VP, Quantitative Trading Systems – Rates & Execution

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

Job summary

SMBC Group is seeking a Quantitative Developer to join the Rates Systematic Trading team in New York. You will develop quantitative execution algorithms, analytics, and high-performance systems, translating models and trading ideas into robust, low-latency production solutions.

The role combines quantitative analysis, market microstructure, and software engineering across order execution, simulation, and real-time monitoring, collaborating with researchers and traders to drive performance.

Qualifications

• MS or PhD in Computer Science, Mathematics, Physics, Statistics, Engineering, Financial Engineering, or another quantitative field.
• 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 models into efficient production algorithms.
• Familiarity with electronic trading, market microstructure, and event-driven architecture.
• Strong communication skills for collaboration with Researchers, Traders, and Technologists.

Responsibilities

• Develop quantitative execution algorithms, event-driven strategies, and trading analytics.
• Analyze market data to improve trading performance.
• Build models for liquidity, costs, and market impact.
• Translate models into reliable production systems.
• Develop simulation, backtesting, and performance attribution tools.
• Build low-latency, scalable, multithreaded systems for market data and order execution.
• Monitor live algorithms and improve resilience and efficiency.
• Collaborate across research, trading, and tech teams.

Skills

Java/OOP

Algorithms/Data Structures

Concurrency/Multithreading

Statistics/Probability

Communication

Education

MS/PhD in CS/Math/Physics/Engineering/Financial Eng

Tools

ZeroMQ

Aeron

Protocol Buffers

SBE

KDB+/Q

SQL

Job description

SMBC Group is seeking a Quantitative Developer to join the Rates Systematic Trading team in New York. You will develop quantitative execution algorithms, analytics, and high-performance systems, translating models and trading ideas into robust, low-latency production solutions.

The role combines quantitative analysis, market microstructure, and software engineering across order execution, simulation, and real-time monitoring, collaborating with researchers and traders to drive performance.