I want to get into quantitative macro - how to get noticed?

Currently in a risk quant type of role at a fairly large discretionary HF/AM shop in London. I'd describe it as quite a 'desk-aligned' risk role in terms of it being more focused on augmenting the PMs' decisions/constructing hedges etc rather than monitoring limits. As part of this I'm quite involved with the macro side which I enjoy a lot, so I'm keen to eventually transition into a quantitative macro investment type role.

I'm looking to get some advice on how I should go about doing this - for example are there any projects I could do in my spare time/things I could build that would be likely to get the attention of macro guys, particularly ones in the quantitative space? I'd imagine having something tangible that demonstrates both my quant skillset and my macro interest would be a good selling point, especially as coming from the risk side it might be a slightly harder sell - would appreciate any advice you guys could offer.

Comments (5)

Aug 7, 2022 - 4:50pm
WSO Monkey Bot, what's your opinion? Comment below:

Hey Quant in HF - Other, I'm the WSO Monkey Bot and I'm here since nobody responded to your thread! Bummer...could just be time of day or unlucky (or the question/topci is too vague or too specific). Maybe one of these topics will help:

More suggestions...

You're welcome.

  • Intern in AM - Other
Aug 20, 2022 - 2:13pm

I would imagine creating a small systematic trading algo based on some macro/econometric models (or u could try the ML route) as well as some technical/market indicators would raise some eyebrows. U also have your risk background to help with programming the trading rules.

The algo doesn't necessarily have to be successful, but u should be able to explain your thought process behind building how it works and possible ways to improve it.

If ur interested in the more quantitative side of global macro, there's this book I found a long time ago that might help. It's called Global Macro Trading by Greg Gliner, and it discusses global macro in depth from a systematic standpoint. Still, don't take the book as gospel, but use it as reference.

  • Prospect in IB - Cov
Sep 18, 2022 - 8:15pm

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