Senior Quantitative Researcher - Macro

Selby Jennings; Hong Kong; On-site; HKD 1,200,000 - 1,800,000; Full time

Job summary

Selby Jennings is seeking an experienced quantitative researcher/trader to develop and implement systematic macro trading strategies across FX, rates, credit and commodities.

The role requires researching macroeconomic signals, building cross-asset models, and generating predictive signals for live trading, in close collaboration with PMs and traders on portfolio construction, risk allocation and execution considerations.

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 and market data.
• Generate predictive signals and integrate them into live trading frameworks.
• Collaborate with PMs and traders on portfolio construction and execution.
• Monitor and evaluate strategy performance, including PnL attribution.

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.