Full-Time Nonacademic Economist Amazon Consumer Division Department of Economics DOE 2014-11-30 00:00:00 Amazon.com strives to be Earth's most customer-centric company where people can find and discover anything they want to buy online. We hire the world's brightest minds, offering them a fast paced, technologically sophisticated and friendly work environment. Economists at Amazon will be expected to work directly with the chief economist and senior management on key business problems faced in retail, international retail, cloud computing, third party merchants, search, Kindle, streaming video, and operations. Amazon economists will apply the frontier of economic thinking to market design, pricing, forecasting, program evaluation, online advertising and other areas. You will build econometric models, using our world class data systems, and apply economic theory to solve business problems in a fast moving environment. Economists at Amazon will be expected to develop new techniques to process large data sets, address quantitative problems, and contribute to design of automated systems around the company. Salaries will be competitive and will include equity compensation. Please forward a cover letter, curriculum vita, research sample and letters of recommendation to economist-careers@amazon.com. In your cover letter, please also indicate your preferred start date. Amazon will be at the AEA/ASSA conference in Boston but will certainly consider candidates prior to the January conference – we will consider candidates with start dates as early as October 2014 and as late as August 2015. Basic Qualifications • PhD in Economics or anticipating completion of a PhD Economics by August 2015 Preferred Qualifications • Two to three years of experience in private consulting, government, or in academic research • Strong background in econometrics (e.g., program evaluation, forecasting, time series, panel data, and/or high dimensional problems), economic theory, and quantitative methods • Ability to work in a fast-paced business environment • Strong applied research track record in industrial organization, applied econometrics, labor economics, development economics, public economics, applied macroeconomics, quantitative marketing, or a related field • Hands on experience with at least one of the following: Matlab, R, SAS, Stata • Experience with SQL and/or with languages such as Python, Java, C++, Ruby is a plus. • Effective verbal and written communication skills Amazon is an Equal-Opportunity Employer. UNITED STATES Washington Seattle O4 Economic Growth and Aggregate Productivity L4 Antitrust Issues and Policies G3 Corporate Finance and Governance Full-Time Nonacademic Senior Economist Amazon Consumer Division Economics Department DOE 2014-11-30 00:00:00 Amazon.com strives to be Earth's most customer-centric company where people can find and discover anything they want to buy online. We hire the world's brightest minds, offering them a fast paced, technologically sophisticated and friendly work environment. Economists at Amazon will be expected to work directly with the chief economist and senior management on key business problems faced in retail, international retail, cloud computing, third party merchants, search, Kindle, streaming video, and operations. Amazon economists will apply the frontier of economic thinking to market design, pricing, forecasting, program evaluation, online advertising and other areas. You will build econometric models, using our world class data systems, and apply economic theory to solve business problems in a fast moving environment. Economists at Amazon will be expected to develop new techniques to process large data sets, address quantitative problems, and contribute to design of automated systems around the company. Senior Economists at Amazon are expected to come prepared to drive analysis shortly after arrival at Amazon. This entails owning model development, deployment and driving adoption of our approaches among internal customers. Salaries will be competitive and will include equity compensation. Please forward a cover letter, curriculum vita, research sample and letters of recommendation to economist-careers@amazon.com. In your cover letter, please also indicate your preferred start date. Amazon will be at the AEA/ASSA conference in Boston but will certainly consider candidates prior to the January conference – we will consider candidates with start dates as early as October 2014 and on a rolling basis thereafter. Basic Qualifications • PhD in Economics • Four or more years of experience in private consulting, government, or in academic research Preferred Qualifications • Strong background in econometrics (e.g., program evaluation, forecasting, time series, panel data, and/or high dimensional problems), economic theory, and quantitative methods • Ability to work in a fast-paced business environment • Strong applied research track record in industrial organization, applied econometrics, labor economics, development economics, public economics, applied macroeconomics, quantitative marketing, or a related field • Hands on experience with at least one of the following: Matlab, R, SAS, Stata • Experience with SQL and/or with languages such as Python, Java, C++, Ruby is a plus. • Effective verbal and written communication skills • Experience preparing and delivering executive