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Senior Quantitative Economist

HSBC Economics logo

HSBC
London - United Kingdom
S: Competitive Salary Package

Description

The Senior Quantitative Economist role is based within Risk Strategy, Europe Risk, London 8 Canada Square.
The role of the Senior Quantitative Economist is to develop, maintain and embedd frameworks, methodologies and models for macroeconomic scenario setting for enterprise wide stress testing across all countries in Europe. Extend and update existing frameworks and models to cover all risk categories, material countries, and changing economic conditions over time. Assisting HSBC Group in developing a global framework and integrated global models for macro scenario setting (global centre of excellence). Macroeconomic trend forecasting as required by Risk and global businesses.
Your responsibilities will include:
Utilise advanced statistical techniques to provide "best of class" macroeconomic modelling for enterprise wide stress testing
Servicing our internal customers with relevant analysis, and ability to "speak our customer's language
Provide macroeconomic analysis in line with regulatory expectations and supporting regulatory requirements towards HSBC

Qualifications

The ideal candidate for this role will have:
Relevant product knowledge including knowledge of Familiarity with structural models, such as NIGEM, or DSGE models
Experience working in relevant environment/s, i.e. Experience working in a central bank, investment bank, academia, or policy research as an economist, in forecasting or scenario development/stress testing using macroeconomic quantitative techniques and structural models, with a focus on the UK and other major European economies (France and Germany preferred)
Past working experience in a relevant role, i.e. Strong competence in both Macroeconomic Theory and Time Series Econometrics
Past working experience on relevant systems
Experience of using relevant software packages, i.e. Experience in advanced statistical modelling and coding in one or more of the following environments: SAS or Matlab; VBA, Gauss, or Stata also considered
Excellent written and spoken communication skills; an ability to communicate with impact, ensuring complex information is a articulated in a meaningful way to wide and varied audiences
Experience of creating and deploying comprehensive business/operating plans which consistently deliver desired results
A comprehensive understanding of risk management and proven experience of ensuring own/others' compliance with relevant regulatory processes
In addition to the details listed above, the ideal candidate will:
Solid experience working in a central bank, investment bank, academia, or policy research as an economist, in forecasting or scenario development/stress testing using macroeconomic quantitative techniques and structural models, with a focus on the UK and other major European economies (France and Germany preferred)
Strong quantitative skills in Economics or econometrics (time series or panel data)
Familiarity with structural models, such as NIGEM, or DSGE models desirable
Strong competence in both Macroeconomic Theory and Time Series Econometrics
Experience in advanced statistical modelling 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
Proven ability to work well in a team, be cooperative and open, and embrace diversity
Demonstrated ability to foresee potential risks
Negotiating skills desirable
Integrity and ability to challenge when appropriate

The base location for this role is 8 Canada Square, London.
At HSBC we are open to different ideas and cultures, connected to our customers, communities and each other and dependable by doing the right thing. These are the values that guide us every day and we seek to recruit people who share these values. We are also committed to increasing opportunities for our employees to work flexibly and welcome job share or flexible working applications.

Job summary

Employer:

HSBC

Location:

London, United Kingdom

Education:

PhD/Doctorate

Sector:

Economist

Salary:

Competitive Salary Package

Job Type:

Permanent

Hours:

Full-Time

Posted:

20th December 2013

Apply By:

12th January 2014

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