Senior Quantitative Researcher - Macro
Selby Jennings
Hong Kong
Full time
Permanent
Hybrid
Negotiable
About the job
- 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.
