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I don't know anything about the internship program specifically, but Citadel GFI has a very good reputation in the macro/rates industry, though they are known for being a bit cutthroat/political. I'm not sure it would be the best place to be a fresh analyst, but if you survive your career will be significantly accelerated and will have great branding.

 
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Capula, brevan, BAM, and rokos all have analyst programs. DE Shaw, Bridgewater, and AQR also hire undergrads into their macro teams. Tudor and Graham are also known to hire. PIMCO and Blackrock also have good opportunities. Outside of this you're shooting for a pod that needs a junior (read: cheap) quant - this can be a better learning opportunity but unless it's at a big 4 or under a reputable PM with a large established team I'd stay away.

 

I've heard there are far fewer open spots in that area of the business compared to the various equities businesses (Surveyor, Ashler, etc.)

 

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