Macro Research Analytics - Associate

You are a strategic thinker passionate about driving solutions in Macro research. You have found the right team.

As a Macro research Associate in our Finance team, you will spend each day defining, refining and delivering set goals for our firm. You will be a part of a regional team build-out of Balance Sheet and Macro Research team within the New York-based Interest Rates Analytics Group. 

Job Responsibilities

• Develop best-in-class strategy and quantitative analytics and models to support the balance sheet and macro research in close conjunction with the treasury departments of other Lines of Business.
• Focus on building out an analytical framework for Treasury and Fed’s balance sheet forecasting.
• Expand the existing suite of internal models to deliver forecasts for assets and liabilities of the firm and define the top-down distribution by line of business.
• Develop advanced data analytics to model flow of funds behavior.
• Conduct research and contribute to the development of analytics in various aspects of system flow dynamics.
• Support the creation of both ad-hoc and systematic tools for large dataset analytics.

Required Qualifications, capabilities and skills:

• 4+ years of experience developing and maintaining analytical models and tools
• Strong academic background with a degree in engineering, mathematics, physics, economics or any other quantitative background
• Strong programming skills: Python and Excel/VBA is a must
• Experience in automation
• Strong communication skills (both verbal and written)
• A self-starter who is able to independently work in a fast paced, results driven environment
• Should be flexible with EMEA shifts

Preferred Qualifications, capabilities and skills:

• Demonstrated expertise in fixed income and interest rate research 
• Experience with ML algorithms and data science practices, a plus
• Willingness to dive into details and dig deep into data to find answers to challenging questions