Responsibilities:
- The Global Macro Strategy team has the responsibility for developing broad macro themes, cross asset class analysis and offers trade ideas aimed at leveraged and macro-oriented investors.
- Specifically, the team conducts top-down analysis in Rates, FX, Equity, Credit and Commodity markets for DM and EM countries and regions utilizing both linear and non-linear derivatives.
- The specific responsibilities of this role include: back-testing of trading and investment strategies, construction of macro and leading indicators for financial markets, formulation of macro fair value models, staying up to date and implementing academic insights within global macro space
- The candidate will have the opportunity to become an integral part of Citi’s macro research department. The successful candidate will also work with teams based in NY and Asia, and work with Citi’s asset class specialists (rates team, equities team etc).
- Assist with client inquires and requests (internal and external)
- Experience in top-down macro analysis.
- Experience working with financial market data is an absolute pre-requisite. Candidate must be able to work independently and understand the nuances of various financial market time series (fixed income vs. equities).
- Experience with AI and financial data sets is a strong bonus
- Advanced econometric skillset. Know the appropriate tools and techniques to use for a given type of analysis.
- Strong programming skills: Python is required for this role
- Communication skills: Ability to succinctly and clearly articulate complex concepts to a broad audience
- Attention to detail: Ability to work on a team and to work well under pressure, meeting tight deadlines for a weekly publication schedule.
- Strong interpersonal skills and proven team player
- Self-starter; used to working in a team environment and who has the ambition to progress his/her career within macro research
- Engage in Citi’s broader corporate objectives, such as recruitment and training of junior analysts
- Secure and maintain applicable licenses and regulatory approval.
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
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Job Family Group: Research------------------------------------------------------
Job Family:Research Analysis------------------------------------------------------
Time Type:Full time------------------------------------------------------
Most Relevant Skills Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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