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Responsibilities:
• Support scenario design process, including conducting research to come up with a range of possible scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios
• Updating internal documentation related to scenario design and projections
• Communicate results to diverse audiences
• Provide guidance to junior economists as and when necessary.
• Represent the bank in interactions with regulatory agencies, as required.
• Work with Risk ID team to map Top and Material Risks to the scenario narratives
Qualifications:
6-10 years of economic research and model development experience in forecasting economic and financial variables
Experienced in building macroeconomic forecasting models
Familiar with CCAR/CECL scenarios
Experience of working with large data sets
Proficiency in a statistical software package (e.g. Python/R) or similar preferred
Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions
Ability to deliver in tight deadlines
Inquisitive nature, strong quantitative, analytical, and problem-solving skills
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Education:
Anticipated Posting Close Date:
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