Statistician/Econometrician - 5390MM

Job # 5390MM

 

Position: Statistician/Econometrician

Location:  Chicago Loop

Salary Range:  $100,000 to $150,000 + Bonus

 

Company Description:  Highly profitable Loop based software product and consulting company.

 

Requirements:  A graduate-level degree in statistics, econometrics, or similar subject is required, with a particular focus on time series analysis, survival analysis, generalized linear models, data mining, or statistical learning desirable.  More than a passing experience with Matlab, S-PLUS, or SAS is required.  Prior experience with statistical analysis of financial data and/or valuation models (as might be gained through the granting of a CFA charter or FRM designation) is beneficial but not strictly required. 

 

Successful candidates will also possess:Keen interest in developing statistical models for real-world financial applicationsAbility to effectively communicate the results of statistical analysis in plain language, in both writing and presentationsStatistical consulting experience



Duties: The job title is Behavioral Analyst, and BA will work within the Behavioral Research Group to develop behavioral models (prepayments, defaults, fallout, etc.) and to assist clients in deploying and tuning such models.