ResponsibilitiesWe 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.Main ResponsibilitiesAlgo Modeling & DevelopmentResearch, design, develop, implement, and maintain quantitative models for UST algo tradingEnhance existing models and contribute to new developmentsContribute to the development of new alpha signal strategies.Ensure robustness and scalability of core models Backtesting Framework Maintain and improve backtesting infrastructure Ensure consistency, accuracy, and efficiency of simulations Contribute to performance analysis and strategy validationTrading Support & CollaborationWork closely with traders to formalize and implement trading ideas Provide support on model usage and behavior in productionParticipate in real-time analysis of strategy performanceCollaborate with technology teams to implement the models into productionKnowledge & DocumentationEnsure proper documentation of models, methodologies, and workflows in line with MRM guidelinesContribute to knowledge transfer to mitigate concentration riskProfile requiredProfile RequiredTechnical SkillsStrong 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 backtestingExperience 2+ years as quantitative analysis supporting algo tradingStrong understanding of US Treasury market structure: on-the-run/off-the-run dynamics, auction cycle, repo, futures basis, and DV01 riskEducationMaster's degree or PhD in Financial Engineering, Applied Mathematics, or related fieldCOMPENSATION:Base salary range does not include overtime pay, bonus and/or other benefits, where applicable. Actual base salary offer will vary based on skills and experience. The role is eligible for an annual discretionary bonus and includes a competitive benefits package including 401(k) plan with company match, medical/dental/vision, and other benefits for fertility, wellness, student loans and commuters.