Quant jobs / Société Générale

Quant Analyst – Algo Execution (Bernstein SG)

A quant role supporting an electronic equity execution business, analysing orders, transaction costs and market structure. The team turns findings into client consulting, research papers and better trading tools.

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.

Analyse implementation shortfall and VWAP or TWAP slippage on client orders
Research market impact and liquidity for new execution algorithms
Build tools for transaction cost analysis and order monitoring
Write client-facing analysis and short market structure publications
Tune existing algos using performance data

What they ask for

Required

Maths, statistics, econometrics or financial engineering background
Equity market microstructure
Python and SQL
Backtesting and data validation
Execution benchmarks and transaction costs
Machine learning concepts
Clear communication

Preferred

Time-series forecasting
Explainable AI and model validation

Education: Strong quantitative background in maths, statistics, econometrics, financial engineering, computer science or similar
Experience: Not stated
Languages and tools: Python
SQL
Markets: equities

How to prepare

Compute implementation shortfall and VWAP slippage on public tick or sample trade data
Study the market impact literature, such as the square-root law
Build a small TCA report in Python with benchmarks and charts
Learn equity market structure: venues, auctions, order types and liquidity
Test a simple ML forecast of volume or spread with proper out-of-sample checks

What to study

The HFT Quantitative Researcher 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.