Quantitative Developer, Systematic Trading, Rates, Associate

Job overview

Quantitative Developer, Systematic Trading, Rates, Associate is a hybrid role based in New York, NY, with employees expected to live within reasonable commuting distance of the office. Compensation is not specified in the structured pay information. The role joins SMBC’s Rates Systematic Trading team. The developer turns quantitative models and trading ideas into reliable, low-latency production systems. The role builds execution algorithms, analytics, simulations, and monitoring tools in collaboration with quantitative researchers and traders to improve trading performance and system resilience.

What you'll do

• Develop execution algorithms, event-driven strategies, and trading analytics
• analyze market, order book, trade, and execution data
• build models for liquidity, fill probability, transaction costs, market impact, and execution quality
• implement models in production
• develop simulation and backtesting frameworks
• build low-latency systems
• monitor live algorithms
• design scalable, multithreaded software architectures.

What we're looking for

Skills & competencies

quantitative developer

systematic trading

rates

execution algorithms

event-driven systems

low-latency software

backtesting

market microstructure

java

hybrid

new york ny

smbc

Work arrangement

• Weekend coverage required

Benefits & perks

• Competitive employee benefits portfolio.

Why this role

Owns contributions across research, simulation, deployment, and live monitoring of systematic trading systems.

About the employer

SMBC is hiring for this role. Industry: Commercial Banking. Sector: 52.