What are the responsibilities and job description for the Senior Quantitative Analyst position at Macquarie Group?
Join our Macquarie Asset Management team as a Senior Quantitative Analyst within our Macquarie Fixed Income team. We are key in building modern investment applications and developing quantitative portfolio solutions using emerging technique.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
What role will you play?
You will support portfolio management and quantitative analysis by acting as a lead on various tasks to design, develop, and maintain quantitative applications and investment tools. You will also be responsible for conducting independent research and analysis utilizing quantitative methods to develop innovative solutions on portfolio construction, relative value model and risk mitigation topics. Additionally, you will work as desk quant to provide quantitative support on day-to-day portfolio management tasks, including idea generation, backtesting, and assessing risk and attributions.
What You Offer
About Macquarie Asset Management
Macquarie Asset Management is a global asset manager that aims to deliver positive impact. We’re trusted by institutions, pension funds, governments, and individuals to manage billions in assets globally. We provide access to specialist investment expertise across a range of capabilities including fixed income, equities, multi-asset solutions, private credit, infrastructure, green investments, natural assets, real estate, and asset finance.
Benefits
Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:
We are committed to providing a working environment that embraces diversity, equity and inclusion. As an inclusive employer, Macquarie provides equal opportunities to all individuals regardless 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.
Our aim is to provide reasonable accommodations to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know during the application process.
At Macquarie, our advantage is bringing together diverse people and empowering them to shape all kinds of possibilities. We are a global financial services group operating in 34 markets and with 55 years of unbroken profitability. You’ll be part of a friendly and supportive team where everyone - no matter what role - contributes ideas and drives outcomes.
What role will you play?
You will support portfolio management and quantitative analysis by acting as a lead on various tasks to design, develop, and maintain quantitative applications and investment tools. You will also be responsible for conducting independent research and analysis utilizing quantitative methods to develop innovative solutions on portfolio construction, relative value model and risk mitigation topics. Additionally, you will work as desk quant to provide quantitative support on day-to-day portfolio management tasks, including idea generation, backtesting, and assessing risk and attributions.
What You Offer
- Ideally 7-10 years’ experience in fixed income quant or fixed income risk role
- Bachelor's or Master's degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Economics, Engineering, or related field. Advance degree or CFA designation preferred
- Strong technical skills and proficient with Python and SQL. Familiarity with Aladdin system preferred
- Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail partnered with professional communication skills with the ability to interact with front desk investors on a daily basis to articulate sophisticated process and concepts
- Team player. Ability to work collaboratively in a fast-paced, team-oriented environment, interacting with portfolio managers, analysts, and technology professionals.
About Macquarie Asset Management
Macquarie Asset Management is a global asset manager that aims to deliver positive impact. We’re trusted by institutions, pension funds, governments, and individuals to manage billions in assets globally. We provide access to specialist investment expertise across a range of capabilities including fixed income, equities, multi-asset solutions, private credit, infrastructure, green investments, natural assets, real estate, and asset finance.
Benefits
Macquarie employees can access a wide range of benefits which, depending on eligibility criteria, include:
- Hybrid and flexible working arrangements
- One wellbeing leave day per year and minimum 25 days of annual leave
- Primary caregivers are eligible for 20 weeks paid leave along with 12 days of transition leave upon return to work and 6 weeks paid leave for secondary caregivers
- Paid volunteer leave and donation matching
- Range of benefits to support your physical, psychological and financial wellbeing
- Employee Assistance Program, a robust behavioural health network with counselling and coaching services
- Recognition and service awards
We are committed to providing a working environment that embraces diversity, equity and inclusion. As an inclusive employer, Macquarie provides equal opportunities to all individuals regardless 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.
Our aim is to provide reasonable accommodations to individuals who may need support during the recruitment process and through working arrangements. If you require additional assistance, please let us know during the application process.
