I want to get into quantitative macro - how to get noticed?
Currently in a risk quant type of role at a fairly large discretionary/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.