Quant jobs / Société Générale

Intern – Equity Derivatives Quantitative Pricing

An internship in the equity derivatives financial engineering team in New York, pricing and modelling structured notes and equity derivatives. You would work with structurers, traders and quant researchers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Price structured notes with path-dependent and complex optionality
Build tools to measure Greeks, volatility, correlation and dividend sensitivities
Implement Monte Carlo and semi-analytical pricing methods in Python
Compare models and assumptions to see how they change prices and risk
Help automate pricing and analytics for the desk

What they ask for

Required

Strong quantitative background
Option theory and derivatives pricing
Monte Carlo and numerical methods
Python
Greeks and volatility
Interest in structured products

Education: Not stated; suited to students with a strong quantitative background
Experience: Students; no prior experience stated
Languages and tools: Python
Markets: equities, options

How to prepare

Implement Black-Scholes and a Monte Carlo pricer for path-dependent options
Learn local and stochastic volatility models and why they matter for structured notes
Study autocallables and barrier products and how to hedge them
Compute Greeks by bumping and by pathwise methods
Package your pricer as a clean Python library with tests

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Société Générale’s site before applying: requirements, location and pay can change after we check them.

View the posting on Société Générale’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Société Générale and doesn’t handle applications.