level presentations • Prior people management experience Amazon is an Equal-Opportunity Employer Econometrics UNITED STATES Washington Seattle O4 Economic Growth and Aggregate Productivity Full-Time Nonacademic Time Series Economist Amazon Consumer Division Economist Department DOE 2014-11-30 00:00:00 Amazon.com strives to be Earth's most customer-centric company where people can find and discover anything they want to buy online. We hire the world's brightest minds, offering them a fast paced, technologically sophisticated and friendly work environment. Economists at Amazon will be expected to work directly with the chief economist and senior management on key business problems faced in retail, international retail, cloud computing, third party merchants, search, Kindle, streaming video, and operations. The economics team has an opening for an applied time series economist with strong theoretical foundations. You will apply economic theory to build econometric models, and prototype scalable implementations in partnership with technical teams, using Amazon’s world class data systems. You should be able to formalize problem definitions from ambiguous requirements, determine if existing academic research can be extended, and propose solutions to non-standard problems. Economists at Amazon will be expected to develop new techniques to process large data sets, address quantitative problems, and contribute to design of automated systems around the company. Salaries will be competitive and will include equity compensation. Please forward a cover letter, curriculum vita, research sample and letters of recommendation to economist-careers@amazon.com. In your cover letter, please also indicate your preferred start date. Amazon will be at the AEA/ASSA conference in Boston but will certainly consider candidates prior to the January conference – we will consider candidates with start dates as early as October 2014 and as late as August 2015. Basic Qualifications • PhD in Economics, Finance or related field, or anticipating completion of a PhD by August 2015 Preferred Qualifications • Strong theoretical background in econometrics (e.g., forecasting, time series, panel data, program evaluation, and/or high dimensional problems), probability and statistics, economic theory, and quantitative methods • Strong empirical research track record in applied macroeconomics, econometrics, finance, labor economics, public economics, industrial organization, or a related field • Proficiency in at least one of the following statistical software packages: Stata, Matlab, R • Two to three years of experience in private consulting, government, or in academic research • Excellent verbal and written communication skills with the ability to effectively advocate technical solutions to research scientists, engineering teams and business audiences • Ability to work in a fast-paced business environment • Experience with programming languages such as Python, Java, C++, Ruby, and /or Big Data processing platforms such Hadoop, Map Reduce, Spark is a plus. Amazon is an Equal-Opportunity Employer Time Series, Econometrics UNITED STATES Washington Seattle J1 Demographic Economics Full-Time Nonacademic Senior Analyst Bank of Canada Can$82,992 to Can$125,069 Senior Analyst in Economics or Finance (PhD Recent Graduates) (J1014-0130) Job Type: Full-time Location: 234 Laurier Avenue West, Ottawa, ON, K1A 0G9, CANADA Job Category: Banking, Economics and Finance Position Type: Term, 3 years with the possibility of becoming regular Number of Positions: 15 Eligibility Qualified candidates will have a recent (within 6 years) or forthcoming (completed in 2015) PhD in economics or finance. Compensation (annual salary): The Bank offers a competitive total compensation package. Starting base salary, based on qualifications, generally ranging between Can$82,992 and Can$101,290.* In addition, a PhD Term Allowance may be payable for the duration of the term for a total salary payable up to a maximum of Can$125,069. *If hired as a regular employee where the Bank has needs for specialized skills, it may offer a higher base salary to exceptional candidates. Take a Central Role at the Bank of Canada Canada's central bank is the nation's pre-eminent macroeconomic policy institution. No other employer in the country offers you the unique opportunity to work at the very centre of Canada's economy, in an organization with significant impact on the economic and financial well-being of all Canadians. No matter what your area of expertise, you'll enjoy an open culture and a superior work environment that will challenge, energize and motivate you to excel. (More info) Job Summary At the Bank, you will support the economic and financial welfare of Canadians and contribute to our work at an international level. You will take part in leading-edge analysis, participate in the conduct of monetary policy, help promote the safety and efficiency of our financial system, and collaborate with your colleagues within the Bank and at other organizations in Canada and abroad. Central Responsibilities - develop research ideas and produce research papers related to the broad responsibilities of the functional areas - conduct policy analysis and brief senior management on matters related to the responsibilities of the functional areas - disseminate research outcomes both inside