Our client is seeking an Analyst to join their Macroeconomics support team in Audit.
The role will encompass supporting the delivery of high quality macro-economic analysis:
Assessment and development of economic scenarios for IFRS9 purposes and stress testing regulatory exercises using macroeconomic and econometric models.Enhancement and development of in-house econometric models (statistical, structural economic models) with an understanding of accreditation of these tools for audit use.Production of thought leadership highlighting key trends and risks at sector and business level.Clear and effective communication about economic concepts and findings to non-economist audiences, verbally and in writing.Description of the role: Gathering and updating economic datasets, and preparing data for analysis and estimation.Supporting the enhancement of in-house economic and statistical models.Reperforming the model output using model codes developed independently from an entity's documentation and an appropriate software package (R, Python).Supporting the development new tools for forecasting macroeconomic variables.Writing documentation for quantitative and economic testing in a clear and succinct manner.Preferred skills, qualifications and experience: A minimum of 2 years of engagement within a macroeconomics team/unit at a professional services company, Central Bank, or Think Tank (1 year minimum experience).Strong understanding of primary sources of global and UK macroeconomic data sources and data providers.Ample experience in data wrangling and cleaning datasets for time series estimation purposes (e.g., data transformation, pre-estimation tests).Experience using R and Python for the estimation of time series and structural models such as Dynamic Factor models and Structural VARs.Excellent communication skills, both orally and in writing.Ability to clearly explain complex economic concepts in clear, simple terms, and apply economic concepts and techniques to real world situations.Practical experience developing climate models that effectively incorporate physical and transitions is desirable.
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