Quantitative Advisor (SG Americas Securities, LLC, New York, NY)
Set and own the quantitative research agenda to build next generation valuation frameworks and systematic trading approaches spanning U.S. rates, swaps, and broader fixed income markets (10%). Scale systematic strategies in U.S. Treasuries, USD interest rate swaps, and related derivatives to monetize cross market dislocations and evolving liquidity regimes (10%). Embed advanced machine learning and alternative datasets into the full model lifecycle-data curation, feature engineering, training, and live monitoring-to enhance price discovery, execution quality, and risk insight (10%). Design a unified risk analytics stack delivering adaptive pre trade and post trade controls, P&L attribution, stress/scenario engines, and portfolio/strategy level diagnostics (5%). Translate research into robust, scalable production systems by partnering with senior trading leadership, technology, and risk to define SLAs, KPIs, experimentation guardrails, and reliability metrics (10%). Recruit, mentor, and manage a high performing quantitative team, setting technical standards (code quality, testing, documentation) and fostering a culture of innovation and continuous learning (10%). Modernize quantitative platforms and data pipelines by advancing automation, distributed computing, cloud/hybrid architectures, CI/CD, containerization, and resilient data engineering practices (5%). Maintain authoritative expertise in market microstructure, regulatory shifts, and trading technology trends to anticipate impacts on model design, execution venues, and risk frameworks (15%). Deliver executive level performance reviews and strategic recommendations, aligning research priorities with business objectives, capital allocation, and market opportunities (15%). Continuously evaluate and pilot emerging methodologies (e.g. robust optimization, reinforcement learning, causal inference) and drive their responsible adoption into the research roadmap (10%). Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $200,000 - $275,000 per year.
MINIMUM REQUIREMENTS: Master's Degree or U.S. equivalent in Operations Research, Statistics, Finance, Financial Engineering, or related field, plus 4 years of professional experience as a Quantitative Advisor, Quantitative Analyst or any occupation/position/job title involving quantitative, programming, and statistical models for financial markets.
Must also have the following: 4 years of professional experience in programming using Python, C# and SQL, applied to quantitative finance and algorithmic trading environments; 4 years of professional experience using statistical models to price and analyze financial products, including Black-Scholes, Local Volatility and Hull-White models; 4 years of professional experience developing post-trade analysis systems on algorithmic trading strategies performances, involving SQL databases interactions, data pipeline including Python Luigi and trading reports using Streamlit; 4 years of professional experience performing development and quantitative modeling analysis in Python, C# and Excel; 4 years of professional experience performing complex quantitative analysis on financial markets using stochastic models, numerical methods and optimization techniques, including ARIMA, PDE models, PCA, Regressions and Advanced Machine Learning frameworks; 4 years of professional experience in alpha generation for Fixed Income algorithmic trading strategies; 4 years of professional experience analyzing the performance of quoting algorithm within electronic trading framework; 4 years of professional experience analyzing portfolio performance and client trading behaviors using advanced statistical methodologies; and 4 years of professional experience developing and maintaining a pricing library with code sharing framework.
CONTACT: Please email resume to: . Must specify Ad Code ZPAR in the subject line.
JobiqoTJN. , Location: PECK SLIP, NY - 10060
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
- Dice Id: pandfeed
- Position Id: 604827816
- Posted 5 hours ago
