Jr. Derivative Structurer
Corporate & Investment banking Permanent contract New York, New York, United States Hybrid Salary from 109,000 to 200,000 Reference 24000K4G Start date 2025/10/27 Publication date 2025/10/09
Responsibilities
· Develop, design, price and promote Structured Notes and non-vanilla Fixed Income and currencies derivatives both for Distribution and Financial institution clients.
· Interact with clients to better understand their needs and come up with appropriate tailor-made investing and hedging solutions on Interest Rates, Credit and FX.
· Assist in managing the Interest Rates, Credit and FX business expansion for the exotic and structured products for institutional and corporate clients.
· Assist in the management of the creation of products, approvals from trading, implementation of the systems and risk/valuation approvals for new Interest Rates, Credit and FX trades overseen by the new Product Committee.
· Create and automate pricing runs, simulations and backtests.
· Work, follow up and assist relevants stakeholders on automation projects: structured notes automation tools, backtestings tools etc
· Understand models in order to assess counterparty risk in connection with the main XVA trading group in Europe
· Assist in the management of financing transaction for financial institution clients.
· Must have FINRA Series 7 and 63 licensing after commencement of employment.
Profile required
Division Description:
Within Societe Generale Corporate & Investment Banking, the Global Markets Division brings together the Research, Investment and Risk Management Solutions, Execution and Clearing, Prime Services, Equities, Fixed Income, Futures and Currencies & Commodities structuring capabilities with the objective of providing investors with one integrated multi-asset market solutions team. The business uses an advisory and innovation mindset, focused on client needs, with a global leader in financial markets engineering. Global Markets is a leading player in derivatives, with unrivaled over the counter and listed derivatives expertise, as well as cross-asset and economic research. Our prime services' offering is a unique combination of execution, clearing, custody and financing services.
Skills and Qualifications:
Must Have:
· Candidates should have a solid foundation in financial mathematics, derivatives pricing as well as very strong communication skills.
· Advanced degree in Mathematics, Engineering or Physics is preferred.
· Strong knowledge of Interest Rate, Credit and FX pricing models is mandatory.
· Prior work experience within a Rates, Credit or FX financial engineering / structuring team is preferred.
· A degree of proficiency in an object-oriented programming language (Python, C++ …) is required.
· An understanding of the main components of XVA pricing is a plus