Mr Rigo will be based in Stamford, Connecticut and will report to Richard Volpe and Rishi Shah, co-heads of US dollar rates within the global banking and markets division.
Mr Rigo joins the firm after a 12-year career at UBS, where he was most recently executive director, responsible for trading zero- to three-year treasury coupons.
Mr Volpe said: "Gene is a seasoned market veteran with great customer relationships. Hiring a trader of Gene's caliber will be a great addition to our US dollar rates franchise."
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