Market Data Statistician

The Division of Economic and Risk Analysis (DERA) is seeking early career Statisticians with strong analytical skills and attention to detail. As a Statistician, you will be part of a team that manages and analyzes specialized, high-frequency market microstructure data to support the SEC's rulemaking and oversight mission. DERA emphasizes data and analysis quality, and monitoring advances in the tools available to analyze such data.

In this role as a Statistician, you will: Collect and prepare high-frequency market microstructure data for analysis (including quality assurance) and conduct statistical analysis on large panel datasets using programming languages such as Python, SAS, R, and SQL, including in cloud and big-data computing environments. Design, develop, maintain, and modify statistical models, metrics, and indicators of market quality and microstructure (e.g., spreads, effective spreads, and volatility) that support a variety of financial analysis areas. Automate data acquisition and processing and maintain well-documented, reproducible code using version control. Evaluate data, statistical methods, and applications, and coordinate with DERA financial economists and other Commission stakeholders to provide statistical advice and recommendations. Document analyses, technical notes, data sources, and programs; prepare training and reference materials; and present to colleagues and management, incorporating feedback into final products. Support analysis of new and emerging data sources and asset classes, including digital assets and tokenized securities. Participate in or lead independent applied research, including rapid-turnaround analyses supporting time-sensitive market events and Commission needs.

You MUST provide transcripts or other documentation to support your educational claims. Unless otherwise stated: (1) official or unofficial transcripts are acceptable, or (2) you may submit a list with all your courses, grades, semester, year, and credit for the course. If you are qualifying for this position by substituting education or training for experience, you must submit a copy of your unofficial transcripts or equivalent by the closing date of the announcement. Qualifying education must have been obtained from an accredited college or university recognized by the U.S. Department of Education. Internal Applicants: OHR will verify education qualifications for internal applicants using documents in the Electronic Official Personnel Folder (eOPF). If required transcripts or certificates are not present in your eOPF, you will be required to provide them to OHR. If selected, a start date will not be established until official transcripts are received. FOREIGN EDUCATION: If you are using education completed in foreign colleges or universities to meet the qualification requirements, you must show the education credentials have been evaluated by a private organization that specializes in interpretation of foreign education programs. For more information, click here. Applicants may also find the following helpful: National Association of Credential Evaluation Services (NACES) is an association of 19 credential evaluation services with admission standards and an enforced code of good practice. Association of International Credentials Evaluators (AICE) is an association of 10 credential evaluation services with a board of advisors and an enforced code of ethics.