Quantitative Researcher | Asia Pacific Systematic TradingEquity Derivatives and Trading issues retail derivatives in key locations, provides derivative products and financing solutions to our institutional client base, and conducts risk management, market making and balance sheet optimisation activities.
This is an opportunity to join our entrepreneurial and collaborative Index and Forward Trading team in Sydney.We are a global financial services group operating in 30 markets with 57 years of unbroken profitability.
At Macquarie, you're empowered to shape a career that is fulfilling and creates value.
You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.What role will you play?
Press space or enter keys to toggle section visibilityIn this role you will work alongside traders, risk managers and technologists.
You will conduct quantitative research and develop systematic trading solutions across Asia Pacific equity and derivatives markets.
The role combines market microstructure research, execution optimisation and alpha discovery to improve trading decisions, execution quality and risk-adjusted returns across a broad range of listed and OTC products.Your research will focus on: Intraday stock, ETF and futures price dynamics, order book analytics and market microstructure, transaction cost analysis and execution quality measurement, alpha signal discovery, statistical modelling and forecasting, liquidity forecasting and market impact modelling.
As well as rebalance and event-driven trading opportunities, cross-market relationships between cash equities, ETFs, futures, swaps and foreign exchange markets, systematic execution and optimisation of index arbitrage and delta-one trading strategies.
You will also be responsible for the development of quantitative tools and models to improve execution performance,



operational efficiency and risk-adjusted returns and identifying opportunities to enhance trading technology, execution platforms, balance sheet efficiency and funding optimisation.What you offerPress space or enter keys to toggle section visibilityPostgraduate degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, Machine Learning or a related fieldRelevant experience in quantitative research, systematic trading or execution analytics, ideally with exposure to Asia Pacific marketsAdvanced statistical modelling, machine learning and time series analysis capabilitiesStrong programming skills and experience working with large-scale market data setsExperience researching market microstructure, execution algorithms, transaction costs or quantitative trading strategiesKnowledge of pricing and execution across equities, ETFs, futures, swaps and foreign exchange productsFamiliarity with exchange market structure, index rebalances and order book dataUnderstanding of alpha signals, risk models and systematic execution frameworksAbility to design robust research frameworks, conduct empirical testing and communicate findings clearlyStrong collaboration and communication skills with the ability to partner effectively with traders, risk managers and technologistsCommercial mindset and demonstrated ability to translate quantitative research into practical trading outcomes.What we offerPress space or enter keys to toggle section visibilityAt Macquarie, you're empowered to shape a career that's rewarding in all the ways that matter most to you.




Macquarie employees can access a wide range of advantages which, depending on employment type, include:1 wellbeing leave day per yearUp to 5 additional service bonus leave days per yearUp to 20 weeks' paid parental leave for primary caregivers along with 12 days of transition leave upon return to work, and 6 weeks' paid leave for non-primary caregivers2 days of paid volunteer leave and donation matchingUp to 12 months' gender affirmation leave, including 6 weeks' paid leaveAccess to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinationsAccess to a wide range of salary packaging optionsAccess to a wide range of learning and development opportunities, including reimbursement for professional membership or subscriptionHybrid and flexible working arrangements, dependent on roleReimbursement for work from home equipmentAbout Commodities and Global MarketsPress space or enter keys to toggle section visibilityCommodities and Global Markets is a global business offering capital and financing, risk management, market access, physical execution and logistics solutions to its diverse client base across Commodities, Financial Markets and Asset Finance.Inclusion at MacquariePress space or enter keys to toggle section visibilityWe are committed to providing an inclusive environment for all, where different experiences, skills and perspectives are valued and respected.
Macquarie provides access to opportunities for all individuals regardless of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other characteristic or circumstance.We provide reasonable adjustments to individuals who may need support during the recruitment process and employment.
If you require an adjustment, please let us know during the application process.
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📌 Quantitative Researcher | Asia Pacific Systematic Trading (Sydney)
🏢 Macquarie Bank
📍 Sydney