The Macro Team is looking for an Analyst Intern to work on a Macro Desk specializing in a global FX portfolio. The candidate will all facets of data collection, analysis, coding and portfolio construction. This includes developing Python and Excel tools and reports that help analyze and potentially identify new trades and risk manage a portfolio, as well as back-testing new trade ideas. The ideal candidate will have a quantitative background with experience coding in Python and some familiarity with Excel. Experience with some macro products (Currencies and Fixed Income) is helpful. This is a unique opportunity to get exposure to one of the most globally important and liquid asset classes in the Macro trading universe.
In the role of a Macro Analyst Intern, depending on the candidate’s background, there will be opportunities to/for:
Work on data analysis projects, prototyping and back-testing that have direct influence on trade idea generation
Generate and implement ideas for improvement of existing strategies and optimize current portfolio
Help build market monitors and relative value reports to identify and track new trades
Develop models on market-relevant topics, e.g. Fed balance sheet runoff, election probabilities, etc.
Learn about various macro products and trading strategy and tools
QUALIFICATIONS & REQUIREMENTS
PhD or 1st year Master’s student in a quantitative field. Bachelor’s degree in a quantitatively-oriented discipline, including Economics, Finance, or Computer Science/STEM.
Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further research
Understanding and exposure to fixed income futures, foreign currencies and interest rates swaps
Knowledge of statistics, including time series analysis and regressions
Strong organization skills with the ability to present results clearly and iterate with PMs accordingly
Must have availability to work during Winter/ Spring semester and through Summer 2022.
The ideal candidate for an intern position will be someone who has or is interested in:
Strong desire to work collaboratively with the team
High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies
Problem solving skills and ability to identify and implement appropriate solutions
Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadline
Strong written and verbal communication skills
Outstanding attention to detail and strong organization skills