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