Associate | Quant Developer

Macquarie Bank Limited; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

Join a leading bank's Quant Strategy team in Singapore as a Quant Developer, focusing on index products and supporting trading activities. You will enhance financial models and drive innovation in a collaborative environment that values diversity and inclusion. The role combines technical expertise in programming and deep knowledge of commodities and derivatives markets.

Qualifications

• Experience in Commodities markets and Derivatives.
• Strong programming skills in Python and/or C++.
• Excellent communication skills.

Responsibilities

• Implement index products and manage the Index platform.
• Support trading activities and collaborate on model development.
• Maintain library of quantitative models.

Skills

Programming in Python

Programming in C++

Risk management

Derivatives

Quantitative modeling

Stakeholder engagement

Tools

Python frameworks (pandas, numpy, celery)

Sybase

MongoDB

Financial data providers (Bloomberg, Refinitiv, Morningstar, OptionMetrics)

Job description

Join our Quant Strategy team in an exciting front-office role based in Singapore that supports our global Quantitative Investment Strategies businesses. The team sits within our Commodities and Global Markets division, providing clients with integrated services across equities, fixed income, foreign exchange, and commodities. We utilize methods from mathematics, science, and engineering to develop data-driven models and algorithms for derivative valuation, risk management, automated trading, and decision-making.

This role requires a full-time presence in our Singapore office, despite hybrid working options being available for many roles at Macquarie.

At Macquarie, we value diversity and empower our people to innovate and shape possibilities. Operating in 31 markets with 56 years of consistent profitability, we offer a collaborative environment where every team member's ideas contribute to our success.

What will you do?

You will be instrumental in implementing index products, managing the Index platform, and supporting trading activities. Your expertise will assist traders, structurers, and marketers, adding value and driving our franchise forward. You will collaborate on model development, approvals, and maintain our library of quantitative models.

What are we looking for?

• Experience in Commodities markets, Derivatives, Equity derivatives, Index products, Risk Premia, pricing models, and risk management.
• Strong programming skills in Python and/or C++, with an interest in enhancing code quality and technology.
• Experience with Python frameworks (pandas, numpy, celery) and databases (Sybase, MongoDB).
• Familiarity with data providers such as Bloomberg, Refinitiv, Morningstar, and OptionMetrics.
• Excellent communication skills to engage with stakeholders at all levels.
• Prior front-office index-related quant developer experience is advantageous.

We welcome applications from motivated individuals eager to build a better future with us.

About Commodities and Global Markets

Our division offers capital, financing, risk management, market access, physical execution, and logistics solutions across commodities, financial markets, and asset finance.

Our commitment to diversity, equity, and inclusion

We foster a diverse, equitable, and inclusive workplace. We encourage applicants from all backgrounds and identities, including race, ethnicity, gender, age, sexual orientation, disability, and more. We are committed to providing support and reasonable adjustments during the recruitment process and beyond.