Quantitative Analyst – Macroeconomic Forecasting

About the role

EMFI Analytics, a fast‑growing emerging‑market broker‑dealer, is seeking a Quantitative Analyst to work fully remotely. The role focuses on building and maintaining macro‑economic forecasting models that generate two‑to‑three‑year projections for real GDP, inflation, exchange rates, current account and fiscal balance across emerging markets.

Key responsibilities

• Build, estimate and maintain univariate and multivariate forecasting models for core macro variables.
• Translate model output into baseline and alternative scenarios and explain the drivers behind each number.
• Collaborate with macro analysts, incorporate their country judgement, and revise models when statistical evidence supports changes.
• Analyse statistical properties of series (seasonality, stationarity, structural breaks, outliers) and let diagnostics guide model specification.
• Contribute to estimating non‑observable variables such as potential output, output gap and equilibrium exchange rates.
• Monitor data releases, assess implications for baseline forecasts and flag deviations to quant and macro teams.
• Provide quantitative inputs—including forecasts, scenarios and model outputs—to macro and strategy teams for debt‑sustainability analysis.

Required profile

• Bachelor’s degree in Economics, Statistics or Industrial Mathematics.
• Master’s degree in economics, statistics or a related quantitative field (completed or in progress).
• Strong foundation in econometrics and macro‑economics, with the ability to assess economic plausibility and statistical identification.
• Professional proficiency in written and spoken English.
• Excellent organisation, attention to detail and discipline to keep models reproducible.
• Ability to work independently within a remote, international team.

Required skills

• Hands‑on experience specifying, estimating and evaluating time‑series models in R or Python (EViews acceptable).
• Automation of data collection and updating via APIs, scripted downloads and web‑scraping.
• Statistical diagnostics for seasonality, stationarity, structural breaks and outliers.

What we offer

• Fully remote work arrangement.
• Compensation and scope commensurate with experience.