We are seeking a high-calibre Quantitative Trader with a strong macro strategy focus to join our trading desk. The role involves developing, implementing and executing systematic and discretionary macro trading strategies across rates, FX, equities, commodities and cross-asset relative value. You will work closely with portfolio managers, researchers and risk teams to generate alpha in a fast-moving, data-driven environment.

1. Design, backtest and deploy quantitative macro trading strategies (systematic, semi-systematic and hybrid discretionary) across global rates, FX, equities indices, commodities and volatility.
2. Develop and maintain proprietary signals, factor models and regime-detection frameworks using alternative and traditional data.
3. Execute trades across electronic and voice markets with a focus on optimal execution, liquidity and transaction cost analysis.
4. Monitor live strategy performance, conduct post-trade analysis and continuously refine models based on market regime shifts.
5. Collaborate with quant researchers on signal generation, feature engineering and portfolio construction.
6. Manage risk parameters, position sizing and portfolio-level exposures in line with risk mandates.
7. Contribute to idea generation on macro themes (monetary policy, fiscal, growth/inflation regimes, geopolitical events, cross-asset correlations).
8. Maintain high standards of documentation, model governance and auditability.

1. 3–8 years of experience in quantitative / systematic trading with a clear macro focus (buy-side preferred; strong sell-side quant trading background also considered).
2. Proven track record of generating PnL from macro strategies (rates, FX, cross-asset preferred).
3. Strong programming skills in Python (mandatory); experience with C++ / Rust / Julia a plus.
4. Solid understanding of statistical methods, time-series analysis, machine learning techniques relevant to financial markets, and portfolio optimization.
5. Deep knowledge of global macro markets, monetary policy transmission, yield curve dynamics, FX microstructure and cross-asset relationships.
6. Experience with data infrastructure, alternative data, and production-level strategy deployment.
7. Excellent risk management mindset and ability to operate under pressure.
8. Degree in a quantitative discipline (Mathematics, Physics, Engineering, Computer Science, Statistics, Quantitative Finance). Advanced degree (Master’s / PhD) preferred but not mandatory if track record is strong.

1. Experience trading or modelling emerging markets macro.
2. Familiarity with cloud infrastructure and MLOps for strategy deployment.
3. Prior experience in a multi-strategy or macro hedge fund environment.
4. CFA / FRM or equivalent credentials.