Senior Economist, Scenario Development, Macro Economics, Matlab

London  ‐ Onsite
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Description

Senior Economist, Scenario Development, Macro Economics, Modelling, Matlab, London, Contract

Bank of America's Economic Scenario Development Team is seeking to add a Sr. Economist to the team. The Economic Scenario Development Team is responsible for

constructing and developing scenarios to support CCAR, stress testing, and other enterprise risk management activities; developing and implementing econometric models for forecasting macroeconomic and financial variables

The team's current coverage includes U.S. national and regional macro and financial variables, as well as major international economic variables, including FX and interest rates. This role comes as part of the continued effort of the team to improve and expand the current suite of models and stress testing framework.

As part of the Economic Scenario Development Team, the candidate will be expected to play an active role in the construction of alternative macroeconomic scenarios for stress testing purposes as well as contributing to the regular supervisory stress test exercises. This will involve applying economic skills to monitor global financial and economic trends and to identify and analyse key macro and market risks, along with their implications to for the global economy. The candidate will be also responsible for developing new economic models and improving the existing ones. The successful candidate should be able to communicate complex information and explanations in a simple way, both verbally and in written form. The work of the team is fast-paced and intellectually challenging, and we interact daily with quantitative modelers, as well as senior bank management.

Qualifications

Required Skills:

  • PhD in Economics, Econometrics or equivalent, with a quantitative and empirical focus and/or experience
  • Expertise in macro-economic analysis and forecasting with a focus on empirical methods
  • Experience in time series analysis and macro modelling
  • Proactive and passionate about working on complex problem solving
  • Strong attention to detail
  • Excellent verbal and written communication skills

Desired Skills:

  • Knowledge of financial markets, CCAR and stress testing;
  • Knowledge base of data sources, recent research and historical developments
  • Sr. economist experience in a major financial, public or international institution; Programming skills in Matlab, R, r equivalent;
  • Experience working or managing in a team environment

If you wish to apply for the above position, please call me or email

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.

Pontoon is a global HR outsourcing company specializing in improving an organization's talent. We manage the contingent workforce and statement of work resources on behalf of our clients, as well as source and recruit direct hires. Pontoon's approach results in significant cost savings and revenue improvement, increased worker quality, workforce insight and greater regulatory compliance. A division of Adecco with operations in nearly 100 countries and with more than 1,500 colleagues worldwide, the Jacksonville, Florida-based organization delivers solutions to more than 150 industry-leading companies.

Start date
ASAP
Duration
6 months
From
Pontoon
Published at
12.01.2018
Project ID:
1483121
Contract type
Freelance
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