Director, US Treasury Electronic Trading Quant
CIBC•New York, NY
•Onsite
About The Position
The US Treasury Electronic Trading Quant partners with traders and technology teams to develop quantitative models, analytics, and automated trading capabilities that improve pricing, execution, hedging, and risk management across the UST franchise. The role combines quantitative research, software development, and trading strategy, with direct impact on electronic trading performance and client outcomes.
Requirements
- Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative discipline.
- Experience in electronic trading, quantitative research, market making, or systematic trading.
- Strong understanding of U.S. Treasury products, market structure, and electronic trading workflows.
- Strong programming skills in Python, Java, or C++.
- Experience working with large-scale market and trading datasets.
- Excellent analytical, problem-solving, and communication skills.
- Values matter to you. You bring your real self to work and you live our values – trust, teamwork, and accountability.
Responsibilities
- Develop and enhance models for RFQ pricing, spread optimization, auto-hedging, inventory management, and execution strategy.
- Analyze market, trading, and client data to improve profitability, hit rates, execution quality, and risk-adjusted returns.
- Research UST market microstructure, liquidity dynamics, client behavior, and trading performance.
- Build analytics and monitoring tools for RFQ performance, quoting, hedging effectiveness, and execution quality.
- Design, implement, and support production quantitative solutions within the electronic trading platform.
- Partner closely with traders, developers, and sales teams to deliver business-driven quantitative solutions.
- Support model governance, validation, and ongoing performance monitoring.
Benefits
- Medical
- Dental
- Vision
- Health Savings Account
- Life Insurance
- Disability
- Other Insurance Plans
- Paid Time Off (including Sick Leave, Parental Leave, and Vacation)
- Holidays
- 401(k)
- Incentive pay
- Banking benefits
- Wellbeing support
- MomentMakers, our social, points-based recognition program
- Purpose Day; a paid day off dedicated for you to use to invest in your growth and development
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What This Job Offers
Job Type
Full-time
Career Level
Director
