Vice President / Director, Senior Financial Engineer (Fixed Income Pricing)

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Societe Generale
  • 21 Nov 17 2017-11-21

Vice President / Director, Senior Financial Engineer (Fixed Income Pricing)


Environment

SG CIB is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia. SG CIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.

Primary Objectives:


The candidate will be part of the Financial Engineering team within SG Global Markets. More specifically he will work in the Pricing team focused on Fixed Income and Hybrid Structures. He will focus on Greater China Business (Mainland China, Taiwan, Hong Kong).

Mission

Major Accountabilities / Principal Responsibilities:

  • Build a product offer for institutional clients taking in account market, regulatory and accounting constraints
  • Build a sustainable business in Taiwan and China in partnership with sales
  • Be a point of reference for junior pricers
  • Organize the product push and visits, jointly with sales
  • Price products in an accurate and timely manner, with special attention to credit/funding charge and regulatory cost
  • Liaise and negotiate with Trading to price and design suitable solutions
  • Work in collaboration with Sales / trading / R&D / Middle Office / Legal


Profile

Key Skill Areas & Knowledge Required:

  • Solid level in financial mathematics
  • A "doer" mentality
  • Commercial attitude and client facing abilities
  • Ability to adapt quickly to challenging situations and find innovative solutions
  • Knowledge of XVA pricing
  • Knowledge of Structured Products pricing (rates, credit, hybrids, repack)
  • Good communication skills


Qualifications:

  • Strong quantitative skills
  • Fluent in English, mandarin / cantonese preferable
  • Fluent in VB Tools/pricing tools / Bloomberg