Jobs / data
Senior Macro Analyst
IMC · Amsterdam
IND sponsor
What you will do
As a Senior Macro Analyst at IMC in Amsterdam, you will take ownership of quantitative macro research and trading ideas across European equity index volatility and related markets. Working closely with traders and the Lead Macro Analyst, you will develop and test event scenarios that feed into the volatility curve.
This is a hands-on role combining macro research, Python-based tooling and trading analysis. You will connect your research to the desk’s exposure, assess whether it is long or short an event, and score your own calls against market outcomes to improve future decisions.
As you demonstrate an edge through your research, there is scope to expand into position taking and longer-horizon research.
What you will do
- Develop quantitative scenarios around economic releases, central bank decisions and other market-moving events, translating the results into inputs for the European equity index volatility curve;
- Build and own Python-based research tools, datasets and models that support event analysis and trading decisions;
- Generate and test macro-driven trading ideas, using data and statistics to evaluate the evidence for a trading edge;
- Work closely with traders to assess opportunities and risks in the context of the desk’s existing exposure, including whether it is long or short an event;
- Record and score your own scenarios and calls against market outcomes, using the findings to challenge assumptions and refine your research;
- Respond to new information and unexpected events, updating scenarios and trading implications during European trading hours and relevant out-of-hours futures sessions.