Societe Generale Financial Engineer – M/F – VIE Hong Kong,Hong Kong,18-10-2018





Societe Generale Financial Engineer – M/F – VIE Hong Kong,Hong Kong,18-10-2018

Job code: 18000RWN

Date of publication: 18-10-2018

Starting date
01-12-2018
Job function
Financial Engineering
Business unit
SG CIB
Location
Hong Kong
Job type
Permanent contract

Environment

Your environment

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.?

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Within the Global Markets Division (MARK) of Sociéte Générale Corporate and Investment Banking in Hong Kong, you will join our Financial Engineering department which brings together the Equities, Fixed Income & Currencies structuring capabilities with the objective of providing investors with one integrated multi-asset market solutions team. The department capitalizes on an integrated engineering team to deliver cross asset expertise and better manage trading risk. You will join the Financial Engineering team with a main focus on pricing automation and data analysis. You will interact closely with other members of the pricing team, as well as IT department, Research and development, Sales and Traders.

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Mission

Your role

At Societe Generale, you will be joining the Global Markets division (MARK) of SG Corporate and Investment Banking.?? MARK offers a cross-asset approach? along all its offerings : Research, Investment & Risk Management Solutions, Execution and Prime Services to asset managers, pension funds, companies, private banks, insurance companies, hedge funds, family offices, sovereign funds and distributors worldwide.?

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Your main responsibilities and missions will be:


a/Fixed Income Pricing Automation and digitalization:

? Adapt current excel based pricing tools to 3nd generation framework based on Python:

  • Kick off the process on the rate and credit pricing tools : redefine and test markets, and models
  • Create the relevant pricers
  • Capitalize on Python library to develop risk analysis / automation / price discovery tools
  • Create interface for sales to interact directly with the pricing tools

? Understand current pricing environment: its strengths and limitations
? Interact closely with quants, traders and IT people to deliver the right set ups
? Scope of products: structured payoffs based on FX, Rate and Credit.

b/Data Analytics and behavioral analysis?


? Client Data Analysis:

  • Work on defining client behavior change with the help of statistical tools
  • Trade Recommendation System
  • Increase impacts of client interactions on the electronic platform

c/Digital Projects:


? Assist in digital project and POC
? Suggest innovation?

The VIE assignment in a nutshell??
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This VIE in Hong Kong?is to begin as soon as possible but you need to plan 3 months between your application date and the beginning of your VIE assignment. It will last 24?months.

The VIE is a specific contract, under Business France’s eligibility criteria, opened to candidates under 28 and from the member states of the European Economic Space. For further information, please see?

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Apply now