We are looking for a Economist with hands on exposure on Micro Economics & Macro Economics withing Banking Domain.

Job Description :

- Address macroeconomic questions using quantitative techniques.

- Development of multi dimensional stress scenario engine using macroeconomic, statistical/mathematical techniques.

- Provide views on current economic outlook, communicate macro developments verbally/presentations.

- Communicate with key stakeholders rationale for scenario profiles linking with intuition, economic theory, current economic environment.

- Liaise with Senior Risk, Finance, Treasury representatives to discuss stress scenario themes, narratives, parameterisation & revise stress test library.

- Support development of structural models, statistical models/tools.

- Support production of fully parameterised macroeconomic scenarios for assessing capital adequacy, and testing risk appetite setting for businesses and the bank.

- Design & develop clearly articulated Senior Executives & Board scenario communication pack illustrating rationale for selecting stress scenario, scenario profile & severity and parameterisation.

- Support development of scenario severity assessment tools & parameterisation methodology/approach and develop documentation.

- Support strategic stress scenario generation initiatives, as and when required.

Qualifications :

Essential :

- The candidate sought will be an econometrician/macroeconomist with quantitative focus froma think tank, consultancy firm, international organisation, central bank, bank, buy side or sell side firm.

- Master's Degree or PhD in quantitative subject such as Economics/Econometrics, Mathematics, Statistics.

- Strong grasp of macroeconomic theory and applied econometrics especially time series. Proficiency with Eviews and good knowledge of Matlab a plus. Strong programming or VBA skills

- Proven experience understanding and quantifying impact of major global macroeconomic risks.

- Strong quantitative skills in Economics or econometrics

- Some familiarity with structural models, such as NIGEM, or DSGE models desirable

- Strong competence in both Macroeconomic Theory and Time Series Econometrics (VAR, Cointegration

- Experience in advanced statistical modeling and coding in one or more of the following environments: SAS or Matlab; VBA, Gauss, or Stata also considered.

- Analytically minded with good financial and business acumen.

- Excellent communication and interpersonal skills

- Understand and interpret complex business requirements.

- Familiarity with large datasets

- Experience in economic research, consulting and/or forecasting - regional coverage desirable UK/Europe/US/APAC

Desirable :

- Regulatory experience would be an advantage but not essential

- Hold a degree in quantitative discipline such as Economics, Financial Economics, Econometrics, Finance/Accounting.

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