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Econometrician/ Proprietary Data Economist – Investment Bank – New York
August 4, 2018
New York, New York
You will be responsible for developing econometric forecasting models using time series and cross section data. This is a client facing position therefore you should be willing to give regular presentation of analysis and research to clients.
You will be expected to deliver real-time analysis and commentary on macroeconomic and financial market data to internal and external stakeholders
This is a great opportunity to work in a position where your research will be used to develop systematic trading models using on macroeconomic and financial market data.
In order to apply you must be able to show demonstrable experience in "Big Data" analytics/ Econometrics
Deliver regular real-time analysis of macroeconomic and financial market data to internal stakeholders (product sales and trading teams) and external clients.
Develop and maintain econometric models
Identify key determinants of performance of economic indicators, and other financial securities. You will seek to include new, innovative sources of data as part of your analytical process.
Develop unique, investable strategies on a range of financial metrics and securities for the Bank's clients.
Work with street leading analysts to facilitate their requests for new and innovative data analytics.
In order to apply you should have
Experience building predictive models to forecast public data with low signal-to-noise ratios, the statistical evaluation of the information content of time-series and the performance of predictive systems, and the processing of data using traditional time-series analysis methodologies and modern, non-linear, methods. Familiarity with time-series databases and specific knowledge of econometric methods a plus.
A Masters or PhD in Economics, Statistics or an equivalent quantitative subject. Must have a solid background in statistical analytical techniques, and time series forecasting. At least 3-5 years of relevant industry experience is also desirable.
Experience developing statistical and predictive models using software, ideally including Python, R, Matlab or Stata.
Excellent written and spoken English, with ability to work collaboratively and communicate well within a highly skilled team, with a wide range of backgrounds and skillsets.
Candidates must have a strong desire to see their work leveraged across multiple channels, including: providing written content for standalone research reports; adding insight to research reports written by other analysts, and; developing systematic trading strategies for investment by the Bank's clients.
The ideal candidate will have wide-ranging expert knowledge combined with excellent analytical, technical, presentation and management skills allied with the ability to generate actionable insights from real time data.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call 02080044029