PhD in Finance vs. public markets to HF?

Hi,

I majored in math at a top 60 school and a did a masters in operations research/financial engineering at a top 10 school. I did not like financial engineering and have been moving more into the macro world, currently working in the federal reserve system. I am now considering going back for a PhD in finance and have been accepted to a top 10 school. Given that I want to end up at a macro-y HF, I wonder if going back for a PhD is worthwhile to gain some more statistics/econometrics skills, which seems to be hot these days at some big buy-side shops (AQR, Two Sigma, Citadel, etc.). It is also sometimes easier to get into these shops coming from a good finance PhD program. The alternative is to stay in the fed system and try to get in from here. Thoughts? Thanks for your help.

--Quantamental