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Macro & Modeling Specialist

  • New York, NY
  • Full Time

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Office Status: Hybrid

Salary: $120,000 – $150,000

Responsibilities:

  • Utilize and refine the statistical and econometric credit risk models, such as indicators of sovereign credit risk and measures gauging settlement member financial and operational resilience.
  • Identify and monitor emerging economic risks/vulnerabilities in the jurisdictions, as well as watch over the global macro-financial landscape.
  • Prepare analyses and reports that summarize and highlight key economic, financial, and geopolitical risks to senior management.
  • Performing statistical analysis using a statistical modeling language such as R and/or Python.
  • Implementing models as high-quality, tested code to be used in production systems using R and/or Python.
  • Creating automated reports, visualization tools, and/or web-based dashboards using R and/or Python
  • Performing quantitative and qualitative risk profile assessment of financial institutions and/or sovereign jurisdictions.
  • Exceptionally good writing and presentation skills to translate quantitative analysis results into senior management and regulatory presentations.
  • Excellent understanding of financial markets and macroeconomics, and geopolitical events.
  • Demonstrate strong organizational and time-management skills, as well as critical thinking.
  • Familiarity with using credit risk models under BAU and stress scenarios.