We are seeking a Quantitative Analyst to join our macro team in Singapore. This is a hybrid research–engineering–trading seat: you will design and deploy systematic strategies that express macro views primarily in interest rates and FX, while also building and owning the data infrastructure and AI tooling that the wider desk relies on.

The ideal candidate is equally comfortable bootstrapping a swap curve, debugging a real-time ingestion pipeline, and prototyping an LLM-driven research workflow. You should be passionate about monetary policy and cross-asset macro, fluent in time-series econometrics, and a genuinely strong engineer who treats data quality and reproducibility as first-class concerns.

• Design, backtest, and deploy systematic strategies across rates (OIS/IRS, curve...