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Dymon Asia Capital

Singapore / Global

Cross Asset Macro Quantitative Researcher

Job Description

Cross Asset Macro Quantitative Researcher

Join the firm's central team to

research, build, and deploy systematic macro strategies

across liquid rates, FX, equity index, and commodity futures. This is a

full-stack, builder

role, taking ideas from raw data all the way through to live trading.

Core Responsibilities

Lead quantitative research and new strategy development, including specification, prototyping, backtesting, and deployment of macro and cross-asset signals into the team's production environment.

Design and implement new research and data infrastructure for the group.

Work with central technology and data teams to onboard and handle data for alpha generation.

Partner with the PM to translate and distil views and investment themes into systematic signals suitable for deployment.

Required Qualifications

Strong development and research skills in Python; with demonstrated ability to build research/data infrastructure.

2–6 years of experience in macro or multi-asset systematic research or portfolio management, ideally in a self-sufficient pod environment.

Proven end-to-end ownership requirements gathering, design, implementation, testing, deployment, and iteration.

This is an ideal role for candidates seeking a

startup-like, greenfield builder

role with full stack ownership, and a path to potentially develop into a risk taker.

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