GSMG Research Senior Associate / Global Macro Quantitative Research

About this role

Associate – Global Macro Quantitative Research

Position Overview

We are seeking a  Global Macro Quantitative Research Associate  to join our Global Macro team in New York. In this research role, you will work closely with senior analysts and strategists to deliver data-driven investment insights, thematic research, and quantitative frameworks to institutional clients (such as asset managers, pension funds, and hedge funds). This is an analytical and writing-intensive role focused on the intersection of top-down global macroeconomics and systematic investment strategy.

Core Responsibilities • Quantitative and Fundamental Modeling (equity focus preferred):  Develop, update, and maintain empirical models that explore the relationship between macroeconomic indicators (e.g., inflation, GDP growth, interest rates, liquidity) and global market performance (equities, sectors, and style factors a focus, but also FX, rates, credit, and commodities). Complement top-down macro relationships with bottom-up assessments.

• Research & Publication Support:  Assist in drafting high-impact, client-ready research reports, weekly macro-equity publications, and thematic notes that articulate quantitative views on global markets.

• Data Infrastructure & Pipeline Management:  Manage and enrich internal databases containing global macroeconomic indicators, fundamental equity data, and alternative datasets, ensuring high data integrity and seamless retrieval.

• Ad-Hoc Client Analytics:  Run customized quantitative analyses and historical scenario stress-tests to respond directly to inquiries from institutional clients and internal trading desks.

• Data Visualization:  Create clear, publication-quality charts, tables, and interactive dashboards to illustrate complex market trends and quantitative concepts for client presentations and research notes.

Requirements and Qualifications • Education:  Master’s degree in Quantitative Finance, Econometrics, Economics, Mathematics, Statistics, or a related quantitative discipline. Strong coursework in macroeconomics and financial econometrics is highly preferred.

• Experience:  2 to 5 years of professional experience (such as sell-side equity research, macro strategy, or buy-side quantitative analysis). Knowledge of one asset class in some depth, with equities being preferred, from a top-down and/or bottom-up perspective.

• Technical Skills:  Highly proficient in Python (specifically  pandas ,  NumPy ,  statsmodels , and visualization libraries like  matplotlib  or  seaborn ) and SQL for time-series data analysis and modeling.

• Quantitative Foundation:  Solid understanding of econometrics (e.g., multiple regression, time-series forecasting, vector autoregressions) and equity market dynamics (factor investing, sector rotation, valuation metrics). Solid understanding of balance sheets, income, and cash flows statements.

• Communication & Intellectual Curiosity:  Excellent written and verbal English communication skills, with a keen interest in global financial markets and the ability to explain complex statistical findings in a simple, intuitive manner.

• Compliance & Risk Management:  Dedicated to safeguarding the firm's reputation by demonstrating sound ethical judgment, adhering to corporate policies, securing/maintaining all applicable regulatory licenses, and supporting broader organizational initiatives (including the recruitment and training of junior analysts).

• :Licenses: SIE, Series 63 & 7. if you do not have these, you will have 180 days to obtain them.

Education: Position Overview

We are seeking a  Global Macro Strategy Associate  to join our Global Macro Strategy team in New York. In this research role, you will support senior members of the team by conducting rigorous analysis on financial market and economic data to help the team provide robust, thematic trade ideas aimed at the macro hedge fund and real money community. You will also have the opportunity to actively participate in Citi’s monthly asset allocation effort.

Core Responsibilities • Theme Development & Cross-Asset Analysis with derivative focus:  Develop broad macro themes, cross-asset class analyses, and trade ideas aimed at leveraged and macro-oriented investors, with ideas frequently expressed in the derivatives space.

• Top-Down Macro Modeling:  Conduct comprehensive top-down analyses in Equity, FX, Rates, Credit, and Commodity markets for both Developed Markets (DM) and Emerging Markets (EM) utilizing both linear and non-linear derivatives.

• Strategy Back-Testing & Valuation:  Perform rigorous back-testing of trading and investment strategies, construct macro and leading indicators for financial markets, formulate macro fair value models, and implement academic insights within the global macro space.

• Regional Specialization (Asia Focus) preferred:  Cover Asian newsflow, analyze Asian asset markets, and develop specialized macro strategy insights across Asian equities, FX, and rates.

• Global Collaboration:  Work closely with regional macro strategy teams based in London and collaborate with internal asset class specialists (e.g., rates, equities desks) to deliver integrated global insights.

• Client Inquiry Support:  Efficiently address and resolve ad-hoc quantitative and strategic inquiries from both internal sales/trading desks and external institutional clients.

Requirements and Qualifications • Experience:  3 to 5 years of professional experience in top-down macroeconomic analysis. Prior experience working with financial market data is an absolute prerequisite, with a deep understanding of the nuances of financial market time series (fixed income vs. equities).

• Quantitative : Must have 3-5 years of experience in a quantitative investment role.

• Asset Class & Regional Domain:  A deep understanding of financial derivatives is highly desired. Specialized knowledge in at least one region and/or asset class is a plus, with a focus on Asia (covering equities, FX,

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