Econometrics Specialist – Senior Manager / Manager
Who we are looking for
PwC’s Economics and Policy team are looking for two econometricians to join their rapidly expanding practice.
The successful applicant will have either a Masters or PhD in econometrics (we are also interested in hearing from PhD candidates who are in their final year or who are close to completion). If only a Masters degree is held, then the successful candidate should be able to demonstrate a strong track record of working on econometrics projects for a consultancy firm, government department, think tank or academic institution.
You will need to be able to demonstrate knowledge in one or more of the following areas:
Time series econometrics (VAR, SVAR, Bayesian modelling)
Panel data econometrics (including dynamic techniques such as S-GMM and semi-parametric methods)
You will need to be able to demonstrate a strong knowledge of appropriate specification tests in these areas so as to be able to verify the robustness of your work.
We are also looking for someone who will be able to demonstrate capacity for working closely with senior members of the academic community and being able to seek out new and innovative methods to solve cutting edge econometric problems. Our work is regularly peer reviewed by academics and experience in this area is important.
A minimum of a degree in economics with an econometric focus, a Masters or PhD would be preferable.
If a PhD is not underway and close to completion a strong track record of practical work in econometric analysis would be preferable.
Research publications in the area of econometric would be preferable.
Programming knowledge in Ox, R and/or STATA are essential.
Fluency in spoken and written English is a key requirement.
If your focus is in the area of panel or microeconometrics, some knowledge or experience of competition policy and applying econometrics in this instance would be helpful, but not essential.