Desk Strats
Apply NowCompany: Sumitomo Mitsui Financial Group, Inc.
Location: New York, NY 10025
Description:
Role Description
The SMBC's Capital Markets' Strategists Group in the Front Office which engaged in generating high value cross asset solutions for risk and P&L using Polaris Platform. This group is also responsible for ensuring the consistency or models and usages across lines of business and carry forward one system Agenda. Polaris Core Strategists are a key part of SMBC CM business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Polaris, which is a next generation risk, pricing, and trade management platform.
Role Objectives
Qualifications and Skills
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The SMBC's Capital Markets' Strategists Group in the Front Office which engaged in generating high value cross asset solutions for risk and P&L using Polaris Platform. This group is also responsible for ensuring the consistency or models and usages across lines of business and carry forward one system Agenda. Polaris Core Strategists are a key part of SMBC CM business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Polaris, which is a next generation risk, pricing, and trade management platform.
Role Objectives
- Support trading desk for modeling, pricing and risk request. Generate solutions or trading ideas.
- Developing Polaris (Java/C++) analytics model that is used to price and risk manage financial products.
- Support of traders/sales of the frameworks, communicating with other quant teams and technology groups.
Qualifications and Skills
- Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
- Outstanding problem solving skills
- Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code
- Experience writing high quality Python is preferable
- Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
- Knowledge of finance or quantitative finance is desirable
- Prior experience in systems like Athena (JPMC), Quad (BofA) or SecDb(GS) is a plus.
#LI-RCH