Computational Economics Expert/Sr. Computational Economics Expert-ITDDEEM

Computational Economics Expert / Sr. Computational Economics Expert – ITDDEEM Job Summary Under the direction of a Section Chief, the Computational Economics Expert serves as a member of the Econometric Modeling, Big Data, AI & ML Platforms Family, and provides Fund-wide services on Computational Economics using computer-based economic, econometric and machine learning modeling for the solution of economic problems related to the Fund’s business capabilities of surveillance, lending, and capacity development within the Information Technology Department. The role requires combinations of strong Computer Science and Economics skills to provide efficient and integrated solutions to the business, not only on the technological dimension, but also on the economic and quantitative modeling dimensions. Additionally, developing and delivering training on use of economic, econometric and machine learning modeling techniques and software, and advising on mathematical and high performance computational related problems are integral parts of the role. This position requires advanced programming skills and knowledge of or experience with Economic and Econometric Modeling. Major Duties and Responsibilities Collaborates with economists, financial sector specialists, and other professionals from the line-of-business in the selection of the appropriate methods and data sets for economic and econometric modeling. Develops and implements advanced economic and econometric models. Undertakes research towards crafting solutions for challenges arising from economic and econometric modeling. Analyzes requests, designs methodology and develops programs and modules for advanced economic and econometric models. Researches, analyzes, and develops algorithms to improve the performance and extend the capabilities of economic and econometric models. Writes computational and data processing programs using high-level programming languages such as Matlab, Python, R, etc. Develops course materials and provides training on use of economic and econometric modeling techniques. Follows up current academic research on computational economics, applied mathematics and econometrics. Other responsibilities required to deliver Computational Economics solutions. Minimum Qualifications Advanced degree in Computer Science, Economics, Engineering, Applied Mathematics, or relevant field plus a minimum of four years of post-graduation professional experience, or a Bachelor’s degree plus a minimum of ten years of post-graduation professional experience is required. Economic and Econometric Modeling Expertise; Knowledge and experience with economic and econometric models including time series, cross-section, panel data econometrics, and macroeconomic models (DSGE, HANK, ABM); Proficiency in quantitative modeling, statistical estimation methods (maximum likelihood, method of moments, Bayesian inference, VAR), and use of econometric/statistical software (EViews, Stata, Matlab, Julia); Ability to develop problem definitions, models, and constraints from informal requirements, managing ambiguity and competing objectives; Mathematical, Numerical, and Optimization Methods; Expert knowledge of numerical methods, linear algebra, large-scale mathematical programming, and algorithm development.; Strong understanding of optimization techniques including linear, nonlinear, dynamic programming, simulation-based optimization, stochastic programming, robust optimization, and approximate dynamic programming.; Familiarity with computational complexity theory and applied/theoretical statistical learning.; Advanced Programming and Computational Skills; Advanced programming skills in scientific computing and data science languages such as Matlab, Python, and R.; Extensive experience with distributed and parallel computing.; Knowledge of machine learning algorithms, including deep learning.; Understanding of personal computer architecture and memory organization.; Ability to follow current academic research in computational economics, applied mathematics, and statistics.; Strong oral and written communication skills and ability to convey higher level technical concepts to non-experts. This vacancy shall be filled by a 3-year Term appointment in accordance with the Fund’s new employment rules that took effect on May 1, 2015. Department: ITDDEEM Information Technology Department Data & Economics Economic Modeling Services Section Hiring For: A11, A12 The IMF is guided by the principle that the employment, classification, promotion and assignment of staff shall be made without discrimination against any person. We welcome requests for reasonable accommodations for disabilities during the selection process. Information on how to request accommodations will be provided during the application process. #J-18808-Ljbffr International Monetary Fund