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 MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.



The anticipated salary range for this role is between $109,000.00 and $180,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.




Role Description



The Quantitative Researcher / Strategist will join the Rates Systematic Trading team to research, develop, and implement quantitative models and electronic trading strategies.



The role combines quantitative research, market analysis, and software engineering across pricing, market making, alpha generation, execution, hedging, and risk management. The Researcher / Strategist will work closely with Quantitative Traders and Technologists throughout the research lifecycle, from idea generation and model development to production implementation and performance monitoring.




Role Objectives

• Develop quantitative models supporting pricing, market making, execution, hedging, and risk internalization.


• Analyze market, order book, trade, and internal flow data to identify patterns and trading opportunities.


• Research, validate, and implement alpha signals and systematic trading strategies across Rates products.


• Build research, backtesting, simulation, and performance-analysis frameworks.


• Implement models and trading strategies in Java or another object-oriented programming language.


• Monitor live strategies, evaluate performance, and identify opportunities for improvement.


• Collaborate with Quantitative Traders and Technologists to deliver robust, scalable, and production-ready solutions.


• Apply rigorous testing and maintain clear documentation of methodologies, assumptions, risks, and model limitations.

Qualifications and Skills

• Graduate degree, such as an MS or PhD, in Financial Engineering, Mathematics, Physics, Statistics, Computer Science, or another quantitative discipline.


• Strong foundation in probability, statistics, optimization, numerical methods, time-series analysis, or machine learning.


• Strong programming skills in Java or another object-oriented programming language.


• Strong analytical and problem-solving skills, with the ability to translate complex and ambiguous market problems into rigorous quantitative approaches and practical solutions.


• Ability to conduct independent quantitative research and analyze large, complex datasets.


• Strong interest in financial markets, systematic trading, and electronic market structure.


• Clear written and verbal communication skills.


• Ability to work effectively in a collaborative, fast-paced, and production-oriented environment.

Preferred Qualifications

• Experience researching, validating, or implementing alpha signals and systematic trading strategies.


• Relevant experience through quantitative research, trading, software engineering, internships, or academic work.


• Knowledge of Rates and fixed-income products, including government bonds, futures, interest-rate swaps, or related derivatives.


• Familiarity with electronic trading, market microstructure, algorithmic execution, or quantitative market making.


• Experience with Python, kdb+/q, SQL, or other quantitative research and data-analysis technologies.


• Understanding of production software development, real-time systems, or low-latency applications.


• Experience using AI-enabled tools to enhance quantitative research and engineering workflows, with an interest in integrating AI-based solutions into production.

SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.



SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.