Senior Quantitative Strategist
Job no: CGM-949442
Work type: Full time
Group: Commodities and Global Markets
Division: Equity Derivatives and Trading
Recruiter: Ross Maddock
Our Quant Strategy team applies specialist methods from mathematics, science and engineering to generate revenue. We work on data, models, and algos; specifically, for derivative valuation and risk, automated trading, and data-driven decision-making.
You will lead cross-business modelling within Commodities and Global Markets, manage a small team of quantitative analysts, and collaborate with a wide collection of stakeholders across the businesses, risk and technology.
You will lead strategy and delivery for modelling for valuation adjustments (XVA), standard initial margins (SIMM), counterparty credit risk, interest-rate benchmark transition (IBOR), model governance, and more broadly initiatives to scale up our modelling capability.
You are an expert in financial engineering, with demonstrated ability to manage and deliver. You have expertise and qualifications in mathematics and computing (preferably C++ / Python). You have excellent communication skills, with demonstrated ability to guide and influence stakeholders.
Apply now! This is an outstanding opportunity to be part of a global team, closely aligned with revenue generation.
Find out more about Macquarie at www.macquarie.com/about
Commodities and Global Markets provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities.
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.
Advertised: AUS Eastern Daylight Time
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