and outside the Bank - build relationships with external parties, e.g., government and international agencies, other central banks, financial market participants and organizations, and outside academics, for the purpose of sharing knowledge, research and analysis Key Requirements The key requirements listed below must be demonstrated through your cover letter, curriculum vitae, research paper(s) and/or Job Market Paper, and three letters of recommendation that must be submitted with your application. If you are selected for an interview, you may be evaluated through two interviews, a written assessment and a presentation of your Job Market Paper. - PhD in economics or finance - English or French essential - strong written and oral communication skills - strong problem-solving skills and ability to analyze economic and financial information - strong empirical skills and/or modelling skills, depending on the specific needs of the functional area within the Bank - ability to work independently and collaboratively, under tight deadlines - ability to undertake in-depth research projects that are publishable in high-quality peer-reviewed academic journals - experience in one or more of the following relevant areas of research, depending on specific needs of the functional areas: o Macroeconomics and Monetary Economics o Banking and Payment Systems o International Economics o Global Commodity Markets o Financial Economics o Financial Markets and Institutions o Labour and Demographic Economics o Mathematical and Quantitative Methods o Industrial Organization o Law and Economics Or an equivalent combination of a PhD and research experience in an area of current particular relevance or interest to the Bank may be considered. Assets - functional in second official language - experience working and networking with internal and external partners - demonstrated ability to provide policy recommendations based on economic or financial macroeconomic modelling - experience in presenting research at conferences, events and meetings - experience in programming languages such as Fortran, MATLAB, R, Python, Gauss - experience working with large-scale dynamic stochastic general-equilibrium or financial macroeconomic models for policy analysis - prior experience in central banks, international institutions Notes - Condition of employment: Candidate must be eligible for reliability status and/or secret clearance. - Priority will be given to Canadian citizens and permanent residents. - Relocation assistance may be provided, if required. - For more information on key benefits please visit http://www.bankofcanada.ca/careers/students-and-grads/benefits/. - The Bank of Canada benefits from the unique perspectives, attributes and talents of its diverse workforce. We offer flexibility to accommodate the needs of our employees and candidates. The Bank of Canada is committed to employment equity and actively encourages applications from qualified men and women, including Aboriginal peoples, persons with disabilities, and members of visible minorities. - We will ask you to complete a mandatory questionnaire during the application process. - Only the candidates selected for an interview will be contacted. Application Process To apply, click on the link below or visit www.bankofcanada.ca/careers. The application must include a cover letter, curriculum vitae, research paper(s) and/or Job Market Paper, and three letters of recommendation. The letters of recommendation may be sent separately from referees to phd_recruitment@bankofcanada.ca. Application Deadline: We will conduct interviews at the Canadian Economics Employment Exchange (5 and 6 December 2014) and at the Allied Social Science Association (AEA/AFA) meetings (3, 4 and 5 January 2015). If you are attending one of the conferences, you must apply at least one month prior to the conference. Review of applications will begin one month before each conference. However, whether or not you are planning to attend a conference, applications will continue to be accepted until all positions are filled. Listing has been Removed. CANADA Ontario Ottawa C5 Econometric Modeling C6 Mathematical Methods and Programming D1 Household Behavior and Family Economics D2 Production and Organizations D4 Market Structure and Pricing D8 Information, Knowledge, and Uncertainty E1 General Aggregative Models E2 Macroeconomics: Consumption, Saving, Production, Employment, and Investment E3 Prices, Business Fluctuations, and Cycles E4 Money and Interest Rates E5 Monetary Policy, Central Banking, and the Supply of Money and Credit E6 Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook F1 Trade F2 International Factor Movements and International Business F3 International Finance F4 Macroeconomic Aspects of International Trade and Finance F5 International Relations and International Political Economy F6 Globalization G1 General Financial Markets G2 Financial Institutions and Services G3 Corporate Finance and Governance K2 Regulation and Business Law L1 Market Structure, Firm Strategy, and Market Performance N2 Financial Markets and Institutions J2 Demand and Supply of Labor J6 Mobility, Unemployment, and Vacancies Q2 Renewable Resources and Conservation Q3 Nonrenewable Resources and Conservation Q4 Energy C2 Single Equation Models; Single Variables C3 Multiple or Simultaneous Equation Models; Multiple