AMVETS Jobs

Market the Bank’s systematic strategies in the Americas, with a focus on institutional clients such as Pension Funds, Endowments and Asset Managers, as well as Private Banks, and insurance companies. Create new strategies specifically for the Fixed Index Annuity business with Insurance carrier. Run the back test, draft the rules book of the strategy and market the strategy to the sales force. Create synergy between Asset Managers partners, data providers partners and the Bank to build new strategies. Review of legal and quasi-legal documents describing the financial characteristics of the indices created and structures priced. Work in collaboration with Exotic and Delta One Traders on the pricing methodologies, the new product range. Propose new models and algorithm to address complex cross assets index construction. Be in front of clients as often as possible to gather clients feedbacks and to collect clients needs. Promote and execute the Bank’s Indices oerings by overseeing the preparation of studies for clients, commercial propositions, and marketing presentations. Work directly with the Cross Asset Quant Research based in Europe to develop new strategies. Requires up to 10% domestic travel for conferences and in person client visits. Telecommuting permitted up to 1 day per week. When not telecommuting, must report to SG Americas Securities, LLC office in New York. MINIMUM REQUIREMENTS: Master’s Degree or U.S. equivalent in Financial Engineering, Mathematics, Finance, or related field, plus 2 years of professional experience as an Quantitative Analyst, Financial Analyst, or any occupation/position/job title involving analyzing and producing financial models.Must also have experience in the following: 2 years of professional experience analyzing and producing financial models (including stochastic volatility model and Local Volatility Model) used to price Cross Asset Solutions portfolios; 2 years of professional experience analyzing ongoing financial and economic conditions to determine its impact on trading, portfolio performance and portfolio risk management; and 2 years of professional experience using Python, Excel, and VBA to develop quantitative tools for back testing of systematic trading strategies through various asset classes (including Equity, Commodities, Fixed Income, FX and Multi-Asset) while taking into account trading and pricing constraints (including liquidity, trading capacity and hedge related costs).

Minimum Salary: 109,000 Maximum Salary: 200,000 Salary Unit: Yearly