As a Macro Research Associate in our Finance team, you will spend each day defining, refining and delivering set goals for our firm.
Job Responsibilities
- Develop best-in-class strategy and quantitative analytics and models to support balance sheet and macro research in collaboration with treasury departments across Lines of Business.
- Focus on building an analytical framework for Treasury and Fed’s balance sheet forecasting, expanding the suite of internal models to deliver forecasts for firm assets and liabilities, and defining 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 flow of funds analytics.
- Participate in the analytical model lifecycle from design to end-product delivery.
- Support the creation of both ad-hoc and systematic tools for large dataset analytics.
Required Qualifications, capabilities and skills:
- 7+ years of experience developing and maintaining analytics tools and models
- Strong academic background with a degree in engineering, mathematics, physics, economics or any other quantitative background
- Strong programming skills: excellence in 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
Preferred Qualifications, capabilities and skills:
- Demonstrated expertise in interest rate research
- Experience in quantitative modeling using Python or any other object-oriented-programming (OOP) language is a plus
- 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