Intern, Global Macro at Polar Asset… · New York

Summary: Polar Asset Management Partners is a leading global hedge fund founded in 1991, with investment teams across Canada, the United States, and the United Kingdom. The Global Macro team in New York City is seeking an Intern to work closely with Portfolio Managers and Senior Investment Analysts, providing hands-on exposure to macro portfolios and investment decision making across various markets. Responsibilities: - Support Global Macro portfolio managers and senior analysts across rates, FX, and EM sovereign markets, with a focus on macroeconomic regimes, policy dynamics, geopolitics and cross asset linkages - Conduct top-down macro research on global growth, inflation, balance of payments, fiscal policy, and central bank reaction functions (developed and emerging markets) to support directional and relative value trade ideas - Analyze yield curves, interest rate volatilities, FX forwards, and credit spreads, including scenario and stress analysis across macro risk factors - Build and maintain macro dashboards and country monitors tracking economic surprises, capital flows, positioning, and policy signals using Bloomberg, Python, and internal data tools - Support portfolio construction and risk discussions through performance attribution, factor decomposition, and cross market correlation analysis for macro strategies - Prepare concise written research notes and investment memos for internal discussions, clearly articulating macro views, risks, and implementation considerations across rates and FX instruments Required Qualifications: - Entry-level experience - Strong interest in global macroeconomics and financial markets - Highly quantitative and analytical, with comfort working with large economic and financial datasets and translating data into coherent market views and trades - Solid foundation in macro and fixed income concepts, including yield curves, duration and convexity, covered interest rate parity, monetary policy, and balance of payments dynamics - Curious, self-directed, and comfortable working on open-ended research problems in fast moving and uncertain market environments Preferred Qualifications: - Programming experience in Python and/or R or SQL for data analysis, visualization, and automation of recurring research workflows - Familiarity with Bloomberg macro and fixed income functionality is a strong plus but not required Required Skills: Global macroeconomics, Financial markets, Macroeconomic research, Fixed income concepts, Yield curves, Duration, convexity, Covered interest rate parity, Monetary policy, Balance of payments dynamics, Python programming, R programming, SQL programming, Data analysis, Data visualization, Automation of research workflows, Bloomberg terminal, Curiosity, Self-direction