Quantitative Developer (NY VIE) - QIS & Backtesting

Responsibilities You will be part of the EQD Quantitative Investment Strategy (QIS) Team. You will work on the conception, pricing and promotion of Quantitative Investment Strategies (known as SGI). You will work with the Sales and Trading departments on the negotiation and execution of those deals. You will develop your skills in developing, testing and optimizing research tools and backtesting frameworks for systematic strategy development and be involved in the structuration of these strategies. During your VIE mission you will be in charge of these responsibilities: Developing and improving backtesting frameworks used for the development of quantitative investment strategies. Collaborating closely with QIS engineers to translate models and systematic strategy ideas into robust code. Discussing with trading on specific analysis and reporting we have to compute for existing strategies Developing automatic reports and performances analysis of different existing indices Designing, implementing and maintaining scalable data pipelines for processing large volumes of financial time series and market data Ensuring code quality and performance through version control, documentation, testing and code review practices A questionnaire will be provided to you in order to check your VIE (Société Générale and Business France) eligibility. For an efficient analysis of your application, please make sure to truthfully answer all the questions. Please note that it is mandatory to provide us a formal proof of your M2 diploma validation before the assignment start date. No VIE mission will start without this document. *Grade sheets are not accepted as justification of diploma. Profile required PLEASE NOTE that since this program is primarily an international development program, candidates cannot apply to a VIE assignment in their own country of citizenship. To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English. Studies & experience: Graduate with a Master degree from Business/Engineering School or University with a specialization inFinance Very STRONG coding (Python) knowledge A previous experience in QIS structuring would be appreciated Language skills: Fluent in English Technical, operational & soft skills: Good communication and presentation skills Have a solid level in financial mathematics Have a good knowledge in the theory of Option Pricing Have very strong level of computer skills (such as Python, Git, Data base (SQL and/or MongoDB), ...) Have good team spirit and capacity to work as a team Have strong motivation and commitment Have a high level of curiosity Be easy to work with Be able to think outside the box The VIE assignment in a nutshell This VIE in New York 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 18 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 (including your financial indemnities), please see Mon VIE-VIA Business France. Why join us As soon as you arrive, you will be integrated into our teams and will learn every day alongside our experts, who will support you in your tasks. Gradually, you will become more independent in your projects, making this experience a real career accelerator. You will also discover all the diversity of our businesses, in a sector that is constantly evolving and innovating. At the end of your VIE, various opportunities could be offered to you, in France and abroad. Business insight At Societe Generale, we are convinced that people are drivers of change, and that the world of tomorrow will be shaped by all their initiatives, from the smallest to the most ambitious. Whether you’re joining us for a period of months, years or your entire career, together we can have a positive impact on the future. Creating, daring, innovating and taking action are part of our DNA. If you too want to be directly involved, grow in a stimulating and caring environment, feel useful on a daily basis and develop or strengthen your expertise, you will feel right at home with us! Still hesitating? You should know that our employees can dedicate several days per year to solidarity actions during their working hours, including sponsoring people struggling with their orientation or professional integration, participating in the financial education of young apprentices, and sharing their skills with charities. There are many ways to get involved. #J-18808-Ljbffr