Variables Full-Time Nonacademic Quantitative Researcher Citadel LLC 2015-01-31 00:00:00 Citadel seeks Ph.D. job market candidates, faculty and industry professionals who are entrepreneurial, self-starters and enjoy being in a fast-paced, dynamic and demanding environment to help continue building and growing one of the world's leading global financial institutions. Citadel pursues path-breaking work and handsomely rewards excellence. For the right individual, this opportunity represents an exciting career path in investments research. Duties and Responsibilities: - Develop core algorithms and models leading directly to trading decisions - Conduct research and statistical analyses about securities and commodities - Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code - Work closely with traders in interpreting valuations and developing next generation models and analytics - Evaluate vendors of financial information; evaluate and work with new data sources and analysis packages in developing investment strategies - Provide high level technical and investment analytic support to the trade desk Minimum Qualifications: - Ph.D. in Finance, Accounting, Economics, Statistics, Mathematics, IEOR or related fields with demonstrated ability to complete high-level, investments related research - Experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems - Demonstrated solid empirical skill; comfortable working with and analyzing large datasets - Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) are highly valued - Proficient coding skills with experience using statistical packages (e.g. R, Matlab); exposure to scripting (e.g. Python, Perl); C/C++ a plus but not required Additional Qualifications may include: - Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure; Experience with equities, convertible arbitrage, fixed income and/or commodities - Understanding of the modeling of risk and dynamics of linear and non-linear financial products - Good understanding of international accounting rules and familiarity with global market structure - Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management. Research opportunities are available in a variety of groups including: - Global Equities is primarily responsible for managing multi-billion dollar long-short equities portfolios encompassing major markets blending fundamental and quantitative investment techniques. We adhere to strict risk controls, quantitative portfolio construction, and algorithmic trading. The ideal candidate will join a team of front-office quantitative researchers directly responsible for implementing and developing projects that span major areas of a quantitatively driven investment process. - Credit invests across the U.S. and European corporate universe, focusing on the relationships between corporate debt, credit derivatives, credit indices and equities. The group's core strategies include Convertible Bond Arbitrage, Relative Value Credit Trading, Credit Index Arbitrage and Capital Structure Arbitrage. The implementation of these strategies integrates structural, statistical and fundamental approaches to investing across the corporate capital structure. About Citadel: Since its founding over two decades ago, Citadel has grown into a global financial institution. The firm's culture of identifying and seizing opportunities can be traced back to CEO and firm founder, Kenneth Griffin's passion for the markets. While a student at Harvard, Griffin developed his first convertible bond arbitrage model and traded from his dorm room. Today, Citadel is a leading global financial institution with a diverse business platform that is built on a foundation of world-class talent, technology and infrastructure. Citadel effectively deploys capital to convert opportunity into results across a highly diversified set of proprietary investment strategies in all major asset classes. With more than 1,100 team members, Citadel operates in the world's major financial centers, including Chicago, New York, London, Hong Kong, Boston, Dallas, Toronto, Greenwich, and San Francisco. Application Process: Please email your Curriculum Vitae (CV), Cover Letter and Job Market Paper (if applicable) to: Citadel LLC CampusPhDRecruiting@citadel.com Please include Job Code: 37162AFA in the subject line of your email. UNITED STATES Illinois Chicago G2 Financial Institutions and Services Full-Time Nonacademic Quantitative Analyst General Electric Capital Corporation Risk Management Quantitative Methodologies 2015-01-31 00:00:00 Role Summary: The Quantitative Analyst acts as a primary contributor to the development, management and continuous enhancement of GECC’s quantitative risk methodologies. In this role, the analyst will interact extensively with peers within a large quantitative methodologies team (100+ quants), as well GECC’s business units globally, and GE’s Global Research Center. Responsibilities: • Participate in development of models used for regulatory stress tests, regulatory capital, and economic capital • Model development focus is on Commercial Probability of Default, Loss Given Default, and Exposure forecasts, but roles also exist in Valuation, Market Risk, and Pre-Provision Net Revenue modeling • Maintain expertise on latest developments in risk methodologies from academia, regulatory bodies, and industry Qualifications: • Ph.D. in a quantitative