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Quantitative Analyst, Commodities and Global Markets

New York

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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About Macquarie

A career at Macquarie means you’ll have the opportunity to develop and utilise new skills, explore interesting fields and do challenging work that will impact the lives of people around the world—whether it’s accelerating the green energy transition, helping sustain global food supplies, financing social housing projects or investing in essential infrastructure. At Macquarie, we’re empowering people to innovate and invest for a better future.

Our size and international presence means your work can take you anywhere—across business groups, disciplines, sectors and borders. With 17,000+ employees and offices in 33 markets around the world, we’re a truly global organisation.

You’ll be supported by a diverse team where the unique perspectives, ideas and experiences that all of our people bring are valued. You’ll be empowered to address unmet needs in our communities whilst advising and investing alongside our clients and partners. Working with us, you’ll have the opportunity to make a difference.

Macquarie is a global financial group providing clients with asset management, retail and business banking, wealth management, leasing and asset financing, market access, commodity trading, renewables development, specialist advisory, capital raising and principal investment.

Find out more at www.macquarie.com/careers

Job no: CGM-964563
Work type: Permanent - Full time
Location: New York
Category: Mid-level, Junior, Quantitative Analytics
Group: Commodities and Global Markets
Division: Central
Recruiter: Ellen Fahey
Opening Date: