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SG Americas Securities, LLC Financial Engineer (Pricing and Developments) in New York, New York

Multiple positions available. Develop, design and promote Foreign Exchange (FX) derivatives and Fixed Income Derivatives products and solutions, focused on corporate clients (large and mid-cap corporations), Financial Institutions (banks, insurers, asset managers, private banking, pension funds, sovereign/supra nationals, retail, hedge funds), and clients of other business lines (Securitization, Project Finance, Leverage Finance, Tax-based Deals, Debt Origination, and Asset Finance); Understand financial models in order to assess counterparty risk in connection with the main XVA [trading group in Europe and serve as the Credit-valuation adjustment ("CVA") Funding-valuation adjustment ("FVA") calculation representative in the US; Act as a senior pricer on XVA computation for all businesses developed in the US; Develop pricing guidelines for XVA pricing guidelines in coordination with X-Value Adjustment (XVA) traders in Europe; Share the guidelines and pricing tools with junior staff; Assist in managing the Interest Rates and FX business expansion for the exotic and structured products for institutional and corporate clients; Develop FX/Rates activity from low Profit & Loss (PnL) to high PnL, as well as the creation of new products in order to increase PnL; Direct pricing guidelines to more junior staff members. Oversee automation pricing tools with junior staff (including daily runs) to efficiently answer to client requests; Interact with clients to better understand their needs and come up with appropriate tailormade hedging and investing solutions on Interest Rates and FX; Educate Salespersons on the overall goal and feature of each product and present the products directly to clients to provide a more granular and in-depth explanation, and answer questions on the structure (pricing, legal, tax, accounting, operations, etc.) of the products as well as potential risks and benefits; Work hand-in-hand with Sales to pitch Structured Solutions - act as a Solutions expert on client calls, and on the road clients pitches, possessing the necessary behavioral and technical skills to pitch complex structures and to successfully convert client interests into executed transactions creating additional revenues for the bank; Assist in the management of the creation of products, approvals from trading, implementation of the systems and risk and valuation approvals for new Interest Rates and FX trades overseen by the new Product Committee; Generate files in order to create back-test and test the strategies; Create and automate pricing runs, working with members of the marketing team; and Collaborate with Legal department and sales force to negotiate documentation linked to corporate business activities including specific clauses in legal documents driving the business. Requires up to 10% travel in the US to see clients and pitch strategies. Telecommuting may be permitted. When not telecommuting, must report to SG Americas Securities LLC, 245 Park Ave., New York, NY 10167. MINIMUM REQUIREMENTS: Master’s Degree or U.S. equivalent in Finance, Financial Engineering, Financial Economics, Mathematics, or related field, plus 2 years of professional experience as an Quantitative Analyst, Financial Engineer, or any occupation/position/job title involving Interest Rate and FX pricing models.Must also have the following special skills: 2 years of professional experience performing financial engineering utilizing Interest Rates and FX pricing models; 2 years of professional experience using Python, Excel, and VBA to develop quantitative tools for back testing of systematic trading strategies through various asset classes (including Fixed Income, FX and Multi-Asset) while taking into account trading and pricing constraints (including liquidity, trading capacity, and hedge related costs); 2 years of professional experience utilizing XVA pricing; and 2 years of professional experience working with Sales, Trading, Risk, Legal, Compliance, and operational teams.

Minimum Salary: 126,000 Maximum Salary: 270,000 Salary Unit: Yearly

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