Federal Reserve Bank of New York, NY
C - Applied Econometrics
E - Macroeconomics and Monetary Economics
F - International Economics
G - Financial Economics
The Analytical Development staff of the FRBNY Markets Group seeks a senior analyst to develop and implement econometric and asset pricing models for use in the ongoing analysis of financial markets, the formulation of monetary policy, and the planning and review of monetary policy implementation.
JOB DESCRIPTION: Lead projects to develop models and tools for use in financial market analysis and monetary policy implementation. Advise staff on the application of econometric methods, the calculation of market expectations implied by financial instruments, and the modeling of asset prices. Apply knowledge of asset pricing and macroeconomic theory and quantitative methods to research practical and timely policy questions. Communicate findings to colleagues and Federal Reserve audiences.
JOB QUALIFICATIONS: The candidate should have a PhD or other advanced degree as well as experience performing quantitative analysis on financial market data. The ideal candidate understands monetary policy, econometrics, and asset pricing, and can produce presentations and concise written analysis for senior policymakers under tight deadlines. Salaries are commensurate with experience and level of achievement.
APPLICATION PROCEDURE: Candidates can find out more about the Markets Group through our website: http://www.newyorkfed.org/markets/index.html and can apply on-line (REQ# 226764) at: http://www.newyorkfed.org/careers. The Federal Reserve Bank of New York values and is committed to a diverse workforce, and is an equal opportunity employer.
FURTHER INFORMATION: For further information contact: HR. Additional information about the Markets Group may be found at: http://www.newyorkfed.org/markets/index.html