Desk Strats

About the position

SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG’s shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges. In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization’s extensive global network. The Group’s operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd. SMBC’s Capital Markets' Strategists Group in the Front Office is engaged in generating high value cross asset solutions for risk and P&L. This group is also responsible for ensuring the consistency or models and usages across lines of business and carry forward one system Agenda. Core Strategists are a key part of SMBC CM business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in a next generation risk, pricing, and trade management platform.

Responsibilities

  • Support trading desk for modeling, pricing and risk request. Generate solutions or trading ideas.
  • Developing (Java/C++) analytics model that is used to price and risk manage financial products.
  • Support of traders/sales of the frameworks, communicating with other quant teams and technology groups.
  • Work closely with trading desks, technology teams, and risk management to ensure alignment of quantitative tools with business goals and regulatory standards.
  • Help mentor a team of quantitative strategists and developers, setting direction for model development, research initiatives, and technology integration.

Requirements

  • 10+ years of experience in quantitative strategy or research within capital markets, including leadership and hands-on development.
  • Deep understanding of financial instruments, market microstructure, and trading systems.
  • Proven ability to lead complex projects and deliver high-impact solutions in a dynamic environment.
  • Strong programming skills in Python and/or C++, and professional experience with systems like Athena, Quad or SecDb is a plus.
  • Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code
  • Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
  • Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
  • Outstanding problem solving skills

Nice-to-haves

  • Experience writing high quality Python is preferable
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