JOE - March 2012
|Senior Research Statistician Developer - Time Series Econometrics Specialist|
|Position Title/Short Description|
Section: Full-Time Nonacademic
Location: Cary, NC, USA
JEL Classification: C -- Mathematical and Quantitative Methods
Keywords: statistician, economics, econometrics, SAS
Deadline Date: 05/2012
JOE ID Number: 201203_395577
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|Full Text of JOE Listing:|
Join the world's leading statistical software company and make a difference in the way that economic research is practiced! SAS is expanding its econometric and time series modeling capabilities and is hiring senior research and development staff to accelerate this exciting effort.
This position is for an expert in time series analysis and time series econometrics.
As a member of the SAS/ETS software development team, you will create innovative software to apply cutting-edge econometric and time series methods. Duties include researching of statistical methodology and computational algorithms; designing of software tools for economic modeling; programming and testing of modules; guiding junior developers in performance of supporting programming tasks; authoring user documentation and papers to communicate the best use of the software for economic analysis; presenting to professional audiences about the product and analytical methods; communicating with other SAS professional staff in Testing, Technical Support, Education, Marketing, and other departments; and performing other tasks as assigned.
Ph.D. in Econometrics, Statistics, or a related quantitative field.
1 year of experience in econometric or time series research (which may include Ph.D. dissertation research).
Computer programming experience.
Very strong mathematical skills.
Excellent communication skills.
Minimal travel required to attend professional conferences and customer visits.
Excellent training in economic theory.
Experience in applied data analysis, particularly in applied microeconomic modeling.
Advanced theoretical training or research in time series analysis and time series econometrics, which specialized expertise in one or more of the following areas:
*Stochastic volatility models and multivariate GARCH models,
*Time series model mixing high-frequency and low-frequency data,
*Dynamic conditional correlation (DCC) models and related methods for modeling and simulation of changing patterns of correlations,
*Copula methods for modeling and simulating multivariate dependence structures, with application to risk management problems.
Extensive experience with C language programming.
Experience with commercial software development.
Experience with the SAS system.
Experience with other statistical software products, such as Stata, EViews, R, or S-Plus.
The level of this position will be determined based on the applicant's education, skills and experience.
Resumes may be considered in the order they are received.
SAS employees performing certain job functions may require access to technology or software subject to export or import regulations. To comply with these regulations, SAS may obtain nationality or citizenship information from applicants for employment. SAS collects this information solely for trade law compliance purposes and does not use it to discriminate unfairly in the hiring process.
To apply directly to the position, please visit the SAS career site at http://sas.taleo.net/careersection/10000/jobdetail.ftl?lang=en&job=12001159
Note: This employer requires online Application.
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