Job Title: Research Economist
Position Overview:
This role combines macroeconomic insight, fundamental analysis, and quantitative research to generate actionable investment views and support portfolio construction. The Research Economist will work closely with portfolio managers and analysts to translate economic developments into trade ideas, risk scenarios, and systematic signals.
Key Responsibilities:
Develop and maintain macroeconomic frameworks covering growth, inflation, labor markets, monetary and fiscal policy, and global capital flows.
Conduct fundamental country, sector, and thematic research to assess macro and micro drivers of asset prices across equities, fixed income, FX, and commodities.
Build, calibrate, and maintain quantitative models to forecast key economic and market variables, and to support scenario and stress-testing analysis.
Design and implement systematic indicators, dashboards, and factor-based tools to monitor macro and market conditions.
Analyze high-frequency and alternative data to extract signals relevant for trading and risk management.
Prepare clear, concise written reports and presentations that translate complex analysis into actionable insights for investment teams.
Collaborate with portfolio managers on trade structuring, entry/exit criteria, and ongoing performance attribution from a macro and factor perspective.
Contribute to the investment process through regular participation in research meetings, idea generation sessions, and risk reviews.
Strong understanding of macroeconomic theory, time-series dynamics, and policy transmission mechanisms.
Experience analyzing global business cycles, inflation regimes, and policy reaction functions across major and emerging economies.
Ability to link macro views to specific trade expressions and relative-value opportunities in rates, FX, credit, and equity indices.
Comfort working with economic data revisions, measurement issues, and cross-country comparability.
Solid grounding in statistics, econometrics, and time-series analysis (e.g., regression, panel data, factor models, volatility models, regime-switching frameworks).
Experience building and validating forecasting models and signal-generation frameworks for macro and market variables.
Ability to handle large, noisy datasets and to design robust, out-of-sample testing and performance evaluation procedures.
Familiarity with portfolio construction concepts such as risk decomposition, factor exposure analysis, and scenario-based stress testing.
Proficiency in at least one research-oriented programming language commonly used in finance, such as Python or R.
Experience using numerical and data libraries (e.g., pandas, NumPy, SciPy, statsmodels, scikit-learn, or their equivalents) for data cleaning, modeling, and backtesting.
Ability to query, transform, and manage data from APIs, databases, and market data vendors for research purposes (e.g., SQL, cloud data tools).
Comfort with version control and reproducible research practices (e.g., Git, notebooks, documented pipelines).
Requirements:
Advanced degree in Economics, Finance, or a related quantitative field (Master’s or PhD preferred, or equivalent experience).
Prior experience in buy-side, sell-side, policy institution, or research roles with a focus on macroeconomics and markets.
Demonstrated ability to produce independent research that influences investment decisions.
Strong communication skills, with the ability to explain complex quantitative and macro concepts to non-specialist audiences.
High attention to detail, strong organizational skills, and the capacity to work long hours in a high-pressure environment.
This role offers the opportunity to play a critical part in investment decision-making and portfolio management within the investment industry. Please send your resume to contact@everystgroup.com with the subject line mentioning the position if interested. This position will be considered in the following locations: United States, United Kingdom, India, Hong Kong, and Japan.