Qauntitative Macroeconomist/ Data Scientist

ISHE; Northern (KY); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

Competitive compensation

Benefits

Job summary

MacroPolicy Perspectives (MPP) is seeking a Quantitative Economist / Data Scientist to strengthen empirical research and analytic infrastructure. You will upgrade forecasting systems, build statistical models, analyze high-frequency macro data, and generate client-ready insights.

The role sits at the intersection of macroeconomics, data science, and financial-market research. You will work with real-world data, troubleshoot, and innovate within a remote environment while collaborating with a

Qualifications

• Experience in empirical macroeconomic analysis or data-intensive roles in economics/finance.
• Strong programming skills in at least one statistical language (Python, R, Stata).
• Advanced Excel skills; familiarity with version control (Git) is a plus.

Responsibilities

• Contribute to forecasts based on model-driven insights and data analysis.
• Develop and maintain macro forecasting models, time-series, and nowcasting frameworks.
• Build reproducible analytical workflows using Python, R, and Stata; explore AI integration.
• Translate model outputs into clear, actionable insights for clients.

Skills

Time-series analysis

Macro forecasting

Python

R

Stata

Excel

Git

Education

Economics degree

Data Science degree

Applied Math degree

Tools

Git

Pandas

NumPy

Matplotlib

Job description

MacroPolicy Perspectives (MPP) is an independent macroeconomic research firm delivering data-driven US macro analysis and forecasting to clients managing capital and risk. Most of our clients are in the financial services industry, including hedge funds, pension funds, and asset managers around the world, as well as non-financial corporations. We are seeking a Quantitative Economist / Data Scientist to strengthen our empirical research, applied modeling, and analytic infrastructure.

This role sits at the intersection of macroeconomics, data science, and financial-market research. You will help upgrade, design and maintain our forecasting systems, build statistical models, analyze high-frequency macroeconomic data, and contribute to the generation of research insights for clients. The ideal candidate is a rigorous empirical thinker who enjoys working with real-world data, problem solving and troubleshooting, and developing innovative research rooted in rigorous analysis. You love data analysis, it is not just a means to an end but a process you find deeply satisfying.

Key Responsibilities

• Contribute to forecasts based on top down, model driven insights and bottoms up, sector and data analysis. Update GDP tracking and monthly forecasts of official data releases that involve everything from maintenance of spreadsheets to development of quantitative models based on new data sources.
• Develop, maintain, and improve quantitative macroeconomic forecasting models, including time-series models, factor models, nowcasting frameworks, and automated data pipelines.
• Build and manage reproducible analytical workflows using statistical programming tools (e.g., Python, R, Stata). Explore and integrate AI into the analytical architecture.
• Apply advanced analytical methods—such as machine learning, Bayesian modeling, cross-sectional and panel analysis to macro and financial-market datasets.
• Produce data-driven research notes, charts, dashboards, and written analysis for clients, translating complex model outputs into clear, actionable insights.
• Monitor and interpret developments in macroeconomic data, fiscal and monetary policy, and global markets, incorporating findings into models and forecasts.
• Participate in client discussions, presentations, and Q&A sessions on research findings and model results.

Qualifications

• Undergraduate or advanced degree in Economics, Data Science, Statistics, Applied Math, or related quantitative field.
• Several years of experience in empirical macroeconomic analysis, quantitative research, or data-intensive roles within economics or finance. Experience in the Federal Reserve System is a plus.
• Strong programming skills in at least one statistical language (Python, R, Stata).
• Advanced Excel skills; familiarity with version control (Git) and reproducible research workflows a plus.
• Experience building or maintaining statistical, econometric, or machine-learning models, especially in time-series or macro-financial contexts.
• Excellent written and verbal communication skills, including the ability to write concise, technical research notes for a sophisticated investor audience.
• Self-starter comfortable working independently in a remote environment; able to creatively solve problems using data and empirical tools. Unafraid to ask questions, able and eager to learn from mistakes and forecast errors, willing to innovate and generate new ideas without guidance, enjoys collaborating and the open exchange of ideas.

The Details

• Fully remote role with occasional travel to conferences, client meetings, firm gatherings, and continuing education opportunities.
• Some flexibility in scheduling, but availability at 8:00 AM ET is required for major data releases. Must be willing to plan around macro schedule.
• Competitive compensation and benefits.