Major financial services advisory firm. Conduct reseach on and develop models for national and local macroeconomic indicators, both jointly and individually, for use in credit models. Provide technical vision and lead r+d effort.
The ideal candidate will have strong econometric skills and experience modeling macro-economic time series for use in simulation and forecasting. Work in team environment.. Create research publications and presentations related to the models. Good writer and communicator.....Requirement is for a PhD in Finance or Economics with demonstrated research experience in academia or industry developing quantitative models for macro economic forecasting. Extensive hands-on econometrics modeling experience with large datasets is a must; Monte Carlo methods desireable in conjunction with statistical modeling platforms such as S-plus or SAS.