$200K — $250K *
SMBC Capital Markets is an interest rates derivatives trading company based in New York City, with offices in London and Hong Kong. We are a subsidiary of Sumitomo Mitsui Banking Corporation (SMBC), one of the leading global banks in Japan. Our Capital Markets business is an established derivatives dealer with a broad product portfolio, with specific emphasis on interest rates and foreign exchange. We have been in operation for more than 30 years and is a leading market-maker in several markets.
This is a position for a Senior-level Quantitative Researcher. The focus is development of the infrastructure for derivative securities pricing, in the area of interest rates (including inflation), credit derivatives and foreign exchange.
The role resides in our Front Office Strategists team within our Capital Markets business. The successful hire will provide quantitative support in terms of model building, implementation, application building, and documentation as well as pricing and risk management advice to traders and marketers. The successful candidate understands the aspects of pricing of FX/interest rates swap/options, and will be able to implement pricers in C++ based DLL and/or in script languages. Excellent programming skills in C++ are important. Knowledge of scripting languages (e.g. Python) is a plus.
VP-level Front Office Quant who will contribute to the team's vanilla and exotic derivatives modeling and pricing efforts in interest rate and FX products.
Experience and Knowledge
Skills and Abilities
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 Rail Services LLC, Manufacturers Bank, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.
Valid through: 3/17/2021
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