Job Description

Reference # : 19-00811Title : Maintain Economic Models
Location : Tampa, FL
Position Type : Contract
Experience Level : Start Date / End Date : 09/10/2019 / 03/10/2020
Description
Position Description: The work would include:
- Performing ongoing analysis for Economic Forecasting Models, which includes both macro-econometric, and financial econometric models. The incumbent will be responsible for ongoing model performance, annual model performance reports, back testing, ex-post and ex-ante performance testing, model stability testing etc. The incumbent will work closely with the QRS-Economic Forecasting Team macroeconomists, econometricians, in exploring alternative methodologies & enhancements specifically addressing the weaknesses uncovered during model analysis and performance evaluations.
- Automating and consolidating ongoing model analysis and the annual model review process across different models to enhance efficiency.
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Qualifications:
If we were hiring full time these would be the qualifications:
- Minimum of a master's degree in economics/econometrics with a sold academic concentration of macroeconomics, monetary economics and econometrics, statistics, time series analysis and Monte Carlo simulations.
- 3+ years of experience in quantitative finance. Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a A PhD in Economics and or Financial economics strongly preferred
- Ideally, the candidate will also have a background on basic continuous time models, and stochastic processes.
- Solid programming skills. Proficiency in SAS, MATLAB and a scripting language such as Python or R.
- Experience with analyzing large and complex data sets;

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