Join our Quantitative Strategy team in an exciting front-office role based in Singapore that supports our global Quantitative Investment Strategies businesses. The team sits within our Commodities and Global Markets business that provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities. By applying specialist methods from mathematics, science and engineering, we work on data, models, and algorithms with application to derivative valuation and risk, automated trading and data-driven decision-making to generate revenue.
At Macquarie, we are working to create lasting value for our communities, our clients and our people. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You’ll be part of a supportive team where everyone - no matter what role - contributes ideas and drive outcomes.
What role will you play?
You will play a crucial role in index products implementation by managing the index platform and supporting the trading desk in Asia Pacific. By providing quantitative expertise to traders, structurers and marketers, you will help develop and maintain our quantitative models library. You will also work with other areas of the organisation on model development and approvals.
What you offer
- 2+ years of experience in Commodities markets and Derivatives, Equity derivatives, Index products and related methodologies (Bloomberg Commodity Index, S&P Commodity Index, Credit Suisse Commodity Index, RICI), Risk Premia, Pricing models and Index Risk management
- Strong programming experience in Python, with exposure to C++ in a front office Index-related Quant role with a strong interest in improving code quality and pushing technology stack forward
- Experience with Python frameworks (pandas, numpy, Celery), databases (Sybase, Mongo, Percona) and Data providers (e.g Bloomberg, Refinitiv, Morningstar, OptionMetrics)
- Strong verbal and written communication skills to interact with stakeholders across all levels.
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.
Benefits
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
About Commodities and Global Markets
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.
Our commitment to Diversity, Equity and Inclusion
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.
