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 apart 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