6 Month Internship - Macro Economic Research for Hedge Fund

Leading Macro Hedge Fund London
London - United Kingdom
S: Competitive

Six month internship at global Macro hedge fund in London with opportunity to become permanent position

This is a fantastic opportunity for a postgraduate student (PhD level) to get involved in macro-economic analysis within a team of macro economists. The position is available immediately.

The candidate should have excellent quantitative skills, a very good understanding of open economy macroeconomics and excellent macroeconometrics modelling skills. S/he will be involved in building several models using different techniques, with a focus on forecasting macroeconomic variables (GDP, Inflation, other economic indicators). The successful candidate will also take part in research projects currently being conducted within the fund. Proficiency in Matlab/Eviews is required. Strong familiarity with dynamic factor analysis and Kalman filtering techniques is required. Familiarity with Bayesian econometrics a plus.

The candidate will almost certainly hold a PhD in economics with a strong econometrics content including applied econometric work.

Candidates will be asked to sign a confidentiality undertaking with respect to their work conducted during the internship.

Job summary