Quantitative Developer: Rates Trading & Low-Latency Systems

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

Job summary

SMBC Group is seeking a Quantitative Developer for its Rates Systematic Trading team in New York. The role focuses on developing quantitative execution algorithms, analytics, and low‑latency production systems for electronic trading.

The candidate will translate models into robust software, work with researchers and traders, and contribute across research, simulation, deployment, and monitoring stages in a hybrid work environment.

Qualifications

• Graduate degree in a quantitative discipline (MS or PhD).
• Strong foundation in probability, statistics, numerical methods, optimization, or machine learning.
• Strong CS fundamentals: algorithms, data structures, concurrency, memory management, and systems architecture.
• Strong programming skills in Java or another object‑oriented language.
• Ability to translate quantitative models into efficient 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 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.
• Design scalable, multithreaded, and memory‑efficient software architectures.
• Collaborate with Quant Researchers, Traders, and Technologists through the research‑to‑production lifecycle.
• Team and Development Opportunities: direct collaboration, broad exposure, end‑to‑end ownership, balanced development.

Skills

Java programming

Quantitative analysis

Algorithms & data structures

Concurrency

Memory management

Communication skills

Problem solving

Electronic trading familiarity

Education

MS or PhD in Computer Science / Mathematics / Physics / Statistics / Engineering / Financial Engineering

Tools

ZeroMQ

Aeron

Protocol Buffers

SBE

KDB+/Q

SQL

Java

C++

Python

Job description

SMBC Group is seeking a Quantitative Developer for its Rates Systematic Trading team in New York. The role focuses on developing quantitative execution algorithms, analytics, and low‑latency production systems for electronic trading.

The candidate will translate models into robust software, work with researchers and traders, and contribute across research, simulation, deployment, and monitoring stages in a hybrid work environment.