discipline (e.g. Economics, Finance, Statistics, ...) • Excellent written/oral communication skills, with ability to write technical documents • Advanced programming skills (e.g., SAS, R, Matlab, C++, python, SQL, VBA, ...) • Knowledge of relevant regulatory requirements and expectations, including Basel/CCAR frameworks • Proficiency in managing and analyzing large data sets Banking and Finance UNITED STATES Connecticut Norwalk G Financial Economics Full-Time Nonacademic Senior Modeling Manager General Electric Capital Corporation Risk Management Quantitative Methodologies 2015-01-31 00:00:00 Role Summary: The Senior Modeling Manager leads the development, management and continuous enhancement of GE Capital’s quantitative risk methodologies. This is a leadership position in a relatively large quantitative team (100+ quants). In this role, the developer will interact with GE Capital's senior leadership team, its business units globally, banking regulators, and GE’s Global Research Center. Responsibilities: • Lead development of models used for regulatory stress tests, regulatory capital, and economic capital • Model development focus is on Commercial Probability of Default, Loss Given Default, and Exposure forecasting, but roles also exist in Valuation, Market Risk, and Pre-Provision Net Revenue modeling • Manage of team of junior/mid-career analysts to support the candidate’s modeling activities • Provide leadership evaluating latest developments in risk methodologies from academia, regulatory bodies, and industry Qualifications: • Ph.D. in a quantitative discipline (e.g. Economics, Finance, Statistics, ...) • 5+ years of relevant experience, either in industry, or applied empirical-based academic research • Experience in managing quants • Excellent written/oral communication skills, with ability to write technical documents • Advanced programming skills (e.g., SAS, R, Matlab, C++, Python, SQL, VBA, …) • Expertise in relevant regulatory requirements and expectations, including Basel/CCAR frameworks • Experience interacting with regulators Banking and Finance UNITED STATES Connecticut Norwalk G Financial Economics Full-Time Nonacademic Finance, Credit Risk, Economist, VP Goldman Sachs 2015-01-31 00:00:00 The Credit Risk Management and Advisory Dept at Goldman Sachs is seeking an economist to join its Credit Risk Analytics Group (CRAG). CRAG is responsible for developing quantitative risk management models for the measurement of counterparty credit risk and for developing and implementing credit risk capital calculations, regulatory policy, margin calculations, and scenario analysis. Economist would be responsible for constructing a 3-year forecast for macroeconomic and financial variables for major regions of the world as well as 3-year macroeconomic scenarios that would represent different stressed macroeconomic environments. Economist would also build econometric models for stress testing and other risk management applications. Candidates should have Ph.D in economics or finance and substantial experience analyzing and forecasting the macroeconomies of major countries, with an emphasis on forecasting financial variables. The candidate should also have practical experience in times series econometrics and programming experience in a programming language such as c++, java, matlab, or python. Since the role will require the presentation and documentation of the developed forecasts and scenarios to an interdisciplinary audience, strong presentation and writing skills are important attributes for successful candidates. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2014. All rights reserved. UNITED STATES New York New York E Macroeconomics and Monetary Economics F International Economics G Financial Economics Full-Time Nonacademic Entry Level Quantitative Analyst Gurtin Fixed Income Management Investment Research Portfolio Management Based on Experience 2015-01-31 00:00:00 Gurtin Fixed Income, a fast growing municipal investment manager, is seeking a Quantitative Analyst in our San Diego Office. This role will have the primary responsibilities of performing a wide variety of statistical and econometric research, from bond modeling and duration calculations to portfolio yield projections and calculating market risk characteristics. Responsibilities: • Collect market data and conduct economic analyses to identify investment opportunities and assist portfolio managers in day-to-day investment activities. • Closely monitor and analyze domestic economic activity, including various economic indicators and monetary & fiscal policy, and proactively communicate findings. • Monitor portfolio performance and statistics (duration, credit quality, yields, etc.) for separately managed accounts and private funds. • Produce, as necessary, written reports and regular updates for weekly Investment Committee and Portfolio Management meetings. • Perform ad hoc projects. Requirements/Qualifications: • MA/MS degree is required, PhD is preferred; degree must be in Economics or related discipline. • Advanced quantitative skills are required. • Expertise in econometric modeling and analysis is required, and should include familiarity with time series and forecasting methodologies (including standard models such as linear regression, VAR, ARIMA, GARCH, etc.). • Basic understanding of financial markets is