Research Fellow
| Company | Barings |
|---|---|
| Location | Boston, MA, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | PhD |
| Experience Level | Entry Level/New Grad |
Requirements
- Hands-on experience with time series modeling, forecasting, and multivariate analysis.
- Hands-on experience with predictive financial models, such as Deep Learning (e.g., LSTM, CNN-LSTM, Transformer, GRUs).
- Proficiency in programming tools such as Python, C++, R or MATLAB.
- Ph.D. degree (or in progress) in statistics, computer science, economics, finance, or a related field.
- Experience in managing and organizing complex data.
- Experience in developing interactive visualizations and applications.
- Strong problem-solving skills and ability to independently manage research projects.
- Ability to work independently and in collaboration with cross-functional teams.
- Excellent written and communication skills to present complex findings to the EM team and other non-technical audiences.
Responsibilities
- Analyze data and identify patterns that signal shifts in the yield curve.
- Design and implement models such as deep learning to understand and forecast the term structures for different countries.
- Analyze economic indicators and market data to forecast changes to the term structure.
- Measure and decompose performance of the new techniques against existing model.
- Prepare a comprehensive report detailing data processing, model design, evaluation results, and recommendations for improvement.
- Help develop visualizations to showcase forecast performance and trends.
Preferred Qualifications
-
No preferred qualifications provided.