What You’ll Be DoingThe US Treasury Electronic Trading Quant partners with traders and technology teams to develop quantitative models, analytics, and automated trading capabilities that improve pricing, execution, hedging, and risk management across the UST franchise. The role combines quantitative research, software development, and trading strategy, with direct impact on electronic trading performance and client outcomes.
How You’ll Succeed
Develop and enhance models for RFQ pricing, spread optimization, auto-hedging, inventory management, and execution strategy.
Analyze market, trading, and client data to improve profitability, hit rates, execution quality, and risk-adjusted returns.
Research UST market microstructure, liquidity dynamics, client behavior, and trading performance.
Build analytics and monitoring tools for RFQ performance, quoting, hedging effectiveness, and execution quality.
Design, implement, and support production quantitative solutions within the electronic trading platform.
Partner closely with traders, developers, and sales teams to deliver business-driven quantitative solutions.
Support model governance, validation, and ongoing performance monitoring.
Who You Are
Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative discipline.
Experience in electronic trading, quantitative research, market making, or systematic trading.
Strong understanding of U.S. Treasury products, market structure, and electronic trading workflows.
Strong programming skills in Python, Java, or C++.
Experience working with large-scale market and trading datasets.
Excellent analytical, problem-solving, and communication skills.
#LI-TA
At CIBC, we offer a competitive total rewards package. This role has an expected salary range of $225,000 for the New York, NY market based on experience, qualifications, and location of the position. The successful candidate may be eligible to participate in the relevant business unit’s incentive compensation plan, which also may include a discretionary bonus component. CIBC offers a full range of benefits and programs to meet our employee’s needs; including Medical, Dental, Vision, Health Savings Account, Life Insurance, Disability, and Other Insurance Plans, Paid Time Off (including Sick Leave, Parental Leave, and Vacation), Holidays, and 401(k), in addition to other special perks reserved for our team members.
Candidates hired to work in other locations will be subject to the pay range associated with that location. Additional total compensation and benefits details will be provided during the hiring process.
Job Location
NY-New York, 300 Madison Ave Fl 5
Employment Type
Regular
Weekly Hours
40
Skills
Analytical Thinking, Client Consultations, Financial Markets, Financial Modeling, Global Market, Investments, Market Trading, Problem Solving, Researching, Risk Management, Trading Platforms