Quantitative Researcher | Asia Pacific 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

Quantitative Researcher | Asia Pacific Systematic Trading

Equity 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?

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In 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 offer

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• Postgraduate degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, Machine Learning or a related field
• Relevant 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.

What we offer

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At 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 benefits which, depending on employment type, include:

• 1 wellbeing leave day per year
• Up to 5 additional service bonus leave days per year
• Up 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 caregivers
• 2 days of paid volunteer leave and donation matching
• Up to 12 months' gender affirmation leave, including 6 weeks' paid leave
• Access to Employee Assistance Program and wellbeing benefits including skin and health checks, and flu vaccinations
• Access to a wide range of salary packaging options
• Access to a wide range of learning and development opportunities, including reimbursement for professional membership or subscription
• Hybrid and flexible working arrangements, dependent on role
• Reimbursement for work from home equipment

About Commodities and Global Markets

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Commodities 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 Macquarie

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We 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.