APAC Quantitative Researcher - Systematic Trading

Macquarie Bank Limited; Sydney; On-site; AUD 180,000 - 240,000; Full time

Benefits offered by this job

Wellbeing leave

Parental leave

Volunteer leave

Job summary

Macquarie Bank Limited in Sydney seeks a Quantitative Researcher to develop systematic trading models across Asia Pacific equities and derivatives. You will work with traders, risk managers and technologists to improve execution quality and risk-adjusted returns.

The role requires a postgraduate quantitative degree and strong skills in statistics, machine learning and time series analysis, plus programming with large market data. Hybrid arrangements apply where allowed.

Qualifications

• Postgraduate degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, Machine Learning or a related field.
• Proven experience in quantitative research, systematic trading or execution analytics, ideally with exposure to Asia Pacific markets.
• Advanced statistical modelling, machine learning and time series analysis capabilities.
• Strong programming skills and experience working with large-scale market data sets.
• Experience researching market microstructure, execution algorithms, transaction costs or quantitative trading strategies.
• Knowledge of pricing and execution across equities, ETFs, futures, swaps and foreign exchange products.
• Familiarity with exchange market structure, index rebalances and order book data.
• Understanding of alpha signals, risk models and systematic execution frameworks.
• Ability to design robust research frameworks, conduct empirical testing and communicate findings clearly.
• Strong collaboration and communication skills with the ability to partner effectively with traders, risk managers and technologists.
• Commercial mindset and demonstrated ability to translate quantitative research into practical trading outcomes.

Responsibilities

• Conduct quantitative research and develop systematic trading solutions across Asia Pacific equity and derivatives markets.
• Combine market microstructure research, execution optimisation and alpha discovery to improve decisions and risk-adjusted returns.
• Develop quantitative tools and models to improve execution performance, efficiency and funding optimisation.
• Collaborate with traders, risk managers and technologists to translate insights into actionable trading outcomes.

Skills

Quant research

Systematic trading

Execution analytics

Statistics & ML

Time series

Programming

Market microstructure

Alpha signals

Risk models

Execution algorithms

Cross-asset pricing

Order book data

Education

Postgraduate degree in quantitative discipline

Job description

Macquarie Bank Limited in Sydney seeks a Quantitative Researcher to develop systematic trading models across Asia Pacific equities and derivatives. You will work with traders, risk managers and technologists to improve execution quality and risk-adjusted returns.

The role requires a postgraduate quantitative degree and strong skills in statistics, machine learning and time series analysis, plus programming with large market data. Hybrid arrangements apply where allowed.