Quantitative Researcher & Strategist, Rates Trading

SMBC Group; New York (NY); On-site; USD 109,000 - 180,000; Full time

Job summary

SMBC Group in New York seeks a Quantitative Researcher / Strategist to join the Rates Systematic Trading team. You will research, develop, and implement quantitative models and electronic trading strategies across pricing, market making, alpha generation, execution, hedging, and risk management.

You will work with Quantitative Traders and Technologists from idea to production, building backtesting and performance analysis frameworks, and ensuring robust, scalable solutions.

Qualifications

• Graduate degree in Financial Engineering, Mathematics, Physics, Statistics, Computer Science, or similar.
• Strong foundation in probability, statistics, optimization, numerical methods, time-series analysis, or ML.
• Strong programming skills in Java or an OO language.
• Ability to translate complex and ambiguous market problems into rigorous quantitative approaches.
• Ability to conduct independent quantitative research with large datasets.
• Strong interest in financial markets, systematic trading, and electronic market structure.
• Clear written and verbal communication skills.
• Ability to work in a fast-paced, production-oriented environment.

Responsibilities

• Develop quantitative models for pricing, market making, execution, hedging, and risk internalization.
• Analyze market, order book, trade, and internal flow data to identify patterns and trading opportunities.
• Research, validate, and implement alpha signals and systematic strategies across Rates products.
• Build research, backtesting, simulation, and performance-analysis frameworks.
• Implement models and trading strategies in Java or another object-oriented programming language.
• Monitor live strategies, evaluate performance, and identify opportunities for improvement.
• Collaborate with Quantitative Traders and Technologists to deliver robust, scalable, and production-ready solutions.
• Apply rigorous testing and maintain clear documentation of methodologies, assumptions, risks, and model limitations.

Skills

Quantitative research

Java

Statistics

Time-series analysis

Machine learning

Education

MS/PhD in a quantitative field

Tools

Python

kdb+/q

SQL

Job description

SMBC Group in New York seeks a Quantitative Researcher / Strategist to join the Rates Systematic Trading team. You will research, develop, and implement quantitative models and electronic trading strategies across pricing, market making, alpha generation, execution, hedging, and risk management.

You will work with Quantitative Traders and Technologists from idea to production, building backtesting and performance analysis frameworks, and ensuring robust, scalable solutions.