Senior Quantitative Researcher - Macro

Selby Jennings; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Selby Jennings is seeking a quantitative analyst to develop and implement systematic macro trading strategies across asset classes. The role focuses on researching macro signals and building models to capture cross-asset relationships and regime shifts.

You will analyse large datasets, generate predictive signals, and work closely with PMs and traders on portfolio construction, risk allocation, and execution, while monitoring performance and PnL attribution.

Responsibilities

• Develop and implement systematic macro trading strategies across asset classes.
• Research macroeconomic signals including growth, inflation, liquidity and policy regimes.
• Build models for cross-asset relationships, factor signals, and regime shifts.
• Analyse large datasets including macro time series, market data and alternative data.
• Generate predictive signals and integrate them into live trading frameworks.
• Collaborate with PMs and traders on portfolio construction, risk allocation and execution.
• Monitor performance with PnL attribution and drawdown analysis.

Skills

Macro trading

Cross-asset modeling

Data analysis

Research signals

Job description

• Develop and implement systematic macro trading strategies across asset classes (FX, rates, credit, commodities).
• Conduct research on macroeconomic signals, including growth, inflation, liquidity, and policy regimes.
• Build models to capture cross-asset relationships, factor signals, and regime shifts.
• Analyse large datasets including macro time series, market data, and alternative data sources.
• Generate predictive signals and integrate them into live trading frameworks.
• Work closely with PMs and traders on portfolio construction, risk allocation, and execution considerations.
• Monitor and evaluate strategy performance, including PnL attribution and drawdown analysis.