Quantitative Analyst in Scenario Analytics


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How can we quantify expectations about the future of the economy? As an analyst in the Scenario Analytics team, you will have an opportunity to understand how models are used for generating macroeconomic projections and contribute to generating those projections, which serve as the basis of stress testing, strategic decision making and accounting.

We offer:

–    A competitive salary and eligibility for annual bonus
–    Flexible working arrangements (core hours and opportunity to work from home)
–    Continued professional development based on your career interests
–    Inclusive and welcoming environment
–    Opportunity to learn about generating macroeconomic scenarios

You will:

–    Participate in research, development and implementation of macroeconomic projection models
–    Perform econometric analyses to support methodology development
–    Perform backtests, stress tests, scenario analyses and sensitivity studies
–    Perform on-demand analyses for various purposes
–    Collaborate with global teams

You have:

 –    2 years of professional experience                                                                                                                                                                                     –    A degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering
–    Thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods
–    Strong technical skills in using R and/or Python for statistical and econometric analysis
–    Proficiency in Excel and VBA and familiarity with database query languages
–    Clear thinking, good business sense and judgment
–    Genuine and broad interest in how the economy works and how it impacts financial markets
–    Strong interpersonal and communication skills
–    Excellent command of English both written and verbal

Team Profile:

The Scenario Analytics team within the Risk division has global responsibility for the development of macroeconomic scenarios used for regulatory stress testing, internal risk management and accounting purposes. The group performs regular monitoring of the market environment and develops models used for macroeconomic projections. Model maintenance is ensured by conducting researches, backtests, sensitivity studies and other, on-demand analyses. The team has a global footprint interacting with colleagues from multiple locations worldwide.

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