SMBC Capital Markets is an interest rates derivatives trading company based in New York City, with offices in London and Hong Kong. We are a subsidiary of Sumitomo Mitsui Banking Corporation (SMBC), one of the leading global banks in Japan.
Our Capital Markets business is an established derivatives dealer with a broad product portfolio, with specific emphasis on interest rates and foreign exchange. We have been in operation for more than 30 years and is a leading market-maker in several markets.
Our Quantitative Research group is seeking a Quantitative Researcher Intern to assist with the group’s model analysis, testing, and documentation. This provides you a unique opportunity to learn interest rate modeling, from yield curve construction to pricing and risk management. The position will be full-time beginning January 2023.
The anticipated range for this role is between the hourly rate of $20 and $30. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.
The Quantitative Researcher Intern will assist full-time staff with the following tasks: