Econometrician, options, market efficiency, securities: CyberCoders
August 26th, 2009 by confabee-jobs-usa-1 | No Comments | Filed in Banking & Mortgage, Real EstateJob ID: DBD-Econo335
Company Name: CyberCoders
Job Category: Banking/Mortgage; Real Estate
Location: Somerville, MA • Cambridge, MA
Position Type: Full-Time, Employee
Salary: $80,000 to $120,000 per year
Experience: 5-10 Years Experience
Desired Education Level:PhD
Skills Required
options pricing, market efficiency, Econometrician, forecasting models, regression analysis, SAS, ARIMA, GMM, GARCH, RATS
Job Description
Econometrician - Risk and Financial Services
If you are a great Econometrician, with options pricing and market efficiency experience, please read on!
What you need:
* PhD: General Economic theory, international economics,
* financial theory inc. options pricing, corporate finance, & market efficiency theory.
* Econometrics & time series analysis, statistical analysis, & mathematical modeling.
* Macroeconomic forecasting, general predictive modeling, and data mining
* Comprehensive programming experience
* 10+ Years, in SAS, RATS, Mat Lab, Stata, and / or similar systems
* Working knowledge in C, FORTRAN, Unix, Windows, STATA, TSP, and SHAZAM
What you’ll be doing:
* Responsible for building macro econometric forecasting models
* Research & design strategies related to macroeconomic variables & related quantitative models
* Providing general statistical support
* Contribute to & build comprehensive forecasting & responsive modeling system
* Research & develop econometric and time series procedures
* Forecast key U.S. macroeconomic variables using pgmg & regression analysis
* Provide data analysis, develop predictive modeling capabilities & other support
* Effectively work w/econometric/time series modeling procedures
* SAS, ARIMA, VARMAX, REG, MODEL, PROBIT, & LOGISTIC regressions
* Develop and implement large-scale analytical solutions
* Validate econometric modeling results underlying Nonlinear Regression Models,
* Simultaneous Equations, GMM, Maximum Likelihood, GARCH, Regime Switch
* Implement econometric modeling, nonlinear regression & simult. equations.
* Provide general support to econometrics, time series analysis, & data mining areas
* Develop analytical components to support econometric & statistical procedures
* Contribute to building high quality research papers related to U.S. macroeconomics and time series forecasting methodologies
What’s in it for you:
* Great entrepreneurial Company and Team
* Exciting Service Offerings
* Competitive compensation DOE
* Good benefits
So, if you have 5+ yrs experience and are a great Econometrician with experience in the Commercial Real Estate or Financial Services space, please apply today!
Are you a fit for this position?
Please Click Here to Apply!
(your information will be kept strictly confidential!)
Not a fit for this position? Click Here to Search Other CyberCoders Jobs!
Looking forward to receiving your resume through our website and going over the position with you. Clicking apply is the best way to apply, or you may also:
Email your resume in Word to:
Dave.Dubis@CyberCoders.com
**Please do NOT change the email subject line in any way. You must keep the JobID: CC HotJobAp : DBD-Econo — in the email subject line for your application to be considered.***
Dave Dubis - Executive Recruiter - CyberCoders
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