The TV journalist, who has spent 11 years at the BBC, is joining JP Morgan Asset Management as chief market strategist for the UK and Europe.
She said: " I've had an incredibly rewarding time at the BBC. I'll always be grateful for the chance to report on the economy at such an important time. I'll miss the BBC and all the very talented people I've worked with. Maybe one day, I'll be back. But after 11 years, it's time for a fresh challenge."
She said the new job would give her " more time and resources for research" and a " a deeper understanding of the markets".
BBC Business Editor Robert Peston said she had been " the outstanding economics broadcaster of the last few years".
He said: "S he has made an enormous contribution to the BBC, because of the authority and clarity of her journalism. We all wish her well in her new and challenging role, but I will feel the loss of an always stimulating and supportive colleague."
She will step down from reporting on economics immediately, but will continue presenting Start the Week and finish filming a documentary before starting her new job in November.
She hit the headlines earlier this year when it was revealed she had dated L abour leader Ed Miliband and shadow chancellor Ed Balls in the 1990s, when she was in her 20s.