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Delta One Trader | Asia Pacific Systematic Trading

Primary office location
Hong Kong
Additional office locations
Sydney
Date
16-May-2024
Permanent - Full time, Senior
Job category
Commodities, Sales, Structuring & Trading
Join our highly entrepreneurial and passionate Index and Forward Trading team, based either in Hong Kong or Sydney, providing expertise in systematic algorithmic development to help carry out index arbitrage and related delta-one activities across various Asia Pacific markets. You will work within a supportive and high performing team to explore and analyse innovative quantitative investment strategies in an entrepreneurial and collaborative culture.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.

What role will you play?

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Working closely with risk managers and traders across the region, you will focus on identifying development and optimization opportunities in algo trading strategies on Asia Pacific listed and Over-the-Counter products such as stocks, Exchange Traded Funds, stock/index/dividend futures, forwards, and equity swaps in order to maximise risk-adjusted returns. You will be constantly on the lookout for ways to advance the technology, execution operations and front office platforms and for balance sheet and funding optimisations.

What you offer

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  • Ideally a postgraduate degree in a quantitative, mathematics, physics, computer science, machine learning or similar discipline
  • 5+ years’ relevant experience in quantitative research and analysis (prior experience with Asia Pacific markets and regulations is highly valued)
  • Knowledge in pricing and systematic execution of index futures/swaps and Foreign Exchange forwards, algorithmic trading optimisation using alpha signals and risk models and familiarity with index management principles and mechanisms (for example, adjustment methodologies, scheduled rebalances, divisors and price adjustment factors)
  • Demonstrated track record in bringing technical ideas to life through teamwork and effective communication across functions
  • Exceptional interpersonal skills with fluency in English and the ability to communicate technical ideas succinctly with a commercial mindset
  • A strong proficiency with risk management systems, trading platforms and execution algorithms.
We love hearing from anyone inspired to build a better future with us, if you're excited about the role or working at Macquarie we encourage you to apply.

About Commodities and Global Markets

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In Commodities and Global Markets you will be part of a global business offering capital and financing, risk management, market access, physical execution and logistics solutions to a diverse client base.

Benefits

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Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include: 
  • Hybrid and flexible working arrangements
  • One wellbeing leave day per year
  • Up to 20 weeks paid parental leave as well as benefits to support you as you transition to life as a working parent 
  • Paid volunteer leave and donation matching
  • Other benefits to support your physical, mental and financial wellbeing
  • Access a wide range of learning and development opportunities

Our commitment to diversity, equity and inclusion

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We are committed to providing a working environment that embraces diversity, equity, and inclusion. We encourage people from all backgrounds to apply for a role regardless of their identity, including gender, race, ethnicity, cultural identity, nationality, age, sexual orientation, gender identity, intersex status, marital or family status, neurodiversity, religion or belief, disabilities, or socio-economic background.
If you require adjustments to your working arrangements or the recruitment process, please let us know when applying.