Job ref no.: CT3114388-01#8369

Analyst - Asia Index Arbitrage Trading

Macquarie Group Limited

Join a highly entrepreneurial and passionate team of traders.

With a proven track record of profitability, you will be working as an Analyst, Arbitrage Trading desk alongside a team of highly motivated individuals to carry out index arbitrage and related delta-one activities across various Asian markets from our Hong Kong office.

Reporting to the Asia Head of Arbitrage, you will trade listed and OTC products such as stocks, ETFs, stock/index/dividend futures, forwards, and equity swaps in order to maximise risk-adjusted returns. Besides index arbitrage, you will also be involved in corporate actions/event trading and other proprietary trading strategies. You will be constantly on the lookout for balance sheet and funding optimisations, as well as ways to advance the technology, operations and front office platforms. You should explore, identify, pitch and execute upon new trades, strategies, products and markets.

As the successful candidate, you will be well seasoned in the pricing of index futures/swaps and fx forwards and would benefit from familiarity with index management principles and mechanisms (e.g., adjustment methodologies, scheduled rebalances, divisors and price adjustment factors). You may know how to conduct portfolio optimisation using multi-factor risk models. You will also bring a strong proficiency with risk management systems, trading platforms and execution algos. Prior experience with Asian markets and regulations is highly valued, and Mandarin language abilities, while not a requirement, are a plus.

The Equity Derivatives and Trading (EDT) Division operates around the world to provide unique opportunities to clients and greater efficiency to financial markets across the spectrum of asset classes and financial products. The EDT team levers Macquarie's strengths to achieve optimal outcomes and deliver value. It specialises in solutions to help provide financing, liquidity and market access and to help navigate licensing environments, transaction costs, investor mandates and multiple listings across different time zones. It offers and invests in products such as swaps, P-notes, warrants, options, depository receipts, repos and loans.

Find out more about Macquarie at

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.


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More job information
Job ref no. CT3114388-01#8369
  • N/A
Job Function
Employment Term
  • Permanent
  • Full-time
  • 0 year - 5 years
Career Level
  • Entry level
  • N/A