MM Macro Interviews

I'm an analyst at a >$1bn single PM macro fund and starting to interview at macro pods at BAM/Millennium/ExodusPoint etc. 

Wondering if anyone has (i) general pointers or (ii) knows specifically what to expect in interviews with PMs.

The macro strategy is quite broad and in some cases it's difficult to ascertain information on a specific PM, so I want to make sure there aren't any holes in my prep. So far working on trade ideas and futures/options pricing. 

Appreciate the help!

7 Comments
 

Very interesting, what made you want to switch? I’m currently talking to a recruiter at P72/Citadel/etc for a full time L/S role out of school. I am more interested in macro, but I’m guessing a great brand name could get me there. Was it difficult to pivot to macro? 

 

Very hard to pivot from L/S in my experience. Try to get into a fixed income or vol pod at the shops you're talking to and you'll have a better resume for macro. If your experience is in equities you might be able to talk them into placing you at a VIX desk. Good luck

 

Ok, next summer I will be interning in FICC s&t at bb bank. Will see if I enjoy it, if not will try to recruit for L/S. Thanks.

 
Most Helpful

In addition to the obvious (Backgound? Why change jobs? et al...), you will probably get two main flavors of questions: 1) what do you think of markets at this point in time and 2) what do you think are some attractive risk / reward trades right now. Macro is such a broad category that includes all types of strategies which are really very different from one another (asset class / region specific, cross asset class directional, fixed income relative value, volatility, et al...) so conversations will really vary based on what you currently do and how much that does or doesn't align with the person you're speaking to. 

 

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