Hybrid Systematic Trader – Quantitative Markets

SMBC; New York (NY); Hybrid; USD 191,000 - 197,000; Full time

Job summary

SMBC Group is a leading global financial group with a hybrid work model offering opportunities across the Americas. The role focuses on running systematic trading day-to-day operations, researching hedging and execution strategies, and improving pricing models in a high-caliber team in New York.

Ideal candidates hold a Master’s in a quantitative field, 3 years of experience in quantitative finance, and strong programming and analytics skills to drive trading innovations and risk management.

Qualifications

• Master's degree in a related field with a strong mathematical focus.
• 3 years of experience in quantitative finance or trading environments.
• Proficiency in programming and systems engineering relevant to trading.

Responsibilities

• Run systematic trading day-to-day operations (risk and P&L, and systems).
• Research and monitor trading, hedging and execution strategies; assess pricing/risk models.
• Improve models and trading strategies based on data-driven insights.

Skills

Quantitative modeling

Algorithmic trading

Derivatives pricing

Mathematical modeling

Statistical analysis

Optimization techniques

Linear regression

Data-driven research

Programming

Systems engineering

Education

Master's degree in Applied Mathematics, Financial Engineering, Quantitative Finance or related field

Job description

SMBC Group is a leading global financial group with a hybrid work model offering opportunities across the Americas. The role focuses on running systematic trading day-to-day operations, researching hedging and execution strategies, and improving pricing models in a high-caliber team in New York.

Ideal candidates hold a Master’s in a quantitative field, 3 years of experience in quantitative finance, and strong programming and analytics skills to drive trading innovations and risk management.