Macro Desk Quant Strategist - Rates & FX Analytics

BAH Partners Limited; Hong Kong; Sur place; HKD 900 000 - 1 700 000; Plein temps

Résumé du poste

BAH Partners Limited in Hong Kong seeks a Macro Desk Quant / Strategist to work with an established discretionary Macro Portfolio Manager. You will focus on developing quantitative models, trading analytics and infrastructure with a particular emphasis on Rates and FX markets.

You will build Python-based tools for pricing, analytics, portfolio monitoring and risk management, and collaborate closely with the PM to translate trading ideas into actionable strategies and tools, while supporting

Qualifications

• 2–8 years of experience in quantitative research, desk strat, pricing, risk modelling or quantitative development.
• Strong Python programming and quantitative modelling skills.
• Good understanding of Rates and FX markets, with experience ideally across linear and/or non-linear products.
• Experience building quantitative tools, models, backtesting frameworks or trading strategies.
• Exposure to options, volatility modelling or AI/ML would be advantageous but is not essential.
• Background in a hedge fund, investment bank or proprietary trading environment.
• Strong academic background in Mathematics, Physics, Computer Science, Engineering or a related quantitative discipline.

Responsabilités

• Develop pricing, valuation and risk models across Rates, FX and related derivatives.
• Build backtesting frameworks to research, test and evaluate trading strategies.
• Develop Python-based tools for trading analytics, portfolio monitoring and risk management.
• Work closely with the PM to translate trading ideas into quantitative strategies and practical tools.
• Support portfolio construction, scenario analysis, stress testing and hedging.
• Enhance quantitative research infrastructure and trading workflows.

Connaissances

Python

Quant modelling

Rates markets

FX markets

Backtesting

AI/ML exposure

Formation

Mathematics/Physics/CS/Engineering degree

Outils

Backtesting frameworks

Description du poste

BAH Partners Limited in Hong Kong seeks a Macro Desk Quant / Strategist to work with an established discretionary Macro Portfolio Manager. You will focus on developing quantitative models, trading analytics and infrastructure with a particular emphasis on Rates and FX markets.

You will build Python-based tools for pricing, analytics, portfolio monitoring and risk management, and collaborate closely with the PM to translate trading ideas into actionable strategies and tools, while supporting