Quantitative Specialist

Responsibilities

• We are seeking a Quantitative Analyst to join SG R&D in AMER, focusing on Rates Algo strategies. The role involves the design, development, and support of algorithmic trading models across U.S. Treasuries and swaps markets. The candidate will work closely with trading teams to maintain and enhance existing strategies, ensure robustness of backtesting frameworks, and contribute to the evolution of the algorithmic platform. This role is critical to ensure continuity of expertise and mitigate key-man risk within the team.
• Algo Modeling & Development: Research, design, develop, implement, and maintain quantitative models for UST algo trading
• Algo Modeling & Development: Enhance existing models and contribute to new developments
• Algo Modeling & Development: Contribute to the development of new alpha signal strategies.
• Algo Modeling & Development: Ensure robustness and scalability of core models
• Backtesting Framework: Maintain and improve backtesting infrastructure
• Backtesting Framework: Ensure consistency, accuracy, and efficiency of simulations
• Backtesting Framework: Contribute to performance analysis and strategy validation
• Trading Support & Collaboration: Work closely with traders to formalize and implement trading ideas
• Trading Support & Collaboration: Provide support on model usage and behavior in production
• Trading Support & Collaboration: Participate in real-time analysis of strategy performance
• Trading Support & Collaboration: Collaborate with technology teams to implement the models into production
• Knowledge & Documentation: Ensure proper documentation of models, methodologies, and workflows in line with MRM guidelines
• Knowledge & Documentation: Contribute to knowledge transfer to mitigate concentration risk

Requirements

• Strong quantitative and analytical skills
• Solid understanding of Rates products and derivatives
• Strong programming skills (Proficiency in Python, object-oriented languages)
• Experience in time series analysis and backtesting
• 2+ years as quantitative analysis supporting algo trading
• Strong understanding of US Treasury market structure: on-the-run/off-the-run dynamics, auction cycle, repo, futures basis, and DV01 risk
• Education: Master’s degree or PhD in Financial Engineering, Applied Mathematics, or related field
• Business insight

Benefits

• Annual discretionary bonus