Quantitative Specialist

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.

Main Responsibilities

Algo Modeling & Development

• Research, design, develop, implement, and maintain quantitative models for UST algo trading

• Enhance existing models and contribute to new developments

• Contribute 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 validation

Trading Support & Collaboration

• Work closely with traders to formalize and implement trading ideas

• Provide support on model usage and behavior in production

• Participate in real-time analysis of strategy performance

• 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

• Contribute to knowledge transfer to mitigate concentration risk