Econometric Modeling Specialist
4 days ago
**Job Summary:**
We are seeking a highly skilled Econometric Modeling Specialist to join our Risk Analytics team. As a Senior Financial Statistician, you will be responsible for developing and maintaining econometric models to support Capital Analysis Review (CCAR) and Quantitative Measurement Models Framework (QMMF).
**Key Responsibilities:**
- Develop econometric forecasting models for key balance sheet and income statement line items for capital and business planning purposes.
- Create Champion and Challenger models using different time series forecasting methodologies to comply with SR 15-18 guidance.
- Participate in Federal Reserve Board (FRB) and Office of the Comptroller of the Currency (OCC) exams and present model-specific information to seniors in a succinct manner.
- Develop Benchmark models using industry data series to meet regulatory requirements.
- Drive model convergence initiatives as part of our firm's transformation journey for different businesses.
**Requirements:**
- Masters or PhD in quantitative discipline such as Statistics, Economics or related field.
- Strong understanding of statistical techniques such as Ordinary Least Square regression (OLS), Fixed-effect Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration.
- Hands-on experience in programming and modeling using SAS, Python and R.
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