Cross Asset Quantitative Strategist

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Société Générale - UK
  • 22 Apr 18 2018-04-22

Societe Generale is one of the largest financial services groups in Europe and has been serving the needs of its clients in the UK for more than 100 years through a range of businesses.

People join for the impact they can have on us. They stay for the impact we have on them. A flatter structure offers visibility and exposure beyond that of our competitors, so you know our names, and we know yours. It's personable, human, and inspires success through passion. By encouraging open mindedness and a willingness to share ideas, we have adapted to market changes and thrived through innovation. Bringing words like “hard work” and “dedication” together with “community” and “respect” has enabled us to work collaboratively and build our future together. We call this Team Spirit and it's what makes us different. It's what makes you different.


Description of the Business Line or Department - Summary of the business, coverage, services
 
SG Global Research is Societe Generale's Global Cross Asset Research department. With more than 200 analysts, strategists and economists, it offers in-depth analysis and a distinctive cross-asset approach: impact of major events across asset classes, assessment of the links between asset classes, strategic synthesis to provide an integrated view.
 
Societe Generale Global Research offers global coverage, thanks to local networks in Eastern Europe (Moscow, Bucarest, Warsaw and Prague), the strengthening of its presence in the US and in Asia (Hong Kong, Singapore and Tokyo), together with an established UK and Western European base.
 
In the Cross Asset Research department, the Quantitative Research group is active in risk premia strategies, derivatives and structured products, portfolio risk modelling, and provides research to investors worldwide. The team has been recognised as a market leader in quantitative research, and was ranked #1 in the Extel survey in the Quantitative Strategies category.
 
Summary of the key purposes of the role - Summary of the key objectives and primary goals (minimum 3)
 
Responsible for:
 
* Research & Analysis on cross asset quantitative strategies
* Preparation of written documents to communicate the findings to clients
* Presentations and meetings with internal and external clients
* Work closely with other researchers to develop and improve models, and help translate algorithms into code

 
* Based in London
* Dynamic environment

 
 
Summary of responsibilities  - Minimum of 6 responsibilities to be identified
 
Research product responsibilities 
 
* Build quantitative models; ensure the modelisation process and outcome is to the highest professional standards
* Update the models whenever necessary, and improve or replace them when appropriate
* Collect relevant public information and data, ensuring it comes from reliable sources
* Participate in industry events, when necessary
* Supervise the collection of data by direct reports, and the building and use of models, ensuring reliability through the verification of sample data, and other means
* Develop innovative and value-adding approaches, both for collecting data and for analysing it, in order to provide clients with input that adds value to their thought process
* Subject any finding and any forecast to critical analysis
* Based on the research and analysis work, prepare and publish, regularly and whenever necessary, documents that update clients on developments on the subject covered, and that highlight key points

 
Research marketing responsibilities
* Communicate the published findings to internal and external clients, through calls, messages, one-to-one meetings, video-conferences or conferences
* Develop long term relationships with clients characterized by trust and professionalism; build, foster and cultivate client relationships in line with regulatory requirements
* Respond to client requests; analyse, investigate, research, manage and resolve queries received from clients

 
Conduct Responsibilities
* Strictly adhere to all relevant internal rules and external regulations; strictly comply with operational and conduct risk requirements (e.g data leakage, security policies and regulatory requirements)
* Protect SG market share and reputation, through professionalism, discipline, rigor, and attention to risks
* Make sure all research is produced according to SG Research standards and methods, and to the highest standards of quality

 
Level of autonomy and authority - Define the autonomy of the role and what the job holder can authorise and make decisions on - If applicable
 
High level of autonomy


Profile:

Competencies  - Define a minimum of 10 skills and technical  knowledge that are essential for the Job holder to have
* Masters or PhD in Maths, Stats, Physics, Computer Science, or other quantitative discipline
* Strong quantitative & analytical skills
* Fluent written and spoken English, strong communicator
* High attention to detail
* High degree of autonomy
* Ability to produce innovative ideas
* Programming in any of the following: Matlab, R, Python
* Experience of researching, or implementing quantitative models for derivatives, futures and/or FX
* Experience in drafting and publishing written reports for a broad audience
* Demonstrated ability to conduct independent research utilizing large data sets
* Understanding of Stochastic Calculus applied to quantitative finance