UST and TRS Quantitative Specialist

Description 

We are seeking a Quantitative Analyst to support the expansion of the U.S. Treasury business in AMER, including market making, financing, STRIPS, and TRS activities.

The role focuses on developing and maintaining quantitative frameworks for pricing, curve construction, and hedging.

Main Responsibilities

Rates Modeling & Curve Construction

• Develop UST curve models and projections

• Support pricing frameworks for STRIPS and TRS

• Improve curve calibration and robustness

   

   

  Trading Support
   

• Work closely with trading desks on pricing and hedging

• Provide analytics for market making and financing activities

• Analyze model behavior and market dynamics

Quantitative Development

• Build and improve tools for pricing and risk

• Enhance modeling for hedging and inventory management

Governance & Documentation

• Document models and methodologies

• Support MRM requirement

Profile Required

Technical Skills

• Strong knowledge of Rates products (UST, repos, TRS)

• Quantitative modeling and programming skills

• Experience with curve construction

   

   

  Experience
   

•  3+ years experience in Rates quant roles with strong knowledge of UST, and financing business

Education

• Master’s degree in finance, Mathematics, or Engineering

   

• PhD. is a plus

   

Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.

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. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)

DIVERSITY, INCLUSION & BELONGING (“DIB”):
Our DIB Mission: Recruit, develop, retain and advance a talented workforce that is united in our efforts to leverage our talent and further develop an inclusive environment that will enhance our competitive position and deliver innovative solutions to our clients. It seeks to foster an environment where employee differences are valued and where all employees feel engaged, supported, respected, and informed. For more information about our DIB initiatives, please visit this link: https://americas.societegenerale.com/en/careers/get-know-diversity/

COMPENSATION:
Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.