Quant jobs / Société Générale

Quantitative Specialist – Rates Algo

A quant role in the bank's R&D group in the Americas, working on algorithmic trading models for US Treasuries and swaps. It sits next to the rates traders and also keeps knowledge of existing models from sitting with too few people.

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.

Maintain and improve the models behind Treasury algo trading
Prototype new alpha signals with the traders
Keep the backtesting framework accurate, consistent and fast
Watch live strategy behaviour and help explain unusual performance
Write model documentation that meets model risk management standards

What they ask for

Required

Quantitative modelling for trading
Backtesting and simulation design
US Treasuries and swaps knowledge
Strategy performance analysis
Model documentation
Working with traders and developers

Education: Not stated
Experience: Experience level not stated; the role replaces expertise already in the team
Markets: fixed-income

How to prepare

Build a backtester for a Treasury futures or yield-curve signal and test for look-ahead bias
Study how US Treasury market microstructure and swap spreads behave
Learn to evaluate signals: information coefficient, turnover and cost-adjusted returns
Practise writing a model document covering assumptions, limits and monitoring
Review basic yield-curve modelling and DV01 hedging

What to study

The Rates 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.