We show how to construct an explicit Hamilton cycle in the directed Cayley graph Cay({σ_n, sigma_{n-1}} : \mathbb{S}_n), where σ_k = (1 2 >... k). The existence of such cycles was shown by Jackson (Discrete Mathematics, 149 (1996) 123-129) but the proof only shows that a certain directed graph is Eulerian, and Knuth (Volume 4 Fascicle 2, Generating All Tuples and Permutations (2005)) asks for an explicit construction. We show that a simple recursion describes our Hamilton cycle and that the cycle can be generated by an iterative algorithm that uses O(n) space. Moreover, the algorithm produces each successive edge of the cycle in constant time; such algorithms are said to be loopless.