R&D - Cross-FIC Quantitative Analyst

Quantitative Model Design and Research

• Translate trader and structurer requirements into valuation, hedging and risk-monitoring solutions across rates, credit and foreign exchange products.
• Design, assess and document quantitative models, numerical methods and calibration approaches for flow, exotic and hybrid derivatives.
• Develop proof-of-concept solutions in Python by leveraging the broader R&D ecosystem, including existing quantitative libraries, data tools, shared components and research frameworks.
• Perform numerical analysis and testing to assess model behaviour, robustness, limitations and suitability for industrial implementation.

Model Implementation

• Implement quantitative models and analytics, from validated proof of concept to controlled production-ready components.
• Develop structured, tested and maintainable Python code, applying appropriate software-engineering practices such as version control, code review, automated testing, profiling and performance benchmarking.
• Contribute where relevant to existing object-oriented pricing libraries and interfaces, including C# components.
• Integrate pricing libraries and analytics into the information system in accordance with internal and external compliance procedures.

Cross-FIC Projects and Coordination

• Contribute to transversal initiatives spanning flow and exotic activities and promote reusable solutions across products, desks and platforms.
• Deliver quantitative initiatives in project mode, with clear milestones, dependencies, testing criteria and rollout plans.
• Coordinate project streams and stakeholders across Trading, Structuring, Technology, Model Validation and regional or global R&D teams.
• Coordinate with business and technology stakeholders on expected volume growth, capacity requirements, performance indicators and sustainable target architecture.
• Communicate modelling choices, implementation constraints, project risks and technical trade-offs to both business and technical stakeholders.

Model Use and Monitoring

• Provide targeted quantitative expertise to trading and structuring teams during analysis, rollout and adoption of new models or analytics.
• Continuously assess model relevance, accuracy and computational performance, monitor capacity against increasing volumes, and contribute to scalable and sustainable monitoring and support arrangements.
• Explore data-driven and machine-learning methods where they provide measurable value for calibration, model approximation, monitoring or quantitative workflow automation.

Education and Experience

• Master’s degree or PhD in mathematics, physics, engineering, computer science, quantitative finance or a related field.
• Proven experience in derivative pricing and modelling within a quantitative team, model validation function or equivalent environment.
• Practical experience with Asian and emerging markets, including the specific market conventions, liquidity conditions and product requirements relevant to those markets.

Technical Skills

• Strong foundations in financial mathematics, stochastic modelling and numerical methods.
• Solid understanding of FIC derivatives across rates, credit and foreign exchange; exposure to both flow and exotic products is preferred.
• Advanced proficiency in Python for quantitative research, proof-of-concept development, numerical analysis and industrial model implementation.
• Demonstrated experience in profiling and optimising quantitative models or analytics for performance, scalability and production-volume growth.
• Ability to balance model sophistication, numerical accuracy, computational cost and maintainability when designing sustainable production solutions.
• Experience with object-oriented programming; knowledge of C# or another strongly typed language is an advantage.
• Experience with machine learning, statistical modelling, optimisation or modern data-analysis techniques is a plus.

Soft Skills

• Strong coordination and communication skills, with the ability to work effectively across business, quantitative and technology stakeholders.
• Ability to manage multiple workstreams and deliver in project mode within a demanding international environment.
• High adaptability, intellectual curiosity and a pragmatic approach to moving from research to implementation.
• Fluent written and spoken English.
   

Why Join Us in Hong Kong?

• Be embedded in one of the world’s most vibrant financial centres, with direct exposure to Asian and emerging-market dynamics.
• Work side-by-side with traders and structurers, gaining real-time insights into market behaviour, client needs and product design.
• Contribute across a broad FIC perimeter and collaborate with cross-functional, regional and global teams.
• Shape quantitative solutions from model research and proof of concept through to performant, scalable and sustainable industrial delivery.
• Ready to take your quantitative expertise to the next level in Hong Kong? Apply now and be part of a team shaping the future of financial markets.

Our Culture:

At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. Please visit our APAC career website: https://www.societegenerale.asia/en/careers/building-your-career-with/ for more information.

Diversity, Equity & Inclusion (DE&I):

Our mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.

Our vision:

• Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate
• Inclusive culture and workplace that recognizes employees' unique needs and utilizes their diverse talents 
• Engage our community and marketplace, and position the organization to meet the needs of all its clients

Check out our DE&I initiatives: https://www.societegenerale.asia/en/careers/diversity-equity-inclusion-dei/

Department Description

Join our dynamic Research & Development team in Hong Kong, a strategic financial hub at the heart of Asia’s fast-evolving markets. Our team develops pricing and risk management solutions for GBIS and plays a key role in transforming market activities and strengthening risk control frameworks.

As a Quantitative Analyst within the Fixed Income and Currencies team, you will contribute across a broad FIC spectrum, including rates, credit and foreign exchange, from flow products to exotic and hybrid derivatives. The position combines quantitative model design, numerical analysis, model implementation and the transformation of pricing and risk platforms.

Based on the Hong Kong trading floor, you will work closely with traders and structurers and coordinate with Technology, Model Validation and R&D teams across regions. This proximity supports rapid feedback, efficient project coordination and a strong understanding of Asian and emerging-market dynamics, business needs and client-driven innovation.