How to think "conceptually"

I work in a similar field (CO) and was wondering if entry-level IB analysts/assocs etc. feel similar. I find myself often at times very in the weeds just purely executing, without thinking about the broader contextual picture around what this actually means, why am I doing this, does this fit into broader rev/product goals etc. Effectively, I get told what to do/given work, I do it to the best of my ability/efficiently and I just don't necessarily "think" whilst doing. I just do. Sure this varies between team/culture - but any tips on how to mitigate this would be appreciated. 

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