Economic Quantitative Analyst Consultant

il y a 2 semaines

Luxembourg Lux-Advisory Temps plein

**Mission**
Our client built an economic model in matlab that supports the mandate to act as a backstop to the Single
Resolution Fund. He seeks the help of an external Economic Quantitative Analyst to refining the provided model code, following provided standards of software design and model governance best practices. This is to drive automatization and make more resilient processes.

**Tasks**
The Consultant will be responsible for the following deliverables:

- Analyse the existing code base and develop a relevant test-set to be able to confirm no breaking changes are introduced after refining the code
- Transfer the code base to managed GIT versioning system
- Code refinement in line with provided standards of software design best practices
- Code refinement to avoid code duplication and improve automatic processes
- Code to link model to internal Datawarehouse for model inputs and outputs
- Create relevant documents, reports or presentations as required and in line with model governance best practices

**Skills**
The Consultant must have the following profile:
**Technical skills**:

- Master level degree or above, preferably in an economics, finance, econometrics, financial engineering, or mathematical finance area
- At least 2 years of relevant experience using matlab or octave. Experience using R is an asset
- At least 2 years of relevant experience in economic modelling. Experience in using Dynare is an asset
- At least 1 year of relevant experience designing, creating, and maintaining databases
- Practical experience working with REST APIs is an asset
- Practical experience working with Business Intelligence Software, in particular Tableau is an asset
- Solid knowledge of econometric techniques is an asset
- CFA or other relevant professional qualifications is an asset
- Fluency in English (CEFR C1 level or equivalent), including good drafting in that language

**Soft-skills**:

- Intellectual curiosity
- Team player
- Rigorous
- Detail oriented
- Good writing and presentation skills

**Job Types**: Full-time, Permanent, Freelance contract

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