We are looking for an experienced Quantitative Analyst to join the Quant Strategy team to work on Foreign Exchange and Interest Rate modelling for our Commodities and Global Markets group within Macquarie. This is a front-office role located in New York.
Our Quant Strategy team applies specialist methods from mathematics, science, and engineering to generate revenue. We work on data, models, and algorithms with application to derivative valuation and risk, automated trading, and data-driven decision-making.
You will:
- Research and implement foreign exchange and interest rate models for derivative valuation and trading
- Develop and maintain our quantitative model library with particular focus on derivative pricing and emerging markets
- Provide quantitative expertise to traders, structures, and marketers
- Work with other areas of the organization on model development and approval
We are seeking a candidate who understands good research, demonstrated by outstanding academic achievements, including a PhD in a quantitative discipline (e.g., maths, physics, or engineering) with at least two years of experience in interest rates and/or foreign exchange. Excellent written and verbal communication skills and the ability to work autonomously and under pressure should ensure success in this position. We also require strong numerical skills, with proven experience in C++ and Python.
This represents an outstanding opportunity to be a part of a global team, closely aligned with revenue generation.
About Commodities and Global Markets
Commodities and Global Markets provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities.
Our COVID-19 policy
In line with local regulations, all Macquarie employees in New York are required to be fully vaccinated against COVID-19 and provide proof of full vaccination in order to attend the office and to participate in external meetings and business travel in New York City, unless a reasonable accommodation is approved or as otherwise required by law. Outside of New York, proof of vaccination is not required to attend a Macquarie office, travel for business, or attend an external business event.
Our commitment to Diversity, Equity and Inclusion
The diversity of our people is one of our greatest strengths. An inclusive and equitable workplace enables us to embrace that diversity to deliver more innovative and sustainable solutions for our people, clients, shareholders and communities. At Macquarie, you'll be encouraged to be yourself and supported to perform at your best. If you're inspired to deliver on our purpose of ‘empowering people to innovate and invest for a better future’, we want you on our team. If you need adjustments made to the recruitment process, please reach out to your recruiter.
All qualified applicants will receive consideration for employment and will not be discriminated against on the basis of race, color, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other impermissible criterion or circumstance. Macquarie also takes affirmative action in support of its policy to hire and advance in employment of individuals who are minorities, women, protected veterans, and individuals with disabilities.
We equip our people with the support to work in a range of flexible ways. Talk to us about what working arrangements would help you thrive.
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