Job Description
The Central Bank of Egypt - CBE is currently recruiting for the role of Econometrician
Duties and Responsibilities
Your main responsibilities in this role include the following:
Quantify the impact of domestic and global (economic, financial, political, etc.) shocks on the aggregate Egyptian economy and its different sectors (industries) using statistical and econometric techniques
Model the interlinkages between macroeconomic developments and the banking sector as well as the interaction among different financial entities within the financial system.
Participate in building macroprudential analytical tools such as the Macro stress-test for the aggregate Egyptian economy and its different sectors, the contagion network analysis among financial entities, and early warning systems.
Participate in issuing economic notes describing the main macroeconomic imbalances and risks that could affect the banking sector stability
Job Requirements
Minimum Master degree in econometrics or other quantitative field from a reputable university. PhD candidate is preferred.
(4-13) years of econometric modeling experience that includes in-depth theoretical and practical knowledge of the econometric techniques (Ordinary Least Squares and its violations, ARIMA Model, Seemingly Unrelated Regression Equation, Simultaneous Equations, Structural VAR, Panel VAR, Cointegration and VECM; and DSGE models), and statistical data analysis techniques (principal component analysis and cluster analysis).
Proficiency with code programing in Eviews or other quantitative packages.
Experience in modeling the interlinkages between macroeconomic variables and the banking sector, as well as modelling the Egyptian economy and its different sectors is a preferred asset.
Strong writing skills in English and Arabic.
Job Details
Company: Central Bank of Egypt - CBE
Employment Type: Full-time
Job Location: Cairo, Egypt