Financial Engineer - M/F - VIE Hong Kong

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Societe Generale
  • 22 Sep 18 2018-09-22

Financial Engineer - M/F - VIE Hong Kong


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.

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.

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.

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

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 www.civiweb.com .

Profile

Your profile

You are graduated with a Master degree from Engineering or Business School or University with a specialization in Data Science, Computer Science or Finance

Ideally you have past experience in data science experience, python coding and digitalization projects

You are fluent in English

Mandarin is preferred but not mandatory

You are proficient in Microsoft Office application (Excel, powerpoint), python programming and VBA

Evolution

Your career path

To facilitate the examination of your application by our English-speaking managers, we thank you for applying in English.

All our positions are open to people with disabilities.