Quant jobs / Société Générale

Junior Quantitative Specialist – Derivatives Pricing and Model Monitoring

A junior quant role working with fixed income and equity derivatives quants in the Americas. It covers pricing model documentation, monitoring and margin calculations while building long-term expertise in the team.

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.

Document and help validate derivatives pricing models
Run periodic model monitoring: backtesting, benchmarking and exception reports
Maintain scripts and quant tools used by trading desks before trading
Answer client questions about regulatory margin and SIMM calculations
Build up an internal knowledge base for the team

What they ask for

Required

Derivatives pricing fundamentals
Scripting for quant tools
Model performance monitoring and backtesting
Interest in margin rules and SIMM
Clear documentation
Teamwork with senior quants

Education: Not stated
Experience: Junior quant; exact experience not stated
Markets: multi-asset, fixed-income, equities

How to prepare

Price vanilla and a few exotic options with Monte Carlo and compare against closed forms
Read how ISDA SIMM and uncleared margin rules work
Practise model benchmarking and exception reporting on pricing outputs
Learn model risk management expectations such as SR 11-7 for documentation
Write a clean Python tool with tests that others on a desk could use

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.