Macro Desk Quant

A leading global multi-strategy hedge fund is looking to hire a Macro Desk Quant / Strategist to work directly alongside an established discretionary Macro Portfolio Manager in Hong Kong.The role will focus on developing quantitative models, trading strategies, analytics and infrastructure to support the investment process, with a particular emphasis on Rates and FX markets.Key ResponsibilitiesDevelop pricing, valuation and risk models across Rates, FX and related derivatives.Build backtesting frameworks to research, test and evaluate trading strategies.Develop Python-based tools for trading analytics, portfolio monitoring and risk management.Work closely with the PM to translate trading ideas into quantitative strategies and practical tools.Support portfolio construction, scenario analysis, stress testing and hedging.Enhance quantitative research infrastructure and trading workflows.Requirements2–8 years of experience in quantitative research, desk strat, pricing, risk modelling or quantitative development.Strong Python programming and quantitative modelling skills.Good understanding of Rates and FX markets, with experience ideally across linear and/or non-linear products.Experience building quantitative tools, models, backtesting frameworks or trading strategies.Exposure to options, volatility modelling or AI/ML would be advantageous but is not essential.Background in a hedge fund, investment bank or proprietary trading environment.Strong academic background in Mathematics, Physics, Computer Science, Engineering or a related quantitative discipline.