JOE - September 2012

Federal Reserve Bank of New York
Markets Group
Senior Quantitative/Policy Associate - Markets Group
Position Title/Short Description
Title: Senior Quantitative/Policy Associate - Markets Group
Section: 5 -- Full-Time Nonacademic
Location: New York City, NY, USA
JEL Classifications:
C1 -- Econometric and Statistical Methods and Methodology: General
C5 -- Econometric Modeling
E -- Macroeconomics and Monetary Economics
F -- International Economics
G -- Financial Economics
Keywords: econometric modeling, asset pricing, monetary policy, Matlab, Stata, SAS, EViews
Deadline Date: 09/2012
Salary Range: Salaries are commensurate with experience and level of achievement.

JOE ID Number: 201209_397306

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Full Text of JOE Listing:
The Markets Group of the Federal Reserve Bank of New York implements monetary policy on behalf of the Federal Reserve System and acts as fiscal agent for the U.S. Treasury. The Analytical Development (AD) staff assists the Group with its quantitative analytical needs and is seeking an analyst to develop 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. Model-based analysis includes the term structure of interest rates, interest rate volatility, inflation compensation, interbank funding markets, securitized products, and foreign exchange.

The ideal candidate understands monetary policy, econometrics, and asset pricing, and can produce concise written analysis for senior policymakers under tight deadlines. Strong interpersonal, communication, and project management skills are important qualifications, as well as being a quick study of new financial instruments and new quantitative modeling techniques. PhD or advanced degree and experience performing quantitative analysis on financial market data are key attributes. This position requires access to FOMC information, which is limited to "Protected Individuals" as defined in the U.S. federal immigration law.
Application Instructions:

For additional information and consideration, please refer to REQ# 226764 at

Online Application URL:

Informational URL:

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