Quantitative Analyst

SGS Société Générale de Surveillance SA in Rochester, NY is seeking a Junior Quantitative Analyst to support the FIC and EQD quants in the AMER region. The role focuses on derivatives pricing, margin models and model monitoring, with gradual ownership of recurring items. You will work with senior quants to document and validate pricing models, maintain internal quant tools, perform backtesting and exception reporting, and assist with SIMM/UMR calculations. #J-18808-Ljbffr