Systematic Macro (Interest Rates and FX) Trader, Hong Kong, Hedge Fund


Systematic Macro (Interest Rates and FX) Trader, Hedge Fund


Hong Kong


June 2020




We are working with a leading quantitative focused hedge fund who are looking to hire into their Hong Kong FICC team. The team trade Systematic Macro in developed markets across interest rates and FX. They are looking for a candidate who combines exceptional technical skills with a thorough understanding of the market. They are looking for candidates who have trading experience either at a hedge fund or on a desk with significant hedge fund flow at a top tier bank.

This role will be based in Hong Kong and will sit in a Systematic Macro team of a multi strat hedge fund. This role will be part of this collegiate group and will be largely (but not exclusively) focused trading rates and fx in developed markets. This group use a range of systematic techniques in their trading process, most notably in the signal generation stage. It is perhaps best to describe as a sophisticated model driven approach with an active trading overlay. The are looking for traders with exceptional technical skillsets - e.g. strong foundations in quantitative finance and able to program to a fair level. The trading experience should either be from a relevant team at a hedge fund or from large rate/fx trading desks at top tier banks - i.e. those who have had exposure to a significant hedge fund flow such as USD/EUR/JPY Swap or Option desks.

The fund has a culture of advancing peoples careers have a strong track record of traders joining at this level and developing quickly into senior roles. As such, they are looking for highly ambitious candidates who have already accumulated strong experience trading in the market.

This is one of the best opportunities to join an elite hedge fund in a trading role with immediate responsibility and fantastic chances for progression. As a result, this position will be heavily oversubscribed so we can only respond to the most relevant candidates.


  • 2-5 years' experience trading fixed income interest rates (e.g interest rate swaps, swaptions, interest rate options etc) and/or FX derivatives (fx forwards, fx swaps, xccy swaps etc).
  • Excellent academic background in highly quantitative subject, likely to a Master's degree.
  • Either direct experience with systematic techniques or a genuine interest in moving into this area
  • Strong Programming skills (object oriented desired but not essential)