SMBC Group

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Senior Front Office Quantitative Developer

Senior Front Office Quantitative Developer

Job Locations 
US-NY-New York
Career Category 
Information Technology
Position ID 
2017-0355
Corporate Title 
DIR
Posting Date 
9/20/2017
Type 
Full-Time

More information about this job

Overview

SMBC’s Capital Markets – Trading Department is actively looking for talents to grow our businesses. In particular, we are hiring a senior quantitative developer who serves as our front office lead technologist/architect. The technologist must have extensive experience in front office systems preferably in the sell-side market-making space.

 

SMBC Capital Markets is a derivatives trading company since 1988 based in New York City, with offices in London and Hong Kong. SMBC CM is an established derivatives dealer with a broad product portfolio, with specific emphasis on interest rates and foreign exchange.

 

 

 

Responsibilities

The main responsibilities enclose:
1. Design and develop a suite of next-generation yield-curve analytics, which are to become the backbone of our trading desk tools
2. Architect a brand new trading tool which involves real-time trade modeling and portfolio analytics
3. Optimize and extend our algorithm/electronic trading capabilities by integrating analytics seamlessly with E-trading platforms
4. Serve as a technology expert in the collaboration efforts with other divisions of global SMFG group

We are seeking a independent and productive coder who has undergraduate or graduate degree in Computer Science or Electrical Engineering with solid quantitative knowledge of the Interest-rate and FX derivatives.

At least 7 years of relevant industry experience is required.

C++ and/or C# is a must. Python experience is strongly preferred. Network programming experience involving real-time data is a plus.

The candidate must demonstrate strong interest in system architectures and is able to demonstrate/articulate why one design option is better than another to traders and marketers.

 

Qualifications

Position  Responsibilities/Duties


1. Design and develop a suite of next-generation yield-curve analytics, which are to become the backbone of our trading desk tools
2. Architect a brand new trading tool which involves real-time trade modeling and portfolio analytics
3. Optimize and extend our algorithm/electronic trading capabilities by integrating analytics seamlessly with E-trading platforms
4. Serve as a technology expert in the collaboration efforts with other divisions of global SMFG group

 
Experience/Knowledge  Requirements


The technologist must have extensive experience in front office systems preferably in the sell-side market-making space. This experience could be from another sell-side firm or from working in a established technology firm providing services to capital market firms.

Undergraduate or graduate degree in Computer Science or Electrical Engineering with solid quantitative knowledge of the Interest-rate and FX derivatives.

At least 7 years of relevant industry experience is required.

C++ and/or C# is a must. Python experience is strongly preferred. Network programming experience involving real-time data is a plus.

[Comp Comment: At least 10+ years of experience preferred]
 
Required  Skills/Abilities


The candidate needs to be able to code productively and independently.
Demonstrated strong interest in trading system architectures.
Excellent communication skills.
Ability to explain technical matters to non-technical peers.