Collabera Poland | Digital Engineering and Talent Orchestration

Data Modeller

1 year 5 years Experience : in Warsaw
  • Post Date: July 16, 2020
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Job Description

• Build and maintain projection models based on time series data
• Develop tools to facilitate testing and performance monitoring of projection models
• Document model methodology and related processes
• Collaborate with Quant Strats internal and external teams on development,implementation, and review of projection models

Skills Required:

• Detailed understanding of time-series analysis techniques, and more general econometric modeling methods (ARDL, ECM, ARIMA, VAR, GLM)
• Proficient in using R language to conduct advanced data analysis and to calibrate, test and implement statistical models
• Master’s degree in a quantitative discipline (Economics, Econometrics, Mathematics, Statistics, etc.)
• Outstanding written and verbal communication skills and an ability to compose well-structured technical model methodology documentation.

The following will be advantageous:

• Experience with one or more of the following tools: Excel, VBA, SAS, Stata, SPSS, Eviews, and/or Matlab
• Experience with Monte Carlo simulation methods
• Risk analysis experience within the financial industry
• PhD. in Economics, Applied Statistics, or other highly-empirical disciplines

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