Econometric Modelling Expert

  • Senior-level, Short-term contract assignment
  • Posted on 27 July 2020
  • Kyrgyzstan
  • Closing on 25 September 2020

Job Description

AARC is expressing interest to the ADB project in Kyrgyzstan - TA-9900 Promoting Financial Sector Resilience - 1A NBRK Strengthening of Econometric, Stress-testing and Forecasting (53392-001) and looking for Team Leader – Senior Expert in Econometric Modelling; Econometric Modelling Expert.

Team Leader – Senior Expert in Econometric Modelling requirements are:

a. relevant PhD degree.

b. at least 5 years of experience in the banking sphere or related area.

c. expertise in dealing with various scenarios in macroeconomic and financial crises and development of early warning systems for the regulator.

d. knowledge of the latest techniques on econometric modelling and quantitative methods.

e. expertise in using STATA, EViews and other programs used for econometric modelling and stress-testing purposes. Consultant is requested to provide samples of his/her works demonstrating application of these programs.

f. expertise in working with time-series data, cross-sectional data and panel data. Consultant is expected to provide samples of his/her works demonstrating applications of the above-mentioned techniques. Practical application of modeling methods, such as GMM, panel VaR and other tools would be an advantage.

g. experience in conducting trainings. Experience in delivering of trainings to regulatory agencies or commercial banks would be an advantage.

h. strong management skills.

i. excellent verbal and written communications in English. Knowledge of Russian would be an advantage.

Econometric Modelling Expert requirements are:

a. relevant university degree. PhD degree is desirable.

b. at least 5 years of experience in the banking sphere or related area.

c. expertise in using of STATA, EViews and other programs used for econometric modelling. Consultant is requested to provide samples of his/her works demonstrating application of these programs.

d. knowledge of IFRS 9 and requirements of the Basel Committee on Banking Supervision III.

e. experience in financial risk management, including credit risk, liquidity risk, and market risk.

f. experience in training provision.

g. the presence of publications in the scientific journals in the field of finance, banking or related sciences would be an advantage.

h. excellent verbal and written communications in English. Knowledge of Russian would be an advantage.

About the Organization

AARC Ltd. is a management consultancy firm with an HQ in Dublin, Ireland and active projects in Asia, Africa, Central America and throughout Europe. AARC delivers high quality technical support in a practical manner across a range of sectors globally.

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