Quantitative Model Developer – Economic Forecasting, AVP (hybrid)

The Quantitative Model Developer is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. The Quantitative Model Developer has solid technical, quantitative, and analytical skills, as well as a strong understanding of economic concepts. Developed communication skills required in order to negotiate collaborate with other team members.

While some background in economic model development desirable, we encourage applicants with a strong model development or data science background (even if no experience specific to macroeconomic/financial forecasting).

Responsibilities:

• Participate in model development efforts to build best-in-class models for a variety of macroeconomic and concepts, such as GDP, unemployment, HPI, exchange rates, interest rates, credit spreads, etc.
• Conduct rigorous analytical research to identify causal drivers and to support methodological approaches
• Execute projects requiring understanding of econometrics and statistical testing
• Produce macroeconomic scenario forecasts for macroeconomic variables in firmwide regulatory related processes, such as CECL, CCAR and IFRS 9
• Utilize Python to build and test statistical models. Write clean, efficient, and well-documented code.
• Communicate results to diverse audiences.
• Participate on teams to solve business problems.
• Identify modeling opportunities that yield measurable business results.

Qualifications:

• 2+ years of post-Master’s work experience or PhD
• Strong knowledge of econometrics, with some knowledge of time series econometrics. An understanding of machine learning approaches like XGBoost is also helpful.
• Practical experience writing programs to build and test predictive models
• Proficient in Python
• Solid understanding of economic concepts
• Consistently demonstrates clear and concise written and verbal communication skills
• Self-motivated and detail oriented

Education:

• Master’s or PhD in a quantitative field

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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