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