Quant jobs / Macquarie

Quantitative Researcher – Asia Pacific Systematic Trading

A research role on an equity derivatives and index trading team covering intraday price behaviour, execution and alpha across Asia Pacific. You work alongside traders, risk managers and technologists.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Study intraday stock, ETF and futures dynamics and order book data for signals
Measure transaction costs and execution quality, and model market impact
Research index rebalance and event-driven trading opportunities
Build tools and models that improve execution and risk-adjusted returns

What they ask for

Required

Statistical modelling and time series
Machine learning
Strong programming
Large market data sets
Market microstructure
Execution and transaction cost analysis
Empirical research design

Preferred

Exposure to Asia Pacific markets
Knowledge of index rebalances and swaps

Education: Postgraduate degree in a quantitative discipline such as maths, statistics, physics, computer science, engineering or machine learning
Experience: Relevant quant research, systematic trading or execution analytics experience
Markets: equities, futures, fx

How to prepare

Build a transaction cost analysis on public or simulated tick data, and estimate a simple market impact model
Study order book data: spreads, depth, imbalance and short-horizon prediction
Research an index rebalance event with a clean event-study design
Practise robust backtesting with realistic costs and out-of-sample checks

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Macquarie’s site before applying: requirements, location and pay can change after we check them.

View the posting on Macquarie’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Macquarie and doesn’t handle applications.