Hybrid Rates Systematic Trading Quant Developer

SMBC; New York (NY); Hybrid; USD 109,000 - 180,000; Full time

Benefits offered by this job

Hybrid work model

Job summary

SMBC is seeking a Quantitative Developer in New York to join the Rates Systematic Trading team. You will develop quantitative execution algorithms, analytics, and high-performance systems, translating models into production implementations.

The role requires a strong background in quantitative disciplines and software engineering, with collaboration across researchers, traders, and technologists to deliver end-to-end trading solutions.

Qualifications

• Graduate degree such as MS or PhD in a quantitative discipline.
• Strong foundation in probability, statistics, numerical methods, optimization, or machine learning.
• Strong CS fundamentals, including algorithms, data structures, object-oriented design, concurrency, memory management, and systems architecture.
• Strong programming skills in Java or another object-oriented language.
• Ability to translate quantitative models and market behavior into efficient algorithms and reliable production systems.
• Strong quantitative, analytical, and problem-solving skills.
• Familiarity with electronic trading, market microstructure, and event-driven architecture.
• Strong communication skills and the ability to work effectively with Researchers, Traders, and Technologists.

Responsibilities

• Develop quantitative execution algorithms, event-driven strategies, and trading analytics.
• Analyze market, order book, trade, and execution data to improve trading performance.
• Build models for liquidity, fill probability, transaction costs, market impact, and execution quality.
• Translate quantitative models and trading hypotheses into reliable production implementations.
• Develop simulation, backtesting, market replay, and performance-attribution frameworks.
• Build low-latency, event-driven systems for market data, pricing, signal generation, and order execution.
• Monitor live algorithms and improve their performance, resilience, and efficiency.
• Collaborate with Quantitative Researchers, Traders, and Technologists throughout the research-to-production lifecycle.

Skills

Concurrency

Algorithms

Java

ML basics

Communication skills

Education

MS/PhD in quantitative field

Tools

ZeroMQ

Aeron

Protocol Buffers

SBE

KDB+/Q

SQL

Python

C++

Job description

SMBC is seeking a Quantitative Developer in New York to join the Rates Systematic Trading team. You will develop quantitative execution algorithms, analytics, and high-performance systems, translating models into production implementations.

The role requires a strong background in quantitative disciplines and software engineering, with collaboration across researchers, traders, and technologists to deliver end-to-end trading solutions.