Research Analyst, Stress Test Modelling Division

  • Added Date: Thursday, 12 October 2017
  • Deadline Date: Thursday, 26 October 2017

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Your team

You will be part of the Stress Test Modelling (STM) Division in the Directorate General Macroprudential Policy and Financial Stability (DG/MF). As a part of our team you will contribute to its activities relating to (1) the 2018 EU-wide stress test by the European Banking Authority (EBA), in particular the top-down, model-based part of the quality assurance process and related model-based macroprudential analyses, and (2) macroprudential policy impact assessments at the national and euro area level, carried out using a variety of analytical tools.

This vacancy offers a unique opportunity to join a dynamic and experienced team, to contribute to European financial stability and to learn from some of the best experts in the field of system-wide banking sector stress testing and macroprudential policy impact assessment.

To further enhance the diversity of our team, we particularly encourage applications from female candidates.

Your role

As a Research Analyst you will contribute to the 2018 EBA stress test and macroprudential policy impact assessments by:

  • preparing data and updating tools to generate outputs for the top-down stress test analysis and macroprudential policy analysis;
  • supporting the preparation of presentations, including the production of tables and charts;
  • providing research assistance (including programming) for the development of models and tools
    for the top-down stress test analysis and macroprudential policy analysis;
  • keeping abreast of data sources, applications and publications useful to your division.

Qualifications, experience and skills

You will bring:

  • a bachelor’s degree in economics and/or finance or a related discipline (a master’s degree would be an asset);
  • experience of managing large financial and real sector databases, and of processing related data;
  • advanced knowledge of relevant programming languages and econometric software (e.g. MATLAB, VBA, Python, Stata, EViews, R);
  • experience of presenting analytical results in a clear, concise and non-technical manner for reports, publications, briefings and policy discussions;
  • a sound knowledge of advanced statistical and econometric techniques for analytical purposes and, preferably, corresponding programming skills;
  • experience with banking and other financial data, in particular with the FINREP and COREP datasets, would be an asset;
  • an advanced command of English and a working knowledge of at least one other official EU language.
You also engage collaboratively with others. You pursue team goals and learn willingly from other people’s diverse perspectives. You signal any need for change by explaining it and proposing alternative solutions. You analyse complex information effectively and can evaluate different views to arrive at solutions. You know and anticipate stakeholder needs.

Further information

The recruitment process may include a remote written exercise and an interview.

Short-term is from 3 to 36 months subject to individual performance and
organisational needs.

For additional information you have the opportunity to contact the line manager Carmelo Salleo and/or Christoffer Kok on Tuesday 10 October between 18:00 and 19:00 or on Thursday 12 October between 18:00 and 19:00, via telephone number +49 (0)69 13443320.

Application and selection process

Find more information under “How you can join us”:

Read more.

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