Department of the Treasury

Position Title/Short Description

Full Text of JOE Listing:

The Treasury Department's Office of Financial Analysis (OFA) has an opening for a well-qualified analyst (new graduate or mid-career) to produce and advise on a set of yield curves used broadly across the economy, and to conduct research and advise on related policy matters. Yield curves generated by OFA include those mandated by the Pension Protection Act of 2006, which are relied on by thousands of pension plans nationwide, covering tens of millions of individuals, and holding trillions of dollars in assets.

The production of OFA’s suite of yield curves includes examining source data, customizing programming to compute the curves, and testing and analyzing results; continuously monitoring a wide range of data concerning fixed income markets, such as ratings, bond pricing algorithms, par amounts outstanding, and other related financial sector issues; and advising on the methods used to generate the curves.

The work requires skills usually associated with an advanced degree in economics or finance or similar field. Successful candidates must have previous analytic programming experience (i.e. R, Python, STATA, SAS, or MatLab). Experience or expertise in financial markets is preferred.

U.S. Citizenship required at the time of application. The Treasury Department is an Equal Opportunity Employer.