Responsible for the development of high frequency trading automatons. Responsible for the development of the electronic market making team. Responsible for the risk management of this activity. Ensure the adaptation of existing tools used in other regions to the U.S. electronic business. Use strong communication skills (verbal and written) to serve as the Trading team's senior representative in working directly with FAR team to express their needs and validate the implementation of their trading strategies. Identify and execute quantitative trading strategies for SGAS's electronic market-making trading activities. Conduct thorough research on the market to identify profitable trading opportunities and support the Team's trading strategies. Collect financial data such as historical prices and simulate trading strategies in order to maximize returns and profits. Create and develop analysis tools using advanced Excel, VBA, C#, and other programs which will be used by other members of the Team in its effort for quantitative research. Execute the daily production of such automated trading strategies and monitor the marketplace for events that could affect the performance of the portfolio. This will also include assisting the Trading Team with enhancing the automation of strategies, setting up tools to evaluate the performance and the risks of the portfolio, and monitoring the quality of the trading systems. Monitor the performance of all the trading systems involved with the high frequency trading automatons. Improve the trading system in liaison with the Support, Infrastructure and Market Access Development teams.
MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Quantitative Finance, Statistics, Engineering, or a related field, 3 years of professional experience at a global financial institution working with a global trading team in multiple regions to analyze and determine U.S. electronic market-making trading needs (including performance and risk analysis), adapting existing systems/tools, financial products (including US Equities, ETFs and indices) and applying applicable Banking regulations. Must also have the following: 3 years of professional experience using programming languages (including VBA), and Bloomberg data to perform quantitative analysis; 1 year of professional experience working with Support, Infrastructure and Market Access Development teams in multiple regions.
CONTACT: Please send resume to: Human Resources or SG Recruitment Team, SG Americas Securities, LLC, 245 Park Avenue, New York, NY 10167, at email@example.com. Must specify Ad Code JDCD in the subject line. EOE. MFDV.
LINK TO EMPLOYEE REFERRAL PROGRAM:
Incentives offered through the firm's Employee Referral Program are applicable to this position. For more information please visit our 'Employee Referral Program' link in the Human Resources section of our intranet under the Talent Management tab at: http://entrenet.us.world.socgen/support_groups/human_resources/talent_management/employee_referral_program.html.
SG Americas Securities, LLC, New York, NY
We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents , regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.
Job code: 20000L1E
Business unit: SG CIB
Starting date: Immediate
Date of publication: 26/09/2020