Macro Research Analytics - Associate

As a Macro Research Associate in our Finance team, you will have the opportunity to shape the future of our firm. Each day, you will be defining, refining, and delivering set goals, playing a crucial role in our New York-based Interest Rates Analytics Group. This position offers you the chance to be part of a dynamic team that is building a regional Balance Sheet and Macro Research team. Your contribution will be key in promoting our success.

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