Econometric Forecasting Lead

Monitor and track forecast accuracy using defined metrics (e.g., RMSE, MAE), providing regular reports on accuracy/back testing and serving up data points used.

Work with the analytics team to serve up data for the development of dashboards to track forecast accuracy, making insights actionable for analysts, department leaders, and executives.

Continually explore new economic inputs and refine existing variables and coefficients to enhance the precision and accuracy of existing forecasting models.

Conduct independent and creative quantitative research applied towards the evaluation, tracking, and improvement of CRE models, data series and estimations

Lead and refine the quarterly review process for forecast accuracy, incorporating feedback from analysts and external factors to improve models.

Develop and innovate new forecast models for specialty real estate sectors, nowcasts, spac...