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VP - Senior Economist - Global Risk

Bank of America Economics logo

Bank of America
London - United Kingdom
S: Competitive

Bank of America's Economic Scenario Development Team is seeking an international Senior Economist. The team is responsible for econometric modelling and scenario generation to support US and non-US regulatory stress testing requirements (including CCAR) and other enterprise risk management activities.
In the wake of the financial crisis late in the last decade, stress testing has become a key activity for assessing the bank's resilience. This role will provide an opportunity to work in an area that is critically important to the bank.

Responsibilities
As Senior Economist your main responsibilities will involve:
Providing Non-US economic theory support
Providing international model prototyping and testing
Developing hypothetical scenario concepts, particularly those that originate outside the US
Communicating descriptive narratives and economic interpretation of scenario projections & concepts
Undertaking critical review of economic scenario outcomes
Contributing to economic scenario model documentation, from an economic theory perspective
Sharing international modelling and stress testing concepts with key members of the Banks' LOB's
Interacting with key regulators, quantitative modellers and senior management

Requirements
As Senior Economist your skills and qualifications will ideally include:

Essential Skills
PhD in Economics, econometrics or equivalent, with a quantitative focus and/or experience
Extensive economic theory and intuition
Expertise in international macro-economics, ideally EMEA & APAC
Solid statistics theory with intermediate programming skills in SAS, R, S, Matlab or equivalent
Excellent verbal and written communication skills
Strong attention to detail in a time-sensitive environment

Desirable Skills
Experience in econometric modelling, especially in international macro-economic, interest rate or FX
Knowledge of financial markets, particularly non-US, and relevant government agencies
Experience in CCAR and non-US regulator stress testing

Job summary

Employer:

Bank of America

Location:

London, United Kingdom

Education:

PhD/Doctorate

Sector:

Finance Economist

Salary:

Competitive

Job Type:

Permanent

Hours:

Full-Time

Posted:

24th July 2015

Apply By:

22nd August 2015

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