SMBC Group is looking to develop, implement, and monitor algorithmic trading strategies for interest rate products to optimize profitability and manage risk.
Requirements
- Proficiency in statistical and mathematical modeling.
- Expertise in programming languages such as Python or Java, and experience with algorithm development.
- Broad knowledge of financial markets, particularly interest rate products and derivatives.
- Excellent problem-solving skills and the ability to adapt models based on changing market conditions.
- Experience with high-frequency trading systems and real-time data analysis.
- Familiarity with machine learning techniques and their application in trading strategies.
- Understanding of regulatory requirements and risk management practices in financial trading.
Responsibilities
- Develop quantitative models and algorithms for trading interest rate products.
- Monitor the performance of trading strategies, making necessary adjustments to improve efficiency and manage risk.
- Analyze datasets to identify trading opportunities and market patterns.
- Apply advanced mathematical and statistical techniques to manage risk and ensure compliance with regulatory requirements.
- Work closely with software engineers, data scientists, and other stakeholders.
- Stay updated with financial market trends, economic news, and interest rate movements.
- Create and maintain documentation for models and algorithms developed.
Other
- Bachelor or Master's degree in Economics, Mathematics, Computer Science, Engineering, or a related field.
- Ability to work collaboratively in a team environment and communicate effectively with various stakeholders.
- Effectively communicate complex trading strategies and results to team members, management, and other stakeholders.
- SMBC’s employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well, from an SMBC office.
- SMBC requires that employees live within a reasonable commuting distance of their office location.
