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Quantitative Analyst - Interest Rates – Manager


We have an exciting opportunity for an experienced quantitative analyst to join our Commodities and Global Markets Quant Strategy team. This is a front-office role, based in Singapore, working with our global businesses.

Our Quant Strategy team applies specialist methods from mathematics, science and engineering to generate revenue. We work on data, models, and algos with application to derivative valuation and risk, automated trading, and data-driven decision-making.

You will play a crucial role in the research and implementation of interest rate models for derivative valuation and trading. You will be providing quantitative expertise to traders, structurers, and marketers. You will also work with other areas of the organisation on model development and approvals. Additionally, you will help develop and maintain our quantitative model library.

You will have a minimum of 3 years’ experience in interest rates and/or exotic option modelling, programming skills in C++ and python, and experience with IBOR migration or structured notes an advantage. Communicating with stakeholders of all levels will be vital, so you will posses good verbal and written communication skills and the ability to work autonomously and under pressure.

You will have outstanding academic achievements including a PhD in a quantitative discipline (e.g. maths, physics or engineering) and a strong academic network. 

This represents an outstanding opportunity to be a part of a global team.

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 commitment to Diversity and Inclusion 

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 recognise that flexibility comes in a variety of forms. Talk to us about what flexibility you need.

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 15,000 employees and offices in 31 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, investment banking and principal investment.

Find out more at

Job no: CGM-953866
Work type: Full time
Location: Singapore
Category: Mid-level, Commodities, Quantitative Analytics
Group: Commodities and Global Markets
Division: Central
Recruiter: Andrew Crosby
Opening Date: