Quantitative Market Making

优缺点分析

角色解读

• Potential progression to senior trader or team lead within the market-making desk.
• Opportunity to expand into other asset classes or products within the investment bank.
• Career development through exposure to sophisticated risk management and quantitative techniques.
• Market-making and risk management for equity derivatives, ensuring trades are structured properly.
• Contribute to the formulation of trading strategies based on market conditions and risk appetite.
• Work closely with risk managers to control company risks and manage trading positions.
• Support sales-related volatility flow activities, providing liquidity and pricing to clients.
• Deep knowledge of derivatives, both theoretical and practical trading skills.
• Familiarity with SG IT systems and processes for equity derivatives.
• Understanding of fixed income, FX markets, and economic/financial principles.
• Strong behavioral skills focusing on risk awareness, team spirit, and innovation.

申请策略

• Research Societe Generale's culture and market-making business to tailor your application.
• Be prepared to discuss how you manage risk and make decisions under uncertainty.
• Highlight any previous trading or market-making experience, especially in equity derivatives.
• Emphasize quantitative skills, including pricing models, risk management, and IT systems.
• Showcase familiarity with fixed income and FX markets, as well as economic analysis.
• Demonstrate behavioral competencies like risk awareness, teamwork, and innovation.
• Brush up on derivatives pricing and trading strategies, including volatility surface and greeks.
• Familiarize with SG's trading systems or similar platforms (e.g., Summit, Murex).

面试指南

• Use the STAR method for behavioral questions: Situation, Task, Action, Result.
• For technical questions, structure your answer by defining the product, pricing, risks, and hedging.
• Demonstrate your risk awareness by explaining how you assess and mitigate potential losses.
• Can you explain a complex derivatives product and how you would hedge it?
• How do you manage risk in a fast-moving market?
• Describe a time when you made a trading decision under pressure.
• What is your approach to formulating trading strategies?
• How would you handle a conflict between sales and risk management?