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Societe Generale is a global leader in quantitative research and quantitative investment strategies (QIS). This New York-based role is within the award-winning Quant Research team, producing a wide range of quantitative research services with a particular emphasis on the research and development of QIS strategies. The role will not only involve the rigorous development and marketing of such strategies, but also involve significant interactions with our institutional client-based and our business partners across sales, engineering, and trading. The role is genuinely cross-asset and will involve working very closely with our colleagues in commodity research. As an experienced Cross Asset Quant Researcher working within the established SG Quantitative Research Group, you will help design, develop, and market systematic strategies across a variety of asset classes, with a particular focus on derivative-based strategies. You will produce, write, and market quantitative research in conjunction with the existing global team and the research teams in general. While a big emphasis will be on the design and implementation of ideas, this is also a client-facing role involving marketing this research directly to both internal and external clients.