desired. • Knowledge of some academic research in the field of Finance (option pricing theory, term structure theory, Black-Scholes, Hull-White, Libor Market Models, Option Adjusted Spread, etc.) is a plus. • Proficiency in R, Python, C# or another computer programming language is required. Those not already proficient in C#, must be willing to learn and become proficient. • Strong ability to synthesize a wide variety of academic research and form sound, coherent opinions along with the ability to transform academic theory into practical, real world-based models or direction. • Must possess a deep intellectual curiosity, a solid entrepreneurial spirit and strong initiative. • Strong ability to work independently, speak and write clearly, concisely and to varied audiences. • Must have proficiency in MS Excel and MS Word. Gurtin Fixed Income Management, LLC, recognized for its unique investment strategies, transparency, and state of the art technology, is an SEC registered investment advisor regulated by the Investment Advisors Acts of 1940 with over $9.3B AUM. We specialize in separately managed high grade tax-exempt and taxable fixed income portfolios for high net worth and ultra-high net worth individuals and families, many of whom are included in the Forbes 400 list of wealthiest individuals. We also work with many independent investment consulting firms and multifamily offices to build fixed income related financial solutions that meet their clients' unique needs. Investment Management, Financial Services, Monetary Policy, Modeling UNITED STATES California San Diego G1 General Financial Markets C Mathematical and Quantitative Methods E Macroeconomics and Monetary Economics Full-Time Nonacademic Entry Level Economist Gurtin Fixed Income Management, LLC Portfolio Management Investment Research Department The Economist will have the primary responsibly of performing a wide variety of statistical and econometric research, while also providing general expertise on macroeconomic and monetary policy. The Economist will be responsible for understanding fixed income markets, and for both understanding and using fixed income analytics produced by the Quantitative Research Department. It is expected that some of these responsibilities will be learned and refined on the job, both through individual study and company training programs. Key responsibilities: *Collect market data and conduct economic analyses to identify investment opportunities and assist portfolio managers in daiy investment activities. *Closely monitor and analyze domestic economic activity, various economic indicators and monetary & fiscal policy, and proactively communicate findings. *Monitor international economies and markets with the goal of understanding how they affect the domestic economy and fixed income markets. *Produce written reports and regular updates for weekly Investment Committee and Portfolio Management meetings. Qualifications: MA/MS degree is required, PhD is preferred; degree must be in Economics. Advanced quantitative skills are required. Proficiency in econometric modeling and analysis is required, and should include familiarity with time series and forecasting methodologies (including standard models such as linear regression, VAR, ARIMA, GARCH, etc.). A thorough knowledge of macroeconomics and monetary policy is required, including an understanding of QE, the Fed’s primary policy rates, and the mechanisms through which the Fed achieves its policy goals. Proficiency in a statistical/numerical programming language such as R, Matlab, or Stata, or in an object-oriented programming language such as C#, C++, Java, or Python, is required. Those not already proficient in C# must be willing to learn and eventually become proficient. Basic understanding of financial markets is desired. Knowledge of some academic research in the field of Finance (for example, option pricing theory, term structure theory, Black-Scholes, Hull-White, Libor Market Models, Option Adjusted Spread, etc.) is a plus. Strong ability to synthesize a wide variety of academic research and form sound, coherent opinions along with the ability to transform academic theory into practical, real world-based models or direction. Must possess a deep intellectual curiosity, a solid entrepreneurial spirit and strong initiative. Ability to work independently and within a collaborative team environment. Very strong ability to speak and write clearly, concisely and to varied audiences. Must have proficiency in MS Excel and MS Word. Visit our careers page at www.gurtin.com and submit a cover letter and resume. Macroeconomics Monetary Policy Fixed income Investment Econometrics UNITED STATES California Solana Beach UNITED STATES California San Diego E Macroeconomics and Monetary Economics Full-Time Nonacademic Modeling & Analytics Analyst JPMorganChase 2015-04-30 00:00:00 Chase is one of the largest U.S. providers of banking, credit cards, lending, wealth management and investment services, serving more than 50 million customers. We believe that the success of our business is linked directly to the talent and commitment of our people, so hard work is recognized and rewarded at Chase. The teams described below illustrate the range of quantitative practices in Consumer and Community Banking at Chase. • Chase Risk Modeling and Analytics is a highly select team of over 850 