support for the Python-based pricing and margining library, ensuring its robustness and reliability for CDS margining. Additionally, contribute to the library's development to support other financial products, derivatives, and margining calculations, expanding its functionality and application across various use cases
Cross-Functional Collaboration and Delivery (5%): Collaborate with Quantitative Analysts, Risk Management, IT, Operations, and other key stakeholders to ensure of quant projects
Qualification
Required
A Bachelor, Master or PhD degree in Mathematics, Financial Engineering, Operations Research, or similar quantitative field
Strong skills in programming in Python, knowledge of C# is a plus
Passion for problem solving
Authenticity, innovative thinking, and enthusiasm
Knowledge of equity and interest rate derivatives modelling is a strong plus
Preferred
Societe Generale is a financial services organization that offers retail, corporate, and investment banking services.
