Hybrid Systematic Trader | Quantitative Trading & Models

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

Benefits offered by this job

Hybrid work model

Discretionary incentive award

Competitive benefits package

Job summary

SMBC Group in New York seeks a Senior Quantitative Trader to run day-to-day systematic trading operations, including P&L risk management and systems support.

The role requires a Master’s in Applied Math, Financial Engineering, or a related field and at least 3 years of experience in quantitative finance, derivatives pricing, and algorithmic trading; hybrid work arrangements and a competitive benefits package are offered.

Qualifications

• Master’s degree in a quantitative field required.
• 3 years of experience in quantitative finance, derivatives pricing, and algorithmic trading.
• Strong programming and systems engineering skills.

Responsibilities

• Run systematic trading day-to-day operations (P&L, risk, and systems).
• Research and monitor trading, hedging and execution strategies.
• Research and monitor pricing/risk models for electronic quantitative market making.
• Improve models and strategies.

Skills

Quantitative modeling

Algorithmic trading

Derivatives pricing

Statistical analysis

Optimization techniques

Linear regression

Data-driven research

Programming

Systems engineering

Education

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

Job description

SMBC Group in New York seeks a Senior Quantitative Trader to run day-to-day systematic trading operations, including P&L risk management and systems support.

The role requires a Master’s in Applied Math, Financial Engineering, or a related field and at least 3 years of experience in quantitative finance, derivatives pricing, and algorithmic trading; hybrid work arrangements and a competitive benefits package are offered.