Day-to-Day Responsibilities:

  • Asset Classes:  Equity Derivatives (primary) and Volatility.  Also, Cross-Asset Strategies across Commodities, Rates, FX and Credit via ETFs or Hydrid Products will be included in this mandate.
  • Products: ETFs, Swaps, Futures, Options, Variance Swaps, Dispersion, Exotic and Hybrid Options.
  • Client Focus: Institutional Investors including; Hedge Funds, Asset Managers, Pensions & Endowments and Insurance
  • Working very closely with the Institutional Sales and Trading teams at SocGen, this candidate will be responsible for generating trade ideas on bespoke client requests – volatility, macro cross-asset, hedging etc.
  • Assist in writing strategy papers along with corresponding back testing.
  • Participate in sales pitch & strategy presentations for various strategies / products.
  • Participate in the creation and design of systematic strategies.
  • Support / design equity option screening reports.
  • Automate business processes to enhance group’s efficiency.
  • Assist in product developments for new initiatives such as custom swaps, futures analytics etc.


Technical Skills:

  • Strong technical knowledge of options pricing theory is preferred.
  • Strong proficiency in programming.

Educational Requirements:

  • An advanced degree in Physics, Math or Engineering is required.
  • Languages: (Other than English)
  • Ability to speak/write in French is a plus.

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