Obstfeld Rogoff - Foundations of International Macroeconomics

Understanding Macroeconomics maybe quite important at some point of your carrer as a quant trader.
The book by Maurice Obstfeld and Kenneth Rogoff is a very lucid introduction to the open-macro economics. You will gain the intuition of interest rates movements and exchange rate dynamics. I would say that this MSc/PhD level book is actually everything you to build proper understanding of International Macroeconomics. The books by Carl Walsh - "Monetary Theory and Policy, 2nd Edition" or the book by Michael Woodford "Interest and Prices: Foundations of a Theory of Monetary Policy" are to advanced and impractical. These books are rather for PhD researchers.