www.acad.jobs : academic jobs worldwide – and the best jobs in industry
                
     
Position: Data Scientist
Institution: Federal Reserve Bank of Chicago
Location: St. Louis, Missouri, United States
Duties: Use knowledge of forecasting techniques including time-series, temporal disaggregation, and macroeconomic models to create and maintain economic forecasting models; Build forecasting processes including model calibration, backtesting, and other model validation activities; Perform monthly comparative analysis of forecast model results using knowledge of forecast error metrics; Produce reports suitable for technical and non-technical audiences including statuses, explanations of results, and recommendations to improve forecast performance; Work with Treasury clients to gather requirements, understand macroeconomic and legislative factors influencing Federal expenditures and revenues, and acquire necessary data to test and integrate the information into forecast models; Consult with Treasury clients to review and implement approved changes
Requirements: Bachelor's degree in Economics, Statistics, Mathematics, or other quantitative discipline or commensurate experience; 3 years statistical modeling experience; Proficiency in SAS, Stata, or other applicable statistical software packages; Time-series modeling experience using ARIMA, ARCH, GARCH, or VAR; Analytical, organizational, and problem-solving skills and the ability to manage numerous projects and work processes; Customer service skills in providing information to all levels of the organization and our partners
   
Text: Skip to main content Federal Reserve System Careers Federal Reserve System Careers page is loaded Data Scientist St. Louis, MO Remote Apply Company Federal Reserve Bank of St. Louis Overview The Federal Reserve Bank of St. Louis is looking for a Data Scientist for the Treasury Division's Forecasting and Cash Management Analytics Group. As a team member of this group, you will report to a Manager and provide analytical support through the development of quantitative forecast models, maintenance of a Long-term Fiscal Forecast and intraday account trends. The Treasury Division supports numerous U.S. Treasury applications including the Fiscal Projections System (FPS), a cash and debt forecasting system that assists U.S. Treasury's Office of Fiscal Projections (OFP) in estimating the Government's daily cash position, determining marketable borrowing requirements and ensuring total debt outstanding is within statutory limitations. Responsibilities Use knowledge of forecasting techniques including time-series, temporal disaggregation, and macroeconomic models to create and maintain economic forecasting models Build forecasting processes including model calibration, backtesting, and other model validation activities Perform monthly comparative analysis of forecast model results using knowledge of forecast error metrics Produce reports suitable for technical and non-technical audiences including statuses, explanations of results, and recommendations to improve forecast performance Work with Treasury clients to gather requirements, understand macroeconomic and legislative factors influencing Federal expenditures and revenues, and acquire necessary data to test and integrate the information into forecast models Consult with Treasury clients to review and implement approved changes Qualifications Bachelor's degree in Economics, Statistics, Mathematics, or other quantitative discipline or commensurate experience 3 years statistical modeling experience Proficiency in SAS, Stata, or other applicable statistical software packages Time-series modeling experience using ARIMA, ARCH, GARCH, or VAR Analytical, organizational, and problem-solving skills and the ability to manage numerous projects and work processes Customer service skills in providing information to all levels of the organization and our partners Candidates with less experience may be considered at a lower job grade or salary Travel (5%) US Citizen All Federal Reserve Bank of St. Louis employees must be fully vaccinated against COVID-19, unless the Bank grants an accommodation based on a medical condition or sincerely held religious belief. Benefits Our organization offers benefits that are the best fit for you at every stage of your career: Pension plan, 401K, Comprehensive Insurance Plans, Tuition Reimbursement Program, Onsite Wellness & Fitness Center, Backup Dependent Care (Child & Adult), and more Ranked as the #2 Top Workplace in the St. Louis Region in 2020, the Federal Reserve Bank of St Louis is committed to building an inclusive workplace, where employees’ diversity—in age, gender, race and ethnicity, sexual orientation, gender identity or expression, disability, and cultural traditions, religion, life experiences, education and socioeconomic backgrounds—are recognized as a strength. Embracing our diversity encourages employees to bring their valued perspectives to the table when generating ideas and solving problems and promotes an environment where innovation and excellence grow. Learn more about the Bank and its culture; check out our Careers Site. The Federal Reserve Bank of St Louis is an Equal Opportunity Employer. Full Time / Part Time Full time Regular / Temporary Regular Job Exempt (Yes / No) Yes Job Category Information Technology Work Shift First (United States of America) The Federal Reserve Banks believe that diversity and inclusion among our employees is critical to our success as an organization, and we seek to recruit, develop and retain the most talented people from a diverse candidate pool. The Federal Reserve Banks are committed to equal employment opportunity for employees and job applicants in compliance with applicable law and to an environment where employees are valued for their differences. Privacy Notice Apply Posted 11 Days Ago Full time R-0000003180 About Us OUR BANK has one of the most recognizable brands around the world. The Federal Reserve is the central bank of the United States—one of the world's most influential, trusted and prestigious financial organizations. The Federal Reserve is charged with the important mission of promoting a strong economy and a stable financial system and fulfills this responsibility by formulating national monetary policy, supervising and regulating banks and bank holding companies, and providing financial services for banks and the U.S. government. OUR PEOPLE are diverse in background and ideas, which allows for ongoing creativity and innovation. Ultimately, they are the ones who push our high-performance, exchange-driven culture forward. Why Our People Choose Us: Our reputation precedes us There will always be room for personal growth Our people are first You’ll find the right balance Your responsibilities will be meaningful We hope that you will be our future colleague. © 2021 Workday, Inc. All rights reserved.
Please click here, if the job didn't load correctly.







Please wait. You are being redirected to the job in 3 seconds.