quantitative professionals, combining the best academic credentials and technical capabilities with an applied problem solving mindset. The team’s work affects hundreds of billions of dollars of lending across the various lines of business, including Mortgage Banking, Consumer & Business Banking, Auto Finance, Card Services, and Capital. • Consumer Marketing Predictive Modeling employs advanced data mining and machine learning techniques to predict consumer behavior at a household level. • Chase Treasury Modeling applies statistical and econometric models to forecast deposits, fee income, and other business drivers for Consumer and Business Banking and for JP Morgan’s Asset Management business. We are looking for that rare breed of analytics professional that possesses: • Exceptional unstructured problem solving skills • Enthusiasm and passion for data and models • Outstanding communications skills • Technical proficiency Candidates should have a degree in Statistics, Mathematics, Econometrics, Information Sciences, Engineering, Physics or a related quantitative field (Ph.D. required for most modeling jobs), including experience with statistical analysis or data mining techniques. Chase uses SAS and SQL/Teradata, but candidates with experience in R, Python, Matlab, or other programming languages are encouraged to apply. We will be interviewing at the AEA Meetings, Jan 3-5, 2014 in Boston NYC, NY, Jersey City, NJ, Wilmington, DE, Columbus, OH and Dallas, TX are primary locations but other US cities may be considered. Economics, Modeling, Analytics, Risk, PhD, SAS, statistical, econometrics, strategy, engineering, data mining, quantitative UNITED STATES Delaware Wilmington UNITED STATES Ohio Columbus C1 Econometric and Statistical Methods and Methodology: General O Economic Development, Technological Change, and Growth Q Agricultural and Natural Resource Economics; Environmental and Ecological Economics E Macroeconomics and Monetary Economics G Financial Economics M Business Administration and Business Economics; Marketing; Accounting D Microeconomics Full-Time Nonacademic Research Associate Kellogg School of Management 2015-06-30 00:00:00 The Kellogg School of Management at Northwestern University has an opening for a Research Associate (or Senior Research Associate, based on qualifications). Responsibilities: • Manage and administer large-scale economic and financial datasets from diverse sources, including CRSP, Compustat and TAQ. • Develop statistical and technical documents for the Research Support web site. • Provide support to faculty using datasets in research including: Training sessions on the use of statistical tools for data analysis and manipulation; Data assessment and extraction using packages such as Python, MySQL, and other tools; data cleaning, parsing, transfer, and matching. Qualifications: • Master’s degree in research-oriented social science field, especially economics, finance, accounting or statistics or related field. Doctoral degree preferred. • Educational training and good habits in data management and analysis. Experience with large data sets. • Background in computer programming languages, such as Python or C++. • Advanced programming skills with two or more of the following programming languages is required: Matlab, R, SAS or Stata. • Customer service orientation and ability to work closely with faculty and graduate students. Aplications: Applicants should include a complete CV, a cover letter and three letters of reference. Applications will be accepted and considered until December 31, 2014 or until position is filled. To apply, visit http://goo.gl/CUulT1. UNITED STATES Illinois Evanston 00 Default: Any Field Full-Time Nonacademic Marketplace Economist Yahoo! About the Team: The Yahoo Revenue Management team is responsible for pricing and market design for Display Advertising at Yahoo. We are seeking a Marketplace Economist to drive projects that will redesign our online advertising marketplaces. About the Role: You will be responsible for short and long-term strategies to manage revenue and marketplace health. The successful candidate will coordinate with various engineering and business teams to understand challenges and opportunities facing Yahoo advertising marketplaces in addition to providing policy recommendations that further the company's goals. What we are looking for: - PhD in economics by July 2015 at the latest. This position is ideal for someone that combines a strong background in market design with experience in actionable empirical analysis. - Experience in empirical and computational work with real-world data. - Intermediate to advanced skills with statistical software such as R or Python's various statistical packages. Programming experience in a UNIX/Linux environment is a plus. - Ability to work in a fast business environment, to communicate well and drive consensus. - Enthusiasm for learning new tools, business practices and for working with the team to frame and solve difficult problems. mechanism design market design auctions econometrics empirical io algorithmic game theory UNITED STATES California Sunnyvale L1 Market Structure, Firm Strategy, and Market Performance D4 Market Structure and Pricing C5 Econometric Modeling C7 Game Theory and Bargaining Theory D Microeconomics L Industrial Organization C Mathematical and Quantitative Methods