Economic Scenario Development Specialist

1 week ago


London, Greater London, United Kingdom KPMG-UnitedKingdom Full time

KPMG-UnitedKingdom is seeking a highly skilled Economic Scenario Development Specialist to join our team in London. As a key member of our macroeconomics support team in Audit, you will play a critical role in delivering high-quality macroeconomic analysis.

Responsibilities

Your responsibilities will include:

  • Assessing and developing economic scenarios for IFRS9 purposes and stress testing regulatory exercises using macroeconomic and econometric models.
  • Enhancing and developing in-house econometric models (statistical, structural economic models) with an understanding of accreditation of these tools for audit use.
  • Producing thought leadership reports that highlight key trends and risks at sector and business level.
Skills and Qualifications

To succeed in this role, you should possess the following skills and qualifications:

  • A strong understanding of primary sources of global and UK macroeconomic data sources and data providers.
  • Experience using R and Python for the estimation of time series and structural models such as Dynamic Factor models and Structural VARs.
  • Excellent communication skills, both orally and in writing.

The estimated salary for this position is around £70,000 - £100,000 per annum, depending on your experience and qualifications.


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