Quantitative Economist – Big Data and Nowcasting – New York

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Octavius Finance
  • 19 Oct 18

An award winning research team is looking to add a senior economist to their Quantitative research and strategy team. This is an exciting, newly created position within an established and growing area. You should be experienced in predictive modelling and looking to apply those models to trading and to be turned into revenue generating/investible products.

In order to apply you should have strong background in Econometrics and time series modelling in addition to experience in some of the following topics:

  • Dynamic Factor Models
  • Advanced Econometrics
  • Yield Curve Modelling
  • Now-casting and the real-time data flow
  • Now-casting inflation using high frequency data
  • Short-term GDP forecasting with a mixed frequency dynamic factor model

 

A good understanding of Big data and econometrics/time series is required for this position.

You will be working on highly innovative products and be supported by some major names in the industry. 

This position would suit someone at Associate/VP level.

The ideal candidate will have a PHD.

In order to apply please send your CV in WORD FORMAT to economics@octaviusfinance.com or call 02080044029