Quantitative Strategist – Rates Trading & Modeling

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

Benefits offered by this job

Hybrid work model

Benefits package

Job summary

SMBC Group in New York seeks a Quantitative Researcher / Strategist to join the Rates Systematic Trading team to research, develop, and implement quantitative models and electronic trading strategies.

You will combine quantitative research with market analysis and software engineering across pricing, market making, alpha generation, execution, hedging, and risk management, collaborating with Quant Traders and Technologists throughout the research lifecycle.

Qualifications

• Graduate degree in a quantitative field (MS/PhD).
• Strong foundation in probability, statistics, optimization, time-series or machine learning.
• Strong programming skills in Java or an OO language.
• Ability to translate market problems into quantitative approaches and solutions.
• Experience with large datasets and independent research.
• Interest in financial markets, systematic trading, and market structure.
• Clear written and verbal communication; collaborative in fast-paced settings.

Responsibilities

• Develop quantitative models for pricing, market making, execution, hedging, and risk internalization.
• Analyze market data and internal flow to identify patterns and opportunities.
• Research and implement alpha signals and systematic trading strategies across Rates products.
• Build backtesting, simulation, and performance-analysis frameworks.
• Implement models and trading strategies in Java or other OO languages.
• Monitor live strategies and evaluate performance for improvements.
• Collaborate with traders and technologists to deliver robust, production-ready solutions.
• Maintain rigorous testing and documentation of methodologies, assumptions, risks, and limits.

Skills

Quantitative research

Time-series analysis

Statistical modeling

Java

Analytical thinking

Problem solving

Communication

Team collaboration

Education

MS or PhD in Financial Engineering / Mathematics / Physics / Statistics / CS

Tools

Java

Python

SQL

kdb+/q

Job description

SMBC Group in New York seeks a Quantitative Researcher / Strategist to join the Rates Systematic Trading team to research, develop, and implement quantitative models and electronic trading strategies.

You will combine quantitative research with market analysis and software engineering across pricing, market making, alpha generation, execution, hedging, and risk management, collaborating with Quant Traders and Technologists throughout the research